Assicurazioni Generali Spa Stock Market Value
| ARZGY Stock | USD 16.49 0.23 1.41% |
| Symbol | Assicurazioni |
Assicurazioni Generali '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 Assicurazioni Generali's pink sheet 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 Assicurazioni Generali.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Assicurazioni Generali on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Assicurazioni Generali SpA or generate 0.0% return on investment in Assicurazioni Generali over 30 days. Assicurazioni Generali is related to or competes with AXA SA, Athene Holding, Athene Holding, Arch Capital, Assicurazioni Generali, Sampo OYJ, and Ageas SA/NV. Assicurazioni Generali S.p.A. provides various insurance solutions More
Assicurazioni Generali 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 Assicurazioni Generali's pink sheet 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 Assicurazioni Generali SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9926 | |||
| Information Ratio | 0.2026 | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.92 |
Assicurazioni Generali Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Assicurazioni Generali's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Assicurazioni Generali's standard deviation. In reality, there are many statistical measures that can use Assicurazioni Generali historical prices to predict the future Assicurazioni Generali's volatility.| Risk Adjusted Performance | 0.1547 | |||
| Jensen Alpha | 0.2161 | |||
| Total Risk Alpha | 0.2248 | |||
| Sortino Ratio | 0.2233 | |||
| Treynor Ratio | 1.64 |
Assicurazioni Generali Backtested Returns
Assicurazioni Generali appears to be very steady, given 3 months investment horizon. Assicurazioni Generali secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Assicurazioni Generali SpA, which you can use to evaluate the volatility of the firm. Please makes use of Assicurazioni Generali's Downside Deviation of 0.9926, risk adjusted performance of 0.1547, and Mean Deviation of 0.8976 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Assicurazioni Generali holds a performance score of 17. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Assicurazioni Generali's returns are expected to increase less than the market. However, during the bear market, the loss of holding Assicurazioni Generali is expected to be smaller as well. Please check Assicurazioni Generali's value at risk, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Assicurazioni Generali's price patterns will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
Assicurazioni Generali SpA has very good reverse predictability. Overlapping area represents the amount of predictability between Assicurazioni Generali time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Assicurazioni Generali price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Assicurazioni Generali price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Assicurazioni Generali lagged returns against current returns
Autocorrelation, which is Assicurazioni Generali pink sheet'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 Assicurazioni Generali's pink sheet expected returns. We can calculate the autocorrelation of Assicurazioni Generali returns to help us make a trade decision. For example, suppose you find that Assicurazioni Generali has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Assicurazioni Generali 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 Assicurazioni Generali pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Assicurazioni Generali pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Assicurazioni Generali pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Assicurazioni Generali Lagged Returns
When evaluating Assicurazioni Generali's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Assicurazioni Generali pink sheet have on its future price. Assicurazioni Generali 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, Assicurazioni Generali autocorrelation shows the relationship between Assicurazioni Generali pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Assicurazioni Generali SpA.
Regressed Prices |
| Timeline |
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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 Assicurazioni Pink Sheet Analysis
When running Assicurazioni Generali's price analysis, check to measure Assicurazioni Generali'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 Assicurazioni Generali is operating at the current time. Most of Assicurazioni Generali's value examination focuses on studying past and present price action to predict the probability of Assicurazioni Generali's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Assicurazioni Generali's price. Additionally, you may evaluate how the addition of Assicurazioni Generali to your portfolios can decrease your overall portfolio volatility.