AFC Ajax (Netherlands) Market Value
| AJAX Stock | EUR 10.15 0.05 0.50% |
| Symbol | AFC |
AFC Ajax '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 AFC Ajax'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 AFC Ajax.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in AFC Ajax on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding AFC Ajax NV or generate 0.0% return on investment in AFC Ajax over 30 days. AFC Ajax is related to or competes with Reinet Investments, BE Semiconductor, AMG Advanced, and SBM Offshore. AFC Ajax NV operates a football club primarily in the Netherlands More
AFC Ajax 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 AFC Ajax'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 AFC Ajax NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8661 | |||
| Information Ratio | 0.1272 | |||
| Maximum Drawdown | 4.67 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.02 |
AFC Ajax Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AFC Ajax's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AFC Ajax's standard deviation. In reality, there are many statistical measures that can use AFC Ajax historical prices to predict the future AFC Ajax's volatility.| Risk Adjusted Performance | 0.0189 | |||
| Jensen Alpha | 0.0153 | |||
| Total Risk Alpha | 0.0963 | |||
| Sortino Ratio | 0.112 | |||
| Treynor Ratio | 0.1199 |
AFC Ajax NV Backtested Returns
Currently, AFC Ajax NV is very steady. AFC Ajax NV retains Efficiency (Sharpe Ratio) of 0.0356, which signifies that the company had a 0.0356 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AFC Ajax, which you can use to evaluate the volatility of the firm. Please confirm AFC Ajax's market risk adjusted performance of 0.1299, and Coefficient Of Variation of 4049.01 to double-check if the risk estimate we provide is consistent with the expected return of 0.0273%. AFC Ajax has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0737, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AFC Ajax's returns are expected to increase less than the market. However, during the bear market, the loss of holding AFC Ajax is expected to be smaller as well. AFC Ajax NV at this moment owns a risk of 0.77%. Please confirm AFC Ajax NV market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if AFC Ajax NV will be following its current price history.
Auto-correlation | 0.46 |
Average predictability
AFC Ajax NV has average predictability. Overlapping area represents the amount of predictability between AFC Ajax time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 AFC Ajax NV price movement. The serial correlation of 0.46 indicates that about 46.0% of current AFC Ajax price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AFC Ajax NV lagged returns against current returns
Autocorrelation, which is AFC Ajax 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 AFC Ajax's stock expected returns. We can calculate the autocorrelation of AFC Ajax returns to help us make a trade decision. For example, suppose you find that AFC Ajax 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 |
AFC Ajax 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 AFC Ajax stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AFC Ajax stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AFC Ajax stock over time.
Current vs Lagged Prices |
| Timeline |
AFC Ajax Lagged Returns
When evaluating AFC Ajax's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AFC Ajax stock have on its future price. AFC Ajax 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, AFC Ajax autocorrelation shows the relationship between AFC Ajax stock current value and its past values and can show if there is a momentum factor associated with investing in AFC Ajax NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AFC Stock Analysis
When running AFC Ajax's price analysis, check to measure AFC Ajax'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 AFC Ajax is operating at the current time. Most of AFC Ajax's value examination focuses on studying past and present price action to predict the probability of AFC Ajax's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AFC Ajax's price. Additionally, you may evaluate how the addition of AFC Ajax to your portfolios can decrease your overall portfolio volatility.