AIA Group's market value is the price at which a share of AIA Group trades on a public exchange. It measures the collective expectations of AIA Group Ltd investors about its performance. AIA Group is trading at 30.68 as of the 26th of March 2025; that is 1.48% down since the beginning of the trading day. The stock's open price was 31.14.
With this module, you can estimate the performance of a buy and hold strategy of AIA Group Ltd and determine expected loss or profit from investing in AIA Group over a given investment horizon. Check out AIA Group Correlation, AIA Group Volatility and AIA Group Alpha and Beta module to complement your research on AIA Group.
Please note, there is a significant difference between AIA Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if AIA Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AIA Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AIA Group '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 AIA Group's pink sheet 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 AIA Group.
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02/24/2025
No Change 0.00
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In 31 days
03/26/2025
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If you would invest 0.00 in AIA Group on February 24, 2025 and sell it all today you would earn a total of 0.00 from holding AIA Group Ltd or generate 0.0% return on investment in AIA Group over 30 days. AIA Group is related to or competes with Atlantic American, Ping An, China Life, Sanlam, CNO Financial, MetLife Preferred, and FG Annuities. AIA Group Limited, together with its subsidiaries, provides life insurance based financial services More
AIA Group 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 AIA Group's pink sheet 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 AIA Group Ltd 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 AIA Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIA Group's standard deviation. In reality, there are many statistical measures that can use AIA Group historical prices to predict the future AIA Group's volatility.
At this stage we consider AIA Pink Sheet to be very steady. AIA Group retains Efficiency (Sharpe Ratio) of 0.0552, which signifies that the company had a 0.0552 % return per unit of risk over the last 3 months. We have found thirty technical indicators for AIA Group, which you can use to evaluate the volatility of the firm. Please confirm AIA Group's coefficient of variation of 1278.73, and Market Risk Adjusted Performance of (2.29) to double-check if the risk estimate we provide is consistent with the expected return of 0.0977%. AIA Group has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0542, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AIA Group are expected to decrease at a much lower rate. During the bear market, AIA Group is likely to outperform the market. AIA Group at this moment owns a risk of 1.77%. Please confirm AIA Group Ltd coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if AIA Group Ltd will be following its current price history.
Auto-correlation
-0.86
Excellent reverse predictability
AIA Group Ltd has excellent reverse predictability. Overlapping area represents the amount of predictability between AIA Group time series from 24th of February 2025 to 11th of March 2025 and 11th of March 2025 to 26th 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 AIA Group price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current AIA Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.86
Spearman Rank Test
-0.79
Residual Average
0.0
Price Variance
0.68
AIA Group lagged returns against current returns
Autocorrelation, which is AIA Group pink sheet'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 AIA Group's pink sheet expected returns. We can calculate the autocorrelation of AIA Group returns to help us make a trade decision. For example, suppose you find that AIA Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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
AIA Group 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 AIA Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIA Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIA Group pink sheet over time.
Current vs Lagged Prices
Timeline
AIA Group Lagged Returns
When evaluating AIA Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIA Group pink sheet have on its future price. AIA Group 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, AIA Group autocorrelation shows the relationship between AIA Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AIA Group Ltd.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running AIA Group's price analysis, check to measure AIA Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AIA Group is operating at the current time. Most of AIA Group's value examination focuses on studying past and present price action to predict the probability of AIA Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AIA Group's price. Additionally, you may evaluate how the addition of AIA Group to your portfolios can decrease your overall portfolio volatility.