Ares Management (Germany) Market Value
| 0QN Stock | EUR 159.18 2.82 1.74% |
| Symbol | Ares |
Ares Management '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 Ares Management'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 Ares Management.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Ares Management on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ares Management Corp or generate 0.0% return on investment in Ares Management over 30 days. Ares Management is related to or competes with Hastings Technology, ASM Pacific, Nomad Foods, Kingdee International, Molson Coors, and PATTIES FOODS. Ares Management Corporation operates as an alternative asset manager in the United States, Europe, and Asia More
Ares Management 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 Ares Management'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 Ares Management Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.0209 | |||
| Maximum Drawdown | 9.26 | |||
| Value At Risk | (3.84) | |||
| Potential Upside | 3.26 |
Ares Management Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ares Management's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ares Management's standard deviation. In reality, there are many statistical measures that can use Ares Management historical prices to predict the future Ares Management's volatility.| Risk Adjusted Performance | 0.023 | |||
| Jensen Alpha | 0.0383 | |||
| Total Risk Alpha | 0.0538 | |||
| Sortino Ratio | 0.0198 | |||
| Treynor Ratio | 0.1011 |
Ares Management Corp Backtested Returns
Ares Management Corp secures Sharpe Ratio (or Efficiency) of -0.0137, which signifies that the company had a -0.0137 % return per unit of standard deviation over the last 3 months. Ares Management Corp exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ares Management's risk adjusted performance of 0.023, and Mean Deviation of 1.56 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ares Management's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ares Management is expected to be smaller as well. At this point, Ares Management Corp has a negative expected return of -0.0272%. Please make sure to confirm Ares Management's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if Ares Management Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.61 |
Good predictability
Ares Management Corp has good predictability. Overlapping area represents the amount of predictability between Ares Management time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ares Management Corp price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Ares Management price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 59.69 |
Ares Management Corp lagged returns against current returns
Autocorrelation, which is Ares Management 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 Ares Management's stock expected returns. We can calculate the autocorrelation of Ares Management returns to help us make a trade decision. For example, suppose you find that Ares Management 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 |
Ares Management 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 Ares Management stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ares Management stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ares Management stock over time.
Current vs Lagged Prices |
| Timeline |
Ares Management Lagged Returns
When evaluating Ares Management's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ares Management stock have on its future price. Ares Management 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, Ares Management autocorrelation shows the relationship between Ares Management stock current value and its past values and can show if there is a momentum factor associated with investing in Ares Management Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ares Stock
Ares Management financial ratios help investors to determine whether Ares Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ares with respect to the benefits of owning Ares Management security.