Ayala Land (Philippines) Market Value
| ALI Stock | 28.60 0.40 1.38% |
| Symbol | Ayala |
Ayala Land '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 Ayala Land'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 Ayala Land.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Ayala Land on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Ayala Land or generate 0.0% return on investment in Ayala Land over 540 days. Ayala Land is related to or competes with Prime Media, Metro Retail, Top Frontier, Concepcion Industrial, Premiere Entertainment, Semirara Mining, and Cebu Air. More
Ayala Land 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 Ayala Land'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 Ayala Land upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 9.35 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 3.05 |
Ayala Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ayala Land's standard deviation. In reality, there are many statistical measures that can use Ayala Land historical prices to predict the future Ayala Land's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | 0.2733 |
Ayala Land Backtested Returns
Ayala Land secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13% return per unit of standard deviation over the last 3 months. Ayala Land exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ayala Land's mean deviation of 1.61, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.87, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Ayala Land are expected to decrease slowly. On the other hand, during market turmoil, Ayala Land is expected to outperform it slightly. At this point, Ayala Land has a negative expected return of -0.27%. Please make sure to confirm Ayala Land's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if Ayala Land performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
Ayala Land has average predictability. Overlapping area represents the amount of predictability between Ayala Land time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Ayala Land price movement. The serial correlation of 0.48 indicates that about 48.0% of current Ayala Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 10.47 |
Ayala Land lagged returns against current returns
Autocorrelation, which is Ayala Land 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 Ayala Land's stock expected returns. We can calculate the autocorrelation of Ayala Land returns to help us make a trade decision. For example, suppose you find that Ayala Land 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 |
Ayala Land 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 Ayala Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ayala Land stock over time.
Current vs Lagged Prices |
| Timeline |
Ayala Land Lagged Returns
When evaluating Ayala Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ayala Land stock have on its future price. Ayala Land 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, Ayala Land autocorrelation shows the relationship between Ayala Land stock current value and its past values and can show if there is a momentum factor associated with investing in Ayala Land.
Regressed Prices |
| Timeline |
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.Other Information on Investing in Ayala Stock
Ayala Land financial ratios help investors to determine whether Ayala 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 Ayala with respect to the benefits of owning Ayala Land security.