Grupo Aval Stock Market Value
| AVAL Stock | USD 2.16 0.01 0.47% |
| Symbol | Grupo |
Grupo Aval Price To Book Ratio
Is Diversified Banks 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 Grupo Aval. If investors know Grupo 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 Grupo Aval 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 0.229 | Earnings Share 0.15 | Revenue Per Share 9.1 K | Quarterly Revenue Growth (0.03) | Return On Assets 0.0052 |
The market value of Grupo Aval is measured differently than its book value, which is the value of Grupo that is recorded on the company's balance sheet. Investors also form their own opinion of Grupo Aval's value that differs from its market value or its book value, called intrinsic value, which is Grupo Aval'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 Grupo Aval's market value can be influenced by many factors that don't directly affect Grupo Aval'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 Grupo Aval's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grupo Aval is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grupo Aval'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.
Grupo Aval '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 Grupo Aval'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 Grupo Aval.
| 12/10/2023 |
| 12/04/2024 |
If you would invest 0.00 in Grupo Aval on December 10, 2023 and sell it all today you would earn a total of 0.00 from holding Grupo Aval or generate 0.0% return on investment in Grupo Aval over 360 days. Grupo Aval is related to or competes with Banco De, Banco Santander, Credicorp, Foreign Trade, Bancolombia, Banco Bradesco, and Banco Santander. Grupo Aval Acciones y Valores S.A. provides a range of financial services and products to public and private sector cust... More
Grupo Aval 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 Grupo Aval'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 Grupo Aval upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.56 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.51 |
Grupo Aval Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Aval's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Aval's standard deviation. In reality, there are many statistical measures that can use Grupo Aval historical prices to predict the future Grupo Aval's volatility.| Risk Adjusted Performance | 0.0543 | |||
| Jensen Alpha | 0.0761 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.7711 |
Grupo Aval Backtested Returns
As of now, Grupo Stock is slightly risky. Grupo Aval holds Efficiency (Sharpe) Ratio of 0.066, which attests that the entity had a 0.066% return per unit of risk over the last 3 months. We have found thirty technical indicators for Grupo Aval, which you can use to evaluate the volatility of the firm. Please check out Grupo Aval's Downside Deviation of 1.58, market risk adjusted performance of 0.7811, and Risk Adjusted Performance of 0.0543 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. Grupo Aval has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grupo Aval's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupo Aval is expected to be smaller as well. Grupo Aval right now retains a risk of 1.53%. Please check out Grupo Aval maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Grupo Aval will be following its current trending patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Grupo Aval has very weak reverse predictability. Overlapping area represents the amount of predictability between Grupo Aval time series from 10th of December 2023 to 7th of June 2024 and 7th of June 2024 to 4th 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 Grupo Aval price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Grupo Aval price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Grupo Aval lagged returns against current returns
Autocorrelation, which is Grupo Aval 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 Grupo Aval's stock expected returns. We can calculate the autocorrelation of Grupo Aval returns to help us make a trade decision. For example, suppose you find that Grupo Aval 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 |
Grupo Aval 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 Grupo Aval stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Aval stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Aval stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Aval Lagged Returns
When evaluating Grupo Aval's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Aval stock have on its future price. Grupo Aval 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, Grupo Aval autocorrelation shows the relationship between Grupo Aval stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Aval.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Grupo Aval Correlation, Grupo Aval Volatility and Grupo Aval Alpha and Beta module to complement your research on Grupo Aval. For more information on how to buy Grupo Stock please use our How to buy in Grupo Stock guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Grupo Aval 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.