Aeorema Communications (UK) Market Value

AEO Stock   43.50  2.50  5.43%   
Aeorema Communications' market value is the price at which a share of Aeorema Communications trades on a public exchange. It measures the collective expectations of Aeorema Communications Plc investors about its performance. Aeorema Communications is trading at 43.50 as of the 16th of March 2025, a 5.43 percent decrease since the beginning of the trading day. The stock's lowest day price was 42.06.
With this module, you can estimate the performance of a buy and hold strategy of Aeorema Communications Plc and determine expected loss or profit from investing in Aeorema Communications over a given investment horizon. Check out Aeorema Communications Correlation, Aeorema Communications Volatility and Aeorema Communications Alpha and Beta module to complement your research on Aeorema Communications.
Symbol

Please note, there is a significant difference between Aeorema Communications' value and its price as these two are different measures arrived at by different means. Investors typically determine if Aeorema Communications is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aeorema Communications' 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.

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.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
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.

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.
Hype
Prediction
LowEstimatedHigh
42.0243.5044.98
Details
Intrinsic
Valuation
LowRealHigh
39.1547.1248.61
Details
Naive
Forecast
LowNextHigh
42.7444.2245.70
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
44.9248.0851.24
Details

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' Risk Adjusted Performance of (0.16), mean deviation of 0.9687, 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 Coefficient0.71
Spearman Rank Test0.6
Residual Average0.0
Price Variance2.14

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.