AyalaLand Logistics (Philippines) Market Value
| ALLHC Stock | 1.53 0.03 1.92% |
| Symbol | AyalaLand |
AyalaLand Logistics '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 AyalaLand Logistics' 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 AyalaLand Logistics.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in AyalaLand Logistics on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding AyalaLand Logistics Holdings or generate 0.0% return on investment in AyalaLand Logistics over 30 days. AyalaLand Logistics is related to or competes with Converge Information, Figaro Coffee, Transpacific Broadband, Philex Mining, and Allhome Corp. More
AyalaLand Logistics 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 AyalaLand Logistics' 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 AyalaLand Logistics Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 5.43 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.41 |
AyalaLand Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AyalaLand Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AyalaLand Logistics' standard deviation. In reality, there are many statistical measures that can use AyalaLand Logistics historical prices to predict the future AyalaLand Logistics' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 33.98 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AyalaLand Logistics' 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.
AyalaLand Logistics Backtested Returns
AyalaLand Logistics secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of standard deviation over the last 3 months. AyalaLand Logistics Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AyalaLand Logistics' mean deviation of 0.9725, and Risk Adjusted Performance of (0.14) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0073, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AyalaLand Logistics are expected to decrease at a much lower rate. During the bear market, AyalaLand Logistics is likely to outperform the market. At this point, AyalaLand Logistics has a negative expected return of -0.18%. Please make sure to confirm AyalaLand Logistics' value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if AyalaLand Logistics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
AyalaLand Logistics Holdings has poor predictability. Overlapping area represents the amount of predictability between AyalaLand Logistics time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 AyalaLand Logistics price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current AyalaLand Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AyalaLand Logistics lagged returns against current returns
Autocorrelation, which is AyalaLand Logistics 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 AyalaLand Logistics' stock expected returns. We can calculate the autocorrelation of AyalaLand Logistics returns to help us make a trade decision. For example, suppose you find that AyalaLand Logistics 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 |
AyalaLand Logistics 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 AyalaLand Logistics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AyalaLand Logistics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AyalaLand Logistics stock over time.
Current vs Lagged Prices |
| Timeline |
AyalaLand Logistics Lagged Returns
When evaluating AyalaLand Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AyalaLand Logistics stock have on its future price. AyalaLand Logistics 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, AyalaLand Logistics autocorrelation shows the relationship between AyalaLand Logistics stock current value and its past values and can show if there is a momentum factor associated with investing in AyalaLand Logistics Holdings.
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.Additional Tools for AyalaLand Stock Analysis
When running AyalaLand Logistics' price analysis, check to measure AyalaLand Logistics' 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 AyalaLand Logistics is operating at the current time. Most of AyalaLand Logistics' value examination focuses on studying past and present price action to predict the probability of AyalaLand Logistics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AyalaLand Logistics' price. Additionally, you may evaluate how the addition of AyalaLand Logistics to your portfolios can decrease your overall portfolio volatility.