ASR Nederland (Netherlands) Market Value
| ASRNL Stock | EUR 51.80 0.28 0.54% |
| Symbol | ASR |
ASR Nederland '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 ASR Nederland'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 ASR Nederland.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in ASR Nederland on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding ASR Nederland NV or generate 0.0% return on investment in ASR Nederland over 90 days. ASR Nederland is related to or competes with NN Group, Koninklijke Ahold, BE Semiconductor, Aegon NV, and Aalberts Industries. ASR Nederland N.V. provides various insurance and non-insurance products and services to private and business customers ... More
ASR Nederland 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 ASR Nederland'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 ASR Nederland NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7379 | |||
| Information Ratio | 0.3161 | |||
| Maximum Drawdown | 4.15 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.68 |
ASR Nederland Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASR Nederland's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASR Nederland's standard deviation. In reality, there are many statistical measures that can use ASR Nederland historical prices to predict the future ASR Nederland's volatility.| Risk Adjusted Performance | 0.1847 | |||
| Jensen Alpha | 0.2016 | |||
| Total Risk Alpha | 0.3076 | |||
| Sortino Ratio | 0.4044 | |||
| Treynor Ratio | 1.69 |
ASR Nederland NV Backtested Returns
ASR Nederland appears to be very steady, given 3 months investment horizon. ASR Nederland NV secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ASR Nederland NV, which you can use to evaluate the volatility of the firm. Please makes use of ASR Nederland's mean deviation of 0.7511, and Risk Adjusted Performance of 0.1847 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ASR Nederland holds a performance score of 21. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ASR Nederland's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASR Nederland is expected to be smaller as well. Please check ASR Nederland's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether ASR Nederland's price patterns will revert.
Auto-correlation | 0.93 |
Excellent predictability
ASR Nederland NV has excellent predictability. Overlapping area represents the amount of predictability between ASR Nederland time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 ASR Nederland NV price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current ASR Nederland price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 2.18 |
ASR Nederland NV lagged returns against current returns
Autocorrelation, which is ASR Nederland 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 ASR Nederland's stock expected returns. We can calculate the autocorrelation of ASR Nederland returns to help us make a trade decision. For example, suppose you find that ASR Nederland 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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ASR Nederland 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 ASR Nederland stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASR Nederland stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASR Nederland stock over time.
Current vs Lagged Prices |
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ASR Nederland Lagged Returns
When evaluating ASR Nederland's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASR Nederland stock have on its future price. ASR Nederland 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, ASR Nederland autocorrelation shows the relationship between ASR Nederland stock current value and its past values and can show if there is a momentum factor associated with investing in ASR Nederland NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in ASR Stock
ASR Nederland financial ratios help investors to determine whether ASR 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 ASR with respect to the benefits of owning ASR Nederland security.