Ares Acquisition Stock Market Value
| AACT-UN Stock | 10.95 0.29 2.58% |
| Symbol | Ares |
Ares Acquisition Price To Book Ratio
Ares Acquisition '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 Acquisition'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 Acquisition.
| 07/02/2024 |
| 12/29/2024 |
If you would invest 0.00 in Ares Acquisition on July 2, 2024 and sell it all today you would earn a total of 0.00 from holding Ares Acquisition or generate 0.0% return on investment in Ares Acquisition over 180 days. Ares Acquisition is related to or competes with Voyager Acquisition, YHN Acquisition, CO2 Energy, Vine Hill, DT Cloud, and Broad Capital. Ares Acquisition is entity of United States More
Ares Acquisition 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 Acquisition'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 Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.0 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.46 |
Ares Acquisition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ares Acquisition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ares Acquisition's standard deviation. In reality, there are many statistical measures that can use Ares Acquisition historical prices to predict the future Ares Acquisition's volatility.| Risk Adjusted Performance | 0.0084 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.04) |
Ares Acquisition Backtested Returns
As of now, Ares Stock is very steady. Ares Acquisition secures Sharpe Ratio (or Efficiency) of 0.0145, which signifies that the company had a 0.0145% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Ares Acquisition, which you can use to evaluate the volatility of the firm. Please confirm Ares Acquisition's risk adjusted performance of 0.0084, and Mean Deviation of 0.2966 to double-check if the risk estimate we provide is consistent with the expected return of 0.0091%. Ares Acquisition has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.028, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ares Acquisition's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ares Acquisition is expected to be smaller as well. Ares Acquisition right now shows a risk of 0.62%. Please confirm Ares Acquisition mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Ares Acquisition will be following its price patterns.
Auto-correlation | 0.20 |
Weak predictability
Ares Acquisition has weak predictability. Overlapping area represents the amount of predictability between Ares Acquisition time series from 2nd of July 2024 to 30th of September 2024 and 30th of September 2024 to 29th 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 Ares Acquisition price movement. The serial correlation of 0.2 indicates that over 20.0% of current Ares Acquisition price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ares Acquisition lagged returns against current returns
Autocorrelation, which is Ares Acquisition 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 Acquisition's stock expected returns. We can calculate the autocorrelation of Ares Acquisition returns to help us make a trade decision. For example, suppose you find that Ares Acquisition 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 Acquisition 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 Acquisition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ares Acquisition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ares Acquisition stock over time.
Current vs Lagged Prices |
| Timeline |
Ares Acquisition Lagged Returns
When evaluating Ares Acquisition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ares Acquisition stock have on its future price. Ares Acquisition 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 Acquisition autocorrelation shows the relationship between Ares Acquisition stock current value and its past values and can show if there is a momentum factor associated with investing in Ares Acquisition.
Regressed Prices |
| Timeline |
Pair Trading with Ares Acquisition
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ares Acquisition position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ares Acquisition will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Ares Acquisition could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ares Acquisition when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ares Acquisition - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ares Acquisition to buy it.
The correlation of Ares Acquisition is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ares Acquisition moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ares Acquisition moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ares Acquisition can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Ares Acquisition Correlation, Ares Acquisition Volatility and Ares Acquisition Alpha and Beta module to complement your research on Ares Acquisition. To learn how to invest in Ares Stock, please use our How to Invest in Ares Acquisition guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Ares Acquisition 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.