Ayala Stock Market Value
| AYYLF Stock | USD 11.35 1.30 12.94% |
| Symbol | Ayala |
Ayala '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'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.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Ayala on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Ayala or generate 0.0% return on investment in Ayala over 180 days. Ayala is related to or competes with Harmony Gold, Air Products, Minerals Technologies, Codexis, NL Industries, Consol Energy, and Cementos Pacasmayo. Ayala Corporation engages in the real estate and hotel businesses in the Philippines and internationally More
Ayala 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'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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0367 |
Ayala Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ayala's standard deviation. In reality, there are many statistical measures that can use Ayala historical prices to predict the future Ayala's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 0.1737 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 1.92 |
Ayala Backtested Returns
Ayala appears to be not too volatile, given 3 months investment horizon. Ayala secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Ayala, which you can use to evaluate the volatility of the firm. Please makes use of Ayala's mean deviation of 0.386, and Risk Adjusted Performance of 0.0993 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ayala holds a performance score of 9. The firm shows a Beta (market volatility) of 0.0967, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ayala's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ayala is expected to be smaller as well. Please check Ayala's standard deviation, as well as the relationship between the skewness and day median price , to make a quick decision on whether Ayala's price patterns will revert.
Auto-correlation | 0.02 |
Virtually no predictability
Ayala has virtually no predictability. Overlapping area represents the amount of predictability between Ayala time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ayala price movement. The serial correlation of 0.02 indicates that only 2.0% of current Ayala price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Ayala lagged returns against current returns
Autocorrelation, which is Ayala 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's pink sheet expected returns. We can calculate the autocorrelation of Ayala returns to help us make a trade decision. For example, suppose you find that Ayala 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 |
Ayala 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala 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 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ayala Lagged Returns
When evaluating Ayala's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ayala pink sheet have on its future price. Ayala 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 autocorrelation shows the relationship between Ayala pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ayala.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ayala Pink Sheet
Ayala financial ratios help investors to determine whether Ayala Pink Sheet 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 Ayala with respect to the benefits of owning Ayala security.