Koninklijke Ahold Delhaize Stock Market Value
| AHODF Stock | USD 33.56 0.00 0.00% |
| Symbol | Koninklijke |
Koninklijke Ahold '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 Koninklijke Ahold's otc 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 Koninklijke Ahold.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Koninklijke Ahold on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Koninklijke Ahold Delhaize or generate 0.0% return on investment in Koninklijke Ahold over 30 days. Koninklijke Ahold is related to or competes with Weis Markets, Albertsons Companies, Dingdong ADR, Natural Grocers, Grocery Outlet, Village Super, and Ingles Markets. Koninklijke Ahold Delhaize N.V. operates retail food stores and e-commerce primarily in the United States and Europe More
Koninklijke Ahold 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 Koninklijke Ahold's otc 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 Koninklijke Ahold Delhaize upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 7.36 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.53 |
Koninklijke Ahold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koninklijke Ahold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koninklijke Ahold's standard deviation. In reality, there are many statistical measures that can use Koninklijke Ahold historical prices to predict the future Koninklijke Ahold's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Koninklijke Ahold'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.
Koninklijke Ahold Backtested Returns
Koninklijke Ahold has Sharpe Ratio of -0.0123, which conveys that the firm had a -0.0123% return per unit of risk over the last 3 months. Koninklijke Ahold exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Koninklijke Ahold's Mean Deviation of 0.3757, standard deviation of 0.9165, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Koninklijke Ahold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Koninklijke Ahold is expected to be smaller as well. At this point, Koninklijke Ahold has a negative expected return of -0.0115%. Please make sure to verify Koninklijke Ahold's jensen alpha, as well as the relationship between the potential upside and rate of daily change , to decide if Koninklijke Ahold performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Koninklijke Ahold Delhaize has very good reverse predictability. Overlapping area represents the amount of predictability between Koninklijke Ahold time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd 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 Koninklijke Ahold price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Koninklijke Ahold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Koninklijke Ahold lagged returns against current returns
Autocorrelation, which is Koninklijke Ahold otc 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 Koninklijke Ahold's otc stock expected returns. We can calculate the autocorrelation of Koninklijke Ahold returns to help us make a trade decision. For example, suppose you find that Koninklijke Ahold has exhibited high autocorrelation historically, and you observe that the otc 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 |
Koninklijke Ahold 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 Koninklijke Ahold otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koninklijke Ahold otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koninklijke Ahold otc stock over time.
Current vs Lagged Prices |
| Timeline |
Koninklijke Ahold Lagged Returns
When evaluating Koninklijke Ahold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koninklijke Ahold otc stock have on its future price. Koninklijke Ahold 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, Koninklijke Ahold autocorrelation shows the relationship between Koninklijke Ahold otc stock current value and its past values and can show if there is a momentum factor associated with investing in Koninklijke Ahold Delhaize.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Koninklijke OTC Stock
Koninklijke Ahold financial ratios help investors to determine whether Koninklijke OTC 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 Koninklijke with respect to the benefits of owning Koninklijke Ahold security.