Aristocrat Leisure (Australia) Market Value

ALL Stock   66.67  0.03  0.04%   
Aristocrat Leisure's market value is the price at which a share of Aristocrat Leisure trades on a public exchange. It measures the collective expectations of Aristocrat Leisure investors about its performance. Aristocrat Leisure is selling for under 66.67 as of the 16th of March 2025; that is 0.04 percent increase since the beginning of the trading day. The stock's last reported lowest price was 65.58.
With this module, you can estimate the performance of a buy and hold strategy of Aristocrat Leisure and determine expected loss or profit from investing in Aristocrat Leisure over a given investment horizon. Check out Aristocrat Leisure Correlation, Aristocrat Leisure Volatility and Aristocrat Leisure Alpha and Beta module to complement your research on Aristocrat Leisure.
Symbol

Please note, there is a significant difference between Aristocrat Leisure's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aristocrat Leisure is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aristocrat Leisure'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.

Aristocrat Leisure '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 Aristocrat Leisure'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 Aristocrat Leisure.
0.00
02/14/2025
No Change 0.00  0.0 
In 30 days
03/16/2025
0.00
If you would invest  0.00  in Aristocrat Leisure on February 14, 2025 and sell it all today you would earn a total of 0.00 from holding Aristocrat Leisure or generate 0.0% return on investment in Aristocrat Leisure over 30 days. Aristocrat Leisure is related to or competes with Cleanaway Waste, Tombador Iron, Mount Gibson, Kip McGrath, and Computershare. Aristocrat Leisure is entity of Australia More

Aristocrat Leisure 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 Aristocrat Leisure'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 Aristocrat Leisure upside and downside potential and time the market with a certain degree of confidence.

Aristocrat Leisure Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristocrat Leisure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristocrat Leisure's standard deviation. In reality, there are many statistical measures that can use Aristocrat Leisure historical prices to predict the future Aristocrat Leisure's volatility.
Hype
Prediction
LowEstimatedHigh
65.0566.6868.31
Details
Intrinsic
Valuation
LowRealHigh
57.0458.6773.34
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.560.600.62
Details

Aristocrat Leisure Backtested Returns

Aristocrat Leisure secures Sharpe Ratio (or Efficiency) of -0.0107, which signifies that the company had a -0.0107 % return per unit of risk over the last 3 months. Aristocrat Leisure exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aristocrat Leisure's Standard Deviation of 1.61, mean deviation of 1.23, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aristocrat Leisure's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aristocrat Leisure is expected to be smaller as well. At this point, Aristocrat Leisure has a negative expected return of -0.0174%. Please make sure to confirm Aristocrat Leisure's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Aristocrat Leisure performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.87  

Very good predictability

Aristocrat Leisure has very good predictability. Overlapping area represents the amount of predictability between Aristocrat Leisure time series from 14th of February 2025 to 1st of March 2025 and 1st of March 2025 to 16th 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 Aristocrat Leisure price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Aristocrat Leisure price fluctuation can be explain by its past prices.
Correlation Coefficient0.87
Spearman Rank Test0.85
Residual Average0.0
Price Variance7.12

Aristocrat Leisure lagged returns against current returns

Autocorrelation, which is Aristocrat Leisure 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 Aristocrat Leisure's stock expected returns. We can calculate the autocorrelation of Aristocrat Leisure returns to help us make a trade decision. For example, suppose you find that Aristocrat Leisure 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  

Aristocrat Leisure 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 Aristocrat Leisure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristocrat Leisure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristocrat Leisure stock over time.
   Current vs Lagged Prices   
       Timeline  

Aristocrat Leisure Lagged Returns

When evaluating Aristocrat Leisure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristocrat Leisure stock have on its future price. Aristocrat Leisure 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, Aristocrat Leisure autocorrelation shows the relationship between Aristocrat Leisure stock current value and its past values and can show if there is a momentum factor associated with investing in Aristocrat Leisure.
   Regressed Prices   
       Timeline  

Thematic Opportunities

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Additional Tools for Aristocrat Stock Analysis

When running Aristocrat Leisure's price analysis, check to measure Aristocrat Leisure'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 Aristocrat Leisure is operating at the current time. Most of Aristocrat Leisure's value examination focuses on studying past and present price action to predict the probability of Aristocrat Leisure's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aristocrat Leisure's price. Additionally, you may evaluate how the addition of Aristocrat Leisure to your portfolios can decrease your overall portfolio volatility.