Ayala Corp's market value is the price at which a share of Ayala Corp trades on a public exchange. It measures the collective expectations of Ayala Corp ADR investors about its performance. Ayala Corp is trading at 9.60 as of the 15th of March 2025; that is No Change since the beginning of the trading day. The stock's open price was 9.6. With this module, you can estimate the performance of a buy and hold strategy of Ayala Corp ADR and determine expected loss or profit from investing in Ayala Corp over a given investment horizon. Check out Ayala Corp Correlation, Ayala Corp Volatility and Ayala Corp Alpha and Beta module to complement your research on Ayala Corp.
Please note, there is a significant difference between Ayala Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ayala Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ayala Corp'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.
Ayala Corp '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 Ayala Corp'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 Ayala Corp.
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12/15/2024
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In 3 months and 1 day
03/15/2025
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If you would invest 0.00 in Ayala Corp on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Ayala Corp ADR or generate 0.0% return on investment in Ayala Corp over 90 days. Ayala Corp is related to or competes with Ayala, Alaska Power, Teijin, CK Hutchison, 1847 Holdings, and 3M. Ayala Corporation engages in the real estate and hotel businesses in the Philippines and internationally More
Ayala Corp 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 Ayala Corp'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 Ayala Corp ADR upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ayala Corp's standard deviation. In reality, there are many statistical measures that can use Ayala Corp historical prices to predict the future Ayala Corp's volatility.
Ayala Corp ADR secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of standard deviation over the last 3 months. Ayala Corp ADR exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ayala Corp's risk adjusted performance of (0.06), and Mean Deviation of 0.7852 to double-check the risk estimate we provide. 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, returns on owning Ayala Corp are expected to decrease at a much lower rate. During the bear market, Ayala Corp is likely to outperform the market. At this point, Ayala Corp ADR has a negative expected return of -0.4%. Please make sure to confirm Ayala Corp's risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to decide if Ayala Corp ADR performance from the past will be repeated at some point in the near future.
Correlation Coefficient
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Spearman Rank Test
-0.33
Residual Average
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Price Variance
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Ayala Corp ADR lagged returns against current returns
Autocorrelation, which is Ayala Corp 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 Ayala Corp's pink sheet expected returns. We can calculate the autocorrelation of Ayala Corp returns to help us make a trade decision. For example, suppose you find that Ayala Corp 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
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Ayala Corp 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 Ayala Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ayala Corp pink sheet over time.
Current vs Lagged Prices
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Ayala Corp Lagged Returns
When evaluating Ayala Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ayala Corp pink sheet have on its future price. Ayala Corp 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, Ayala Corp autocorrelation shows the relationship between Ayala Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ayala Corp ADR.
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.
When running Ayala Corp's price analysis, check to measure Ayala Corp'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 Ayala Corp is operating at the current time. Most of Ayala Corp's value examination focuses on studying past and present price action to predict the probability of Ayala Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ayala Corp's price. Additionally, you may evaluate how the addition of Ayala Corp to your portfolios can decrease your overall portfolio volatility.