Allianz Ayudhya (Thailand) Market Value
| AYUD Stock | THB 31.50 0.25 0.80% |
| Symbol | Allianz |
Allianz Ayudhya '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 Allianz Ayudhya'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 Allianz Ayudhya.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Allianz Ayudhya on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Allianz Ayudhya Capital or generate 0.0% return on investment in Allianz Ayudhya over 30 days. Allianz Ayudhya is related to or competes with Bank of Ayudhya, Bangkok Aviation, AP Public, and BEC World. Allianz Ayudhya Capital Public Company Limited, an investment holding company, provides non-life insurance products in T... More
Allianz Ayudhya 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 Allianz Ayudhya'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 Allianz Ayudhya Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.78 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.55 |
Allianz Ayudhya Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz Ayudhya's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianz Ayudhya's standard deviation. In reality, there are many statistical measures that can use Allianz Ayudhya historical prices to predict the future Allianz Ayudhya's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (2.60) |
Allianz Ayudhya Capital Backtested Returns
Allianz Ayudhya Capital secures Sharpe Ratio (or Efficiency) of -0.0524, which signifies that the company had a -0.0524% return per unit of risk over the last 3 months. Allianz Ayudhya Capital exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Allianz Ayudhya's Risk Adjusted Performance of (0.04), mean deviation of 0.5453, and Standard Deviation of 0.8886 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0207, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allianz Ayudhya's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianz Ayudhya is expected to be smaller as well. At this point, Allianz Ayudhya Capital has a negative expected return of -0.0487%. Please make sure to confirm Allianz Ayudhya's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Allianz Ayudhya Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Allianz Ayudhya Capital has modest reverse predictability. Overlapping area represents the amount of predictability between Allianz Ayudhya time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th 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 Allianz Ayudhya Capital price movement. The serial correlation of -0.46 indicates that about 46.0% of current Allianz Ayudhya price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Allianz Ayudhya Capital lagged returns against current returns
Autocorrelation, which is Allianz Ayudhya 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 Allianz Ayudhya's stock expected returns. We can calculate the autocorrelation of Allianz Ayudhya returns to help us make a trade decision. For example, suppose you find that Allianz Ayudhya 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 |
Allianz Ayudhya 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 Allianz Ayudhya stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allianz Ayudhya stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allianz Ayudhya stock over time.
Current vs Lagged Prices |
| Timeline |
Allianz Ayudhya Lagged Returns
When evaluating Allianz Ayudhya's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allianz Ayudhya stock have on its future price. Allianz Ayudhya 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, Allianz Ayudhya autocorrelation shows the relationship between Allianz Ayudhya stock current value and its past values and can show if there is a momentum factor associated with investing in Allianz Ayudhya Capital.
Regressed Prices |
| Timeline |
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Allianz Ayudhya financial ratios help investors to determine whether Allianz 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 Allianz with respect to the benefits of owning Allianz Ayudhya security.