AEON MALL (Germany) Market Value
| 9DH Stock | EUR 14.40 0.10 0.69% |
| 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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in AEON MALL on December 16, 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 90 days. AEON MALL is related to or competes with National Beverage, Cleanaway Waste, Tsingtao Brewery, SAN MIGUEL, Clean Energy, NORTHEAST UTILITIES, and CLEAN ENERGY. 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.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.1476 | |||
| Maximum Drawdown | 21.14 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.53 |
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 | 0.1012 | |||
| Jensen Alpha | 0.2459 | |||
| Total Risk Alpha | 0.5855 | |||
| Sortino Ratio | 0.1921 | |||
| Treynor Ratio | (1.40) |
AEON MALL LTD Backtested Returns
AEON MALL appears to be not too volatile, given 3 months investment horizon. AEON MALL LTD secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AEON MALL LTD, which you can use to evaluate the volatility of the firm. Please makes use of AEON MALL's mean deviation of 1.32, and Risk Adjusted Performance of 0.1012 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AEON MALL holds a performance score of 10. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AEON MALL are expected to decrease at a much lower rate. During the bear market, AEON MALL is likely to outperform the market. Please check AEON MALL's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether AEON MALL's price patterns will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
AEON MALL LTD has poor reverse predictability. Overlapping area represents the amount of predictability between AEON MALL time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 AEON MALL LTD price movement. The serial correlation of -0.39 indicates that just about 39.0% of current AEON MALL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.27 |
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.