Ares Acquisition Stock Market Value
| AACT-UN Stock | 11.67 0.38 3.37% |
| Symbol | Ares |
Ares AcquisitionII '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 AcquisitionII'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 AcquisitionII.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Ares AcquisitionII on December 16, 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 AcquisitionII over 90 days. Ares AcquisitionII is related to or competes with RBC Bearings, Cementos Pacasmayo, BCE, Space Communication, Titan International, Radcom, and Primoris Services. More
Ares AcquisitionII 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 AcquisitionII'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.
| Information Ratio | 0.1612 | |||
| Maximum Drawdown | 4.8 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 1.54 |
Ares AcquisitionII Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ares AcquisitionII's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ares AcquisitionII's standard deviation. In reality, there are many statistical measures that can use Ares AcquisitionII historical prices to predict the future Ares AcquisitionII's volatility.| Risk Adjusted Performance | 0.0547 | |||
| Jensen Alpha | 0.0163 | |||
| Total Risk Alpha | 0.1753 | |||
| Treynor Ratio | (0.16) |
Ares AcquisitionII Backtested Returns
As of now, Ares Stock is very steady. Ares AcquisitionII secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Ares Acquisition, which you can use to evaluate the volatility of the firm. Please confirm Ares AcquisitionII's mean deviation of 0.4795, and Risk Adjusted Performance of 0.0547 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Ares AcquisitionII has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ares AcquisitionII are expected to decrease at a much lower rate. During the bear market, Ares AcquisitionII is likely to outperform the market. Ares AcquisitionII right now shows a risk of 0.89%. Please confirm Ares AcquisitionII standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Ares AcquisitionII will be following its price patterns.
Auto-correlation | 0.19 |
Very weak predictability
Ares Acquisition has very weak predictability. Overlapping area represents the amount of predictability between Ares AcquisitionII 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 Ares AcquisitionII price movement. The serial correlation of 0.19 indicates that over 19.0% of current Ares AcquisitionII price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ares AcquisitionII lagged returns against current returns
Autocorrelation, which is Ares AcquisitionII 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 AcquisitionII's stock expected returns. We can calculate the autocorrelation of Ares AcquisitionII returns to help us make a trade decision. For example, suppose you find that Ares AcquisitionII 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 AcquisitionII 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 AcquisitionII stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ares AcquisitionII stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ares AcquisitionII stock over time.
Current vs Lagged Prices |
| Timeline |
Ares AcquisitionII Lagged Returns
When evaluating Ares AcquisitionII's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ares AcquisitionII stock have on its future price. Ares AcquisitionII 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 AcquisitionII autocorrelation shows the relationship between Ares AcquisitionII 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 AcquisitionII
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 AcquisitionII 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 AcquisitionII will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Ares AcquisitionII 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 AcquisitionII 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 AcquisitionII - 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 AcquisitionII 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 AcquisitionII moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ares AcquisitionII 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 AcquisitionII 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 AcquisitionII Correlation, Ares AcquisitionII Volatility and Ares AcquisitionII Alpha and Beta module to complement your research on Ares AcquisitionII. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Ares AcquisitionII 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.