Ares Management Corp Stock Market Value
| ARES-PB Stock | 55.60 1.60 2.96% |
| Symbol | Ares |
Ares Management '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 Ares Management'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 Ares Management.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Ares Management on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Ares Management Corp or generate 0.0% return on investment in Ares Management over 180 days. Ares Management is related to or competes with Prospect Capital, State Street, OFS Credit, OFS Credit, Great Elm, Atlas Corp, and Atlas Corp. Ares Management is entity of United States More
Ares Management 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 Ares Management'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 Ares Management Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.139 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.96 |
Ares Management Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ares Management's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ares Management's standard deviation. In reality, there are many statistical measures that can use Ares Management historical prices to predict the future Ares Management's volatility.| Risk Adjusted Performance | 0.1329 | |||
| Jensen Alpha | 0.1978 | |||
| Total Risk Alpha | 0.1754 | |||
| Sortino Ratio | 0.1548 | |||
| Treynor Ratio | 0.2919 |
Ares Management Corp Backtested Returns
Ares Management appears to be very steady, given 3 months investment horizon. Ares Management Corp secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Ares Management Corp, which you can use to evaluate the volatility of the firm. Please makes use of Ares Management's mean deviation of 1.04, and Risk Adjusted Performance of 0.1329 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ares Management holds a performance score of 12. The firm shows a Beta (market volatility) of 0.73, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ares Management's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ares Management is expected to be smaller as well. Please check Ares Management's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Ares Management's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Ares Management Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Ares Management time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd of December 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 Ares Management Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Ares Management price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ares Management Corp lagged returns against current returns
Autocorrelation, which is Ares Management 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 Ares Management's stock expected returns. We can calculate the autocorrelation of Ares Management returns to help us make a trade decision. For example, suppose you find that Ares Management 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 |
Ares Management 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 Ares Management stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ares Management stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ares Management stock over time.
Current vs Lagged Prices |
| Timeline |
Ares Management Lagged Returns
When evaluating Ares Management's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ares Management stock have on its future price. Ares Management 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, Ares Management autocorrelation shows the relationship between Ares Management stock current value and its past values and can show if there is a momentum factor associated with investing in Ares Management Corp.
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 Ares Stock
Ares Management financial ratios help investors to determine whether Ares 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 Ares with respect to the benefits of owning Ares Management security.