AECI's market value is the price at which a share of AECI trades on a public exchange. It measures the collective expectations of AECI investors about its performance. AECI is selling for under 1450.00 as of the 5th of January 2025; that is No Change since the beginning of the trading day. The stock's lowest day price was 1450.0. With this module, you can estimate the performance of a buy and hold strategy of AECI and determine expected loss or profit from investing in AECI over a given investment horizon. Check out AECI Correlation, AECI Volatility and AECI Alpha and Beta module to complement your research on AECI.
Please note, there is a significant difference between AECI's value and its price as these two are different measures arrived at by different means. Investors typically determine if AECI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AECI's 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.
AECI '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 AECI'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 AECI.
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12/06/2024
No Change 0.00
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In 31 days
01/05/2025
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If you would invest 0.00 in AECI on December 6, 2024 and sell it all today you would earn a total of 0.00 from holding AECI or generate 0.0% return on investment in AECI over 30 days. AECI is related to or competes with Sasol, Sabvest Capital, and Growthpoint Properties. More
AECI 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 AECI'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 AECI upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for AECI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AECI's standard deviation. In reality, there are many statistical measures that can use AECI historical prices to predict the future AECI's volatility.
AECI retains Efficiency (Sharpe Ratio) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. AECI exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AECI's market risk adjusted performance of (1.08), and Variance of 264.16 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.91, 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, AECI will likely underperform. At this point, AECI has a negative expected return of -9.57%. Please make sure to confirm AECI's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if AECI performance from the past will be repeated at some future date.
Auto-correlation
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No correlation between past and present
AECI has no correlation between past and present. Overlapping area represents the amount of predictability between AECI time series from 6th of December 2024 to 21st of December 2024 and 21st of December 2024 to 5th of January 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 AECI price movement. The serial correlation of 0.0 indicates that just 0.0% of current AECI price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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AECI lagged returns against current returns
Autocorrelation, which is AECI 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 AECI's stock expected returns. We can calculate the autocorrelation of AECI returns to help us make a trade decision. For example, suppose you find that AECI 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
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AECI 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 AECI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AECI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AECI stock over time.
Current vs Lagged Prices
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AECI Lagged Returns
When evaluating AECI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AECI stock have on its future price. AECI 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, AECI autocorrelation shows the relationship between AECI stock current value and its past values and can show if there is a momentum factor associated with investing in AECI.
Regressed Prices
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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.
When running AECI's price analysis, check to measure AECI'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 AECI is operating at the current time. Most of AECI's value examination focuses on studying past and present price action to predict the probability of AECI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AECI's price. Additionally, you may evaluate how the addition of AECI to your portfolios can decrease your overall portfolio volatility.