Auna Sa Stock Market Value
| AUNA Stock | 6.92 0.05 0.72% |
| Symbol | Auna |
Auna SA Price To Book Ratio
Is Health Care Providers & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Auna SA. If investors know Auna will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Auna SA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.274 | Earnings Share (0.44) | Revenue Per Share 80.98 | Quarterly Revenue Growth 0.185 | Return On Assets 0.0564 |
The market value of Auna SA is measured differently than its book value, which is the value of Auna that is recorded on the company's balance sheet. Investors also form their own opinion of Auna SA's value that differs from its market value or its book value, called intrinsic value, which is Auna SA's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Auna SA's market value can be influenced by many factors that don't directly affect Auna SA's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Auna SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Auna SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Auna SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Auna SA 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Auna SA's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Auna SA.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Auna SA on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Auna SA or generate 0.0% return on investment in Auna SA over 30 days. Auna SA is related to or competes with Origin Materials, MagnaChip Semiconductor, Mosaic, Park Electrochemical, Kulicke, Codexis, and Chemours. Auna SA is entity of United States. It is traded as Stock on NYSE exchange. More
Auna SA Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Auna SA's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Auna SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.88 | |||
| Value At Risk | (3.99) | |||
| Potential Upside | 3.54 |
Auna SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Auna SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auna SA's standard deviation. In reality, there are many statistical measures that can use Auna SA historical prices to predict the future Auna SA's volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | 0.1188 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.19) |
Auna SA Backtested Returns
Auna SA secures Sharpe Ratio (or Efficiency) of -0.0279, which signifies that the company had a -0.0279% return per unit of risk over the last 3 months. Auna SA exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Auna SA's Risk Adjusted Performance of 0.0306, mean deviation of 1.85, and Downside Deviation of 2.4 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Auna SA are expected to decrease at a much lower rate. During the bear market, Auna SA is likely to outperform the market. At this point, Auna SA has a negative expected return of -0.0612%. Please make sure to confirm Auna SA's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Auna SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Auna SA has good reverse predictability. Overlapping area represents the amount of predictability between Auna SA time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Auna SA price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Auna SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Auna SA lagged returns against current returns
Autocorrelation, which is Auna SA stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Auna SA's stock expected returns. We can calculate the autocorrelation of Auna SA returns to help us make a trade decision. For example, suppose you find that Auna SA has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Auna SA regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Auna SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auna SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Auna SA stock over time.
Current vs Lagged Prices |
| Timeline |
Auna SA Lagged Returns
When evaluating Auna SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auna SA stock have on its future price. Auna SA autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Auna SA autocorrelation shows the relationship between Auna SA stock current value and its past values and can show if there is a momentum factor associated with investing in Auna SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Auna SA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Auna SA's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Auna Sa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Auna Sa Stock:Check out Auna SA Correlation, Auna SA Volatility and Auna SA Alpha and Beta module to complement your research on Auna SA. For information on how to trade Auna Stock refer to our How to Trade Auna Stock guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Auna SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.