Auna Sa Stock Market Value
| AUNA Stock | 7.01 0.03 0.43% |
| Symbol | Auna |
Is Health Care Providers & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Auna SA. If investors know Auna will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Auna SA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Auna SA is measured differently than its book value, which is the value of Auna that is recorded on the company's balance sheet. Investors also form their own opinion of Auna SA's value that differs from its market value or its book value, called intrinsic value, which is Auna SA's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Auna SA's market value can be influenced by many factors that don't directly affect Auna SA's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Auna SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Auna SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Auna SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Auna SA '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 Auna SA'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 Auna SA.
| 12/04/2024 |
| 01/03/2025 |
If you would invest 0.00 in Auna SA on December 4, 2024 and sell it all today you would earn a total of 0.00 from holding Auna SA or generate 0.0% return on investment in Auna SA over 30 days. Auna SA is related to or competes with Summit Materials, Foot Locker, Columbia Sportswear, Abercrombie Fitch, Western Acquisition, G III, and Ioneer. More
Auna SA 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 Auna SA'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 Auna SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.011 | |||
| Maximum Drawdown | 12.67 | |||
| Value At Risk | (3.99) | |||
| Potential Upside | 3.23 |
Auna SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Auna SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auna SA's standard deviation. In reality, there are many statistical measures that can use Auna SA historical prices to predict the future Auna SA's volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | 0.0442 | |||
| Total Risk Alpha | 0.0023 | |||
| Sortino Ratio | 0.01 | |||
| Treynor Ratio | (0.08) |
Auna SA Backtested Returns
At this point, Auna SA is somewhat reliable. Auna SA secures Sharpe Ratio (or Efficiency) of 0.0204, which signifies that the company had a 0.0204% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Auna SA, which you can use to evaluate the volatility of the firm. Please confirm Auna SA's Downside Deviation of 2.59, risk adjusted performance of 0.0231, and Mean Deviation of 1.76 to double-check if the risk estimate we provide is consistent with the expected return of 0.0481%. Auna SA has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Auna SA are expected to decrease at a much lower rate. During the bear market, Auna SA is likely to outperform the market. Auna SA right now shows a risk of 2.36%. Please confirm Auna SA potential upside, accumulation distribution, and the relationship between the treynor ratio and expected short fall , to decide if Auna SA will be following its price patterns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Auna SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Auna SA time series from 4th of December 2024 to 19th of December 2024 and 19th of December 2024 to 3rd 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 Auna SA price movement. The serial correlation of -0.71 indicates that around 71.0% of current Auna SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Auna SA lagged returns against current returns
Autocorrelation, which is Auna SA 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 Auna SA's stock expected returns. We can calculate the autocorrelation of Auna SA returns to help us make a trade decision. For example, suppose you find that Auna SA 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 |
Auna SA 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 Auna SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auna SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Auna SA stock over time.
Current vs Lagged Prices |
| Timeline |
Auna SA Lagged Returns
When evaluating Auna SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auna SA stock have on its future price. Auna SA 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, Auna SA autocorrelation shows the relationship between Auna SA stock current value and its past values and can show if there is a momentum factor associated with investing in Auna SA.
Regressed Prices |
| Timeline |
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Check out Auna SA Correlation, Auna SA Volatility and Auna SA Alpha and Beta module to complement your research on Auna SA. For information on how to trade Auna Stock refer to our How to Trade Auna Stock guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Auna SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.