AEON MALL (Germany) Market Value
| 9DH Stock | EUR 12.30 0.10 0.81% |
| Symbol | AEON |
AEON MALL '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 AEON MALL'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 AEON MALL.
| 06/14/2024 |
| 12/11/2024 |
If you would invest 0.00 in AEON MALL on June 14, 2024 and sell it all today you would earn a total of 0.00 from holding AEON MALL LTD or generate 0.0% return on investment in AEON MALL over 180 days. AEON MALL is related to or competes with TITANIUM TRANSPORTGROUP, Food Life, Transport International, COPLAND ROAD, TEXAS ROADHOUSE, Mitsui Chemicals, and INDOFOOD AGRI. AEON Mall Co., Ltd. develops, leases, operates, and manages shopping malls in Japan, China, and ASEAN countries More
AEON MALL 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 AEON MALL'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 AEON MALL LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 5.54 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 1.67 |
AEON MALL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AEON MALL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AEON MALL's standard deviation. In reality, there are many statistical measures that can use AEON MALL historical prices to predict the future AEON MALL's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (3.74) |
AEON MALL LTD Backtested Returns
AEON MALL LTD secures Sharpe Ratio (or Efficiency) of -0.0365, which signifies that the company had a -0.0365% return per unit of risk over the last 3 months. AEON MALL LTD exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AEON MALL's risk adjusted performance of (0.03), and Mean Deviation of 0.9038 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0169, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AEON MALL's returns are expected to increase less than the market. However, during the bear market, the loss of holding AEON MALL is expected to be smaller as well. At this point, AEON MALL LTD has a negative expected return of -0.0431%. Please make sure to confirm AEON MALL's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if AEON MALL LTD performance from the past will be repeated in the future.
Auto-correlation | -0.66 |
Very good reverse predictability
AEON MALL LTD has very good reverse predictability. Overlapping area represents the amount of predictability between AEON MALL time series from 14th of June 2024 to 12th of September 2024 and 12th of September 2024 to 11th 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 AEON MALL LTD price movement. The serial correlation of -0.66 indicates that around 66.0% of current AEON MALL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
AEON MALL LTD lagged returns against current returns
Autocorrelation, which is AEON MALL 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 AEON MALL's stock expected returns. We can calculate the autocorrelation of AEON MALL returns to help us make a trade decision. For example, suppose you find that AEON MALL 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 |
AEON MALL 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 AEON MALL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AEON MALL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AEON MALL stock over time.
Current vs Lagged Prices |
| Timeline |
AEON MALL Lagged Returns
When evaluating AEON MALL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AEON MALL stock have on its future price. AEON MALL 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, AEON MALL autocorrelation shows the relationship between AEON MALL stock current value and its past values and can show if there is a momentum factor associated with investing in AEON MALL LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AEON Stock
AEON MALL financial ratios help investors to determine whether AEON 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 AEON with respect to the benefits of owning AEON MALL security.