AURELIUS Equity (Germany) Market Value
| AR4 Stock | EUR 81.60 0.00 0.00% |
| Symbol | AURELIUS |
AURELIUS Equity '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 AURELIUS Equity'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 AURELIUS Equity.
| 12/03/2024 |
| 01/02/2025 |
If you would invest 0.00 in AURELIUS Equity on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding AURELIUS Equity Opportunities or generate 0.0% return on investment in AURELIUS Equity over 30 days. AURELIUS Equity is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
AURELIUS Equity 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 AURELIUS Equity'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 AURELIUS Equity Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1236 | |||
| Maximum Drawdown | 500.0 |
AURELIUS Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AURELIUS Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AURELIUS Equity's standard deviation. In reality, there are many statistical measures that can use AURELIUS Equity historical prices to predict the future AURELIUS Equity's volatility.| Risk Adjusted Performance | 0.1096 | |||
| Jensen Alpha | 7.6 | |||
| Total Risk Alpha | 7.54 | |||
| Treynor Ratio | 2.44 |
AURELIUS Equity Oppo Backtested Returns
AURELIUS Equity is out of control given 3 months investment horizon. AURELIUS Equity Oppo secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We were able to analyze sixteen different technical indicators, which can help you to evaluate if expected returns of 8.33% are justified by taking the suggested risk. Use AURELIUS Equity risk adjusted performance of 0.1096, and Mean Deviation of 14.92 to evaluate company specific risk that cannot be diversified away. AURELIUS Equity holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.12, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AURELIUS Equity will likely underperform. Use AURELIUS Equity maximum drawdown, as well as the relationship between the kurtosis and day median price , to analyze future returns on AURELIUS Equity.
Auto-correlation | 0.00 |
No correlation between past and present
AURELIUS Equity Opportunities has no correlation between past and present. Overlapping area represents the amount of predictability between AURELIUS Equity time series from 3rd of December 2024 to 18th of December 2024 and 18th of December 2024 to 2nd of January 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 AURELIUS Equity Oppo price movement. The serial correlation of 0.0 indicates that just 0.0% of current AURELIUS Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AURELIUS Equity Oppo lagged returns against current returns
Autocorrelation, which is AURELIUS Equity 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 AURELIUS Equity's stock expected returns. We can calculate the autocorrelation of AURELIUS Equity returns to help us make a trade decision. For example, suppose you find that AURELIUS Equity 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 |
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AURELIUS Equity 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 AURELIUS Equity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AURELIUS Equity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AURELIUS Equity stock over time.
Current vs Lagged Prices |
| Timeline |
AURELIUS Equity Lagged Returns
When evaluating AURELIUS Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AURELIUS Equity stock have on its future price. AURELIUS Equity 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, AURELIUS Equity autocorrelation shows the relationship between AURELIUS Equity stock current value and its past values and can show if there is a momentum factor associated with investing in AURELIUS Equity Opportunities.
Regressed Prices |
| Timeline |
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Additional Tools for AURELIUS Stock Analysis
When running AURELIUS Equity's price analysis, check to measure AURELIUS Equity'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 AURELIUS Equity is operating at the current time. Most of AURELIUS Equity's value examination focuses on studying past and present price action to predict the probability of AURELIUS Equity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AURELIUS Equity's price. Additionally, you may evaluate how the addition of AURELIUS Equity to your portfolios can decrease your overall portfolio volatility.