Aristocrat Leisure (Germany) Market Value
| AC8 Stock | EUR 38.20 0.20 0.52% |
| Symbol | Aristocrat |
Aristocrat Leisure '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 Aristocrat Leisure'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 Aristocrat Leisure.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Aristocrat Leisure on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Aristocrat Leisure Limited or generate 0.0% return on investment in Aristocrat Leisure over 90 days. Aristocrat Leisure is related to or competes with INTERCONT HOTELS, Playa Hotels, REGAL HOTEL, Hongkong, Summit Hotel, and ZhongAn Online. Aristocrat Leisure Limited, together with its subsidiaries, engages in the development, assembly, sale, distribution, an... More
Aristocrat Leisure 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 Aristocrat Leisure'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 Aristocrat Leisure Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0035 | |||
| Maximum Drawdown | 8.66 | |||
| Value At Risk | (3.60) | |||
| Potential Upside | 2.67 |
Aristocrat Leisure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristocrat Leisure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristocrat Leisure's standard deviation. In reality, there are many statistical measures that can use Aristocrat Leisure historical prices to predict the future Aristocrat Leisure's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | 0.1265 | |||
| Treynor Ratio | (11.03) |
Aristocrat Leisure Backtested Returns
Aristocrat Leisure secures Sharpe Ratio (or Efficiency) of -0.0506, which signifies that the company had a -0.0506 % return per unit of risk over the last 3 months. Aristocrat Leisure Limited exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aristocrat Leisure's Risk Adjusted Performance of (0.04), mean deviation of 1.42, and Standard Deviation of 1.83 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0093, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aristocrat Leisure's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aristocrat Leisure is expected to be smaller as well. At this point, Aristocrat Leisure has a negative expected return of -0.0926%. Please make sure to confirm Aristocrat Leisure's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if Aristocrat Leisure performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.46 |
Average predictability
Aristocrat Leisure Limited has average predictability. Overlapping area represents the amount of predictability between Aristocrat Leisure time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Aristocrat Leisure price movement. The serial correlation of 0.46 indicates that about 46.0% of current Aristocrat Leisure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 2.85 |
Aristocrat Leisure lagged returns against current returns
Autocorrelation, which is Aristocrat Leisure 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 Aristocrat Leisure's stock expected returns. We can calculate the autocorrelation of Aristocrat Leisure returns to help us make a trade decision. For example, suppose you find that Aristocrat Leisure 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 |
Aristocrat Leisure 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 Aristocrat Leisure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristocrat Leisure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristocrat Leisure stock over time.
Current vs Lagged Prices |
| Timeline |
Aristocrat Leisure Lagged Returns
When evaluating Aristocrat Leisure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristocrat Leisure stock have on its future price. Aristocrat Leisure 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, Aristocrat Leisure autocorrelation shows the relationship between Aristocrat Leisure stock current value and its past values and can show if there is a momentum factor associated with investing in Aristocrat Leisure Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aristocrat Stock
Aristocrat Leisure financial ratios help investors to determine whether Aristocrat Stock 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 Aristocrat with respect to the benefits of owning Aristocrat Leisure security.