Aero Energy Limited Stock Market Value
| AERO Stock | 0.03 0.01 25.00% |
| Symbol | Aero |
Aero Energy '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 Aero Energy'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 Aero Energy.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in Aero Energy on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Aero Energy Limited or generate 0.0% return on investment in Aero Energy over 90 days. Aero Energy is related to or competes with AKITA Drilling, Slate Grocery, Major Drilling, Canadian General, Canaf Investments, Roadman Investments, and Atrium Mortgage. More
Aero Energy 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 Aero Energy'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 Aero Energy Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 25.0 |
Aero Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aero Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aero Energy's standard deviation. In reality, there are many statistical measures that can use Aero Energy historical prices to predict the future Aero Energy's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | 0.0847 | |||
| Treynor Ratio | 0.1709 |
Aero Energy Limited Backtested Returns
Aero Energy Limited secures Sharpe Ratio (or Efficiency) of -0.0224, which signifies that the company had a -0.0224 % return per unit of risk over the last 3 months. Aero Energy Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aero Energy's Mean Deviation of 4.54, risk adjusted performance of (0.01), and Standard Deviation of 11.0 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.5, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Aero Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Aero Energy is expected to outperform it. At this point, Aero Energy Limited has a negative expected return of -0.25%. Please make sure to confirm Aero Energy's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Aero Energy Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.12 |
Insignificant predictability
Aero Energy Limited has insignificant predictability. Overlapping area represents the amount of predictability between Aero Energy time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Aero Energy Limited price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Aero Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aero Energy Limited lagged returns against current returns
Autocorrelation, which is Aero Energy 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 Aero Energy's stock expected returns. We can calculate the autocorrelation of Aero Energy returns to help us make a trade decision. For example, suppose you find that Aero Energy 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 |
Aero Energy 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 Aero Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aero Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aero Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Aero Energy Lagged Returns
When evaluating Aero Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aero Energy stock have on its future price. Aero Energy 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, Aero Energy autocorrelation shows the relationship between Aero Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Aero Energy Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Aero Stock Analysis
When running Aero Energy's price analysis, check to measure Aero Energy'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 Aero Energy is operating at the current time. Most of Aero Energy's value examination focuses on studying past and present price action to predict the probability of Aero Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aero Energy's price. Additionally, you may evaluate how the addition of Aero Energy to your portfolios can decrease your overall portfolio volatility.