Aeorema Communications (UK) Market Value
| AEO Stock | 43.50 2.50 5.43% |
| Symbol | Aeorema |
Aeorema Communications '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 Aeorema Communications' 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 Aeorema Communications.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Aeorema Communications on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Aeorema Communications Plc or generate 0.0% return on investment in Aeorema Communications over 90 days. Aeorema Communications is related to or competes with Light Science, Roper Technologies, Ashtead Technology, Samsung Electronics, SBM Offshore, Micron Technology, and Fevertree Drinks. Aeorema Communications is entity of United Kingdom More
Aeorema Communications 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 Aeorema Communications' 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 Aeorema Communications Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 9.54 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 2.13 |
Aeorema Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aeorema Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aeorema Communications' standard deviation. In reality, there are many statistical measures that can use Aeorema Communications historical prices to predict the future Aeorema Communications' volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (6.67) |
Aeorema Communications Backtested Returns
Aeorema Communications secures Sharpe Ratio (or Efficiency) of -0.28, which signifies that the company had a -0.28 % return per unit of risk over the last 3 months. Aeorema Communications Plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aeorema Communications' Mean Deviation of 0.9687, risk adjusted performance of (0.16), and Standard Deviation of 1.57 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0455, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aeorema Communications' returns are expected to increase less than the market. However, during the bear market, the loss of holding Aeorema Communications is expected to be smaller as well. At this point, Aeorema Communications has a negative expected return of -0.42%. Please make sure to confirm Aeorema Communications' treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Aeorema Communications performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.71 |
Good predictability
Aeorema Communications Plc has good predictability. Overlapping area represents the amount of predictability between Aeorema Communications 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 Aeorema Communications price movement. The serial correlation of 0.71 indicates that around 71.0% of current Aeorema Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 2.14 |
Aeorema Communications lagged returns against current returns
Autocorrelation, which is Aeorema Communications 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 Aeorema Communications' stock expected returns. We can calculate the autocorrelation of Aeorema Communications returns to help us make a trade decision. For example, suppose you find that Aeorema Communications 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 |
Aeorema Communications 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 Aeorema Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aeorema Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aeorema Communications stock over time.
Current vs Lagged Prices |
| Timeline |
Aeorema Communications Lagged Returns
When evaluating Aeorema Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aeorema Communications stock have on its future price. Aeorema Communications 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, Aeorema Communications autocorrelation shows the relationship between Aeorema Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Aeorema Communications Plc.
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.Other Information on Investing in Aeorema Stock
Aeorema Communications financial ratios help investors to determine whether Aeorema 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 Aeorema with respect to the benefits of owning Aeorema Communications security.