Ares Management's market value is the price at which a share of Ares Management trades on a public exchange. It measures the collective expectations of Ares Management investors about its performance. Ares Management is trading at 111.90 as of the 4th of January 2025, a 1.73% increase since the beginning of the trading day. The stock's open price was 110.0. With this module, you can estimate the performance of a buy and hold strategy of Ares Management and determine expected loss or profit from investing in Ares Management over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
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.
0.00
12/05/2024
No Change 0.00
0.0
In 31 days
01/04/2025
0.00
If you would invest 0.00 in Ares Management on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding Ares Management or generate 0.0% return on investment in Ares Management over 30 days.
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 upside and downside potential and time the market with a certain degree of confidence.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ares Management. Your research has to be compared to or analyzed against Ares Management's peers to derive any actionable benefits. When done correctly, Ares Management's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Ares Management.
Ares Management Backtested Returns
Ares Management appears to be very steady, given 3 months investment horizon. Ares Management secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Ares Management, which you can use to evaluate the volatility of the firm. Please makes use of Ares Management's risk adjusted performance of 0.2106, and Mean Deviation of 1.31 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ares Management holds a performance score of 19. The firm shows a Beta (market volatility) of -0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ares Management are expected to decrease at a much lower rate. During the bear market, Ares Management is likely to outperform the market. Please check Ares Management's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Ares Management's price patterns will revert.
Auto-correlation
0.25
Poor predictability
Ares Management has poor predictability. Overlapping area represents the amount of predictability between Ares Management time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th of January 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 price movement. The serial correlation of 0.25 indicates that over 25.0% of current Ares Management price fluctuation can be explain by its past prices.
Correlation Coefficient
0.25
Spearman Rank Test
0.14
Residual Average
0.0
Price Variance
2.51
Ares Management 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.
Regressed Prices
Timeline
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