AHOLD DELHAIADR16 (Germany) Market Value
| AHOD Stock | EUR 32.00 0.20 0.62% |
| Symbol | AHOLD |
AHOLD DELHAIADR16 '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 AHOLD DELHAIADR16'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 AHOLD DELHAIADR16.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in AHOLD DELHAIADR16 on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding AHOLD DELHAIADR16 EO 25 or generate 0.0% return on investment in AHOLD DELHAIADR16 over 30 days. AHOLD DELHAIADR16 is related to or competes with Seven I, Loblaw Companies. Koninklijke Ahold Delhaize N.V. operates retail food stores primarily in the United States and Europe More
AHOLD DELHAIADR16 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 AHOLD DELHAIADR16'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 AHOLD DELHAIADR16 EO 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.84 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.33 |
AHOLD DELHAIADR16 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AHOLD DELHAIADR16's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AHOLD DELHAIADR16's standard deviation. In reality, there are many statistical measures that can use AHOLD DELHAIADR16 historical prices to predict the future AHOLD DELHAIADR16's volatility.| Risk Adjusted Performance | 0.0584 | |||
| Jensen Alpha | 0.0561 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.9966 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AHOLD DELHAIADR16's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AHOLD DELHAIADR16 Backtested Returns
At this point, AHOLD DELHAIADR16 is very steady. AHOLD DELHAIADR16 secures Sharpe Ratio (or Efficiency) of 0.0752, which signifies that the company had a 0.0752% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AHOLD DELHAIADR16 EO 25, which you can use to evaluate the volatility of the firm. Please confirm AHOLD DELHAIADR16's risk adjusted performance of 0.0584, and Mean Deviation of 0.6993 to double-check if the risk estimate we provide is consistent with the expected return of 0.0748%. AHOLD DELHAIADR16 has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0628, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AHOLD DELHAIADR16's returns are expected to increase less than the market. However, during the bear market, the loss of holding AHOLD DELHAIADR16 is expected to be smaller as well. AHOLD DELHAIADR16 now shows a risk of 1.0%. Please confirm AHOLD DELHAIADR16 total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if AHOLD DELHAIADR16 will be following its price patterns.
Auto-correlation | 0.20 |
Weak predictability
AHOLD DELHAIADR16 EO 25 has weak predictability. Overlapping area represents the amount of predictability between AHOLD DELHAIADR16 time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AHOLD DELHAIADR16 price movement. The serial correlation of 0.2 indicates that over 20.0% of current AHOLD DELHAIADR16 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
AHOLD DELHAIADR16 lagged returns against current returns
Autocorrelation, which is AHOLD DELHAIADR16 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 AHOLD DELHAIADR16's stock expected returns. We can calculate the autocorrelation of AHOLD DELHAIADR16 returns to help us make a trade decision. For example, suppose you find that AHOLD DELHAIADR16 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 |
AHOLD DELHAIADR16 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 AHOLD DELHAIADR16 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AHOLD DELHAIADR16 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AHOLD DELHAIADR16 stock over time.
Current vs Lagged Prices |
| Timeline |
AHOLD DELHAIADR16 Lagged Returns
When evaluating AHOLD DELHAIADR16's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AHOLD DELHAIADR16 stock have on its future price. AHOLD DELHAIADR16 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, AHOLD DELHAIADR16 autocorrelation shows the relationship between AHOLD DELHAIADR16 stock current value and its past values and can show if there is a momentum factor associated with investing in AHOLD DELHAIADR16 EO 25.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AHOLD Stock
AHOLD DELHAIADR16 financial ratios help investors to determine whether AHOLD 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 AHOLD with respect to the benefits of owning AHOLD DELHAIADR16 security.