Aia Group Stock Market Value
| AAIGF Stock | USD 7.84 0.36 4.39% |
| Symbol | AIA |
AIA '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'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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in AIA on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AIA Group or generate 0.0% return on investment in AIA over 90 days. AIA is related to or competes with Ping An, AIA Group, CNO Financial, MetLife Preferred, FG Annuities, and Prudential PLC. AIA Group Limited, together with its subsidiaries, provides life insurance based financial services More
AIA 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'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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.64 | |||
| Information Ratio | 0.074 | |||
| Maximum Drawdown | 22.77 | |||
| Value At Risk | (6.93) | |||
| Potential Upside | 9.84 |
AIA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AIA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIA's standard deviation. In reality, there are many statistical measures that can use AIA historical prices to predict the future AIA's volatility.| Risk Adjusted Performance | 0.0543 | |||
| Jensen Alpha | 0.374 | |||
| Total Risk Alpha | 0.8302 | |||
| Sortino Ratio | 0.0751 | |||
| Treynor Ratio | 0.1947 |
AIA Group Backtested Returns
AIA appears to be slightly risky, given 3 months investment horizon. AIA Group retains Efficiency (Sharpe Ratio) of 0.0604, which signifies that the company had a 0.0604 % return per unit of risk over the last 3 months. We have found thirty technical indicators for AIA, which you can use to evaluate the volatility of the firm. Please makes use of AIA's market risk adjusted performance of 0.2047, and Coefficient Of Variation of 1887.96 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AIA holds a performance score of 4. The firm owns a Beta (Systematic Risk) of 1.23, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AIA will likely underperform. Please check AIA's semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to make a quick decision on whether AIA's current price history will revert.
Auto-correlation | -0.51 |
Good reverse predictability
AIA Group has good reverse predictability. Overlapping area represents the amount of predictability between AIA time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 -0.51 indicates that about 51.0% of current AIA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
AIA Group lagged returns against current returns
Autocorrelation, which is AIA 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's pink sheet expected returns. We can calculate the autocorrelation of AIA returns to help us make a trade decision. For example, suppose you find that AIA 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIA 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 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AIA Lagged Returns
When evaluating AIA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIA pink sheet have on its future price. AIA 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 autocorrelation shows the relationship between AIA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AIA Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AIA Pink Sheet
AIA financial ratios help investors to determine whether AIA Pink Sheet 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 AIA with respect to the benefits of owning AIA security.