Anheuser-Busch InBev (Germany) Market Value
| ITKA Stock | EUR 56.50 0.50 0.89% |
| Symbol | Anheuser-Busch |
Anheuser-Busch InBev '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 Anheuser-Busch InBev'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 Anheuser-Busch InBev.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Anheuser-Busch InBev on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Anheuser Busch InBev SANV or generate 0.0% return on investment in Anheuser-Busch InBev over 90 days. Anheuser-Busch InBev is related to or competes with AUTOHOME INC, Bet-at-home, Haverty Furniture, INVITATION HOMES, HF SINCLAIR, and Alaska Air. Anheuser-Busch InBev SANV engages in the production, distribution, and sale of beer, alcoholic beverages, and soft drink... More
Anheuser-Busch InBev 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 Anheuser-Busch InBev'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 Anheuser Busch InBev SANV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.1647 | |||
| Maximum Drawdown | 8.64 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 3.06 |
Anheuser-Busch InBev Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anheuser-Busch InBev's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anheuser-Busch InBev's standard deviation. In reality, there are many statistical measures that can use Anheuser-Busch InBev historical prices to predict the future Anheuser-Busch InBev's volatility.| Risk Adjusted Performance | 0.1047 | |||
| Jensen Alpha | 0.1934 | |||
| Total Risk Alpha | 0.4566 | |||
| Sortino Ratio | 0.1663 | |||
| Treynor Ratio | (1.22) |
Anheuser Busch InBev Backtested Returns
Anheuser-Busch InBev appears to be very steady, given 3 months investment horizon. Anheuser Busch InBev secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Anheuser Busch InBev SANV, which you can use to evaluate the volatility of the firm. Please makes use of Anheuser-Busch InBev's risk adjusted performance of 0.1047, and Mean Deviation of 1.38 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Anheuser-Busch InBev holds a performance score of 8. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Anheuser-Busch InBev are expected to decrease at a much lower rate. During the bear market, Anheuser-Busch InBev is likely to outperform the market. Please check Anheuser-Busch InBev's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Anheuser-Busch InBev's price patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Anheuser Busch InBev SANV has good reverse predictability. Overlapping area represents the amount of predictability between Anheuser-Busch InBev time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Anheuser Busch InBev price movement. The serial correlation of -0.54 indicates that about 54.0% of current Anheuser-Busch InBev price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 15.19 |
Anheuser Busch InBev lagged returns against current returns
Autocorrelation, which is Anheuser-Busch InBev 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 Anheuser-Busch InBev's stock expected returns. We can calculate the autocorrelation of Anheuser-Busch InBev returns to help us make a trade decision. For example, suppose you find that Anheuser-Busch InBev 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 |
Anheuser-Busch InBev 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 Anheuser-Busch InBev stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anheuser-Busch InBev stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anheuser-Busch InBev stock over time.
Current vs Lagged Prices |
| Timeline |
Anheuser-Busch InBev Lagged Returns
When evaluating Anheuser-Busch InBev's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anheuser-Busch InBev stock have on its future price. Anheuser-Busch InBev 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, Anheuser-Busch InBev autocorrelation shows the relationship between Anheuser-Busch InBev stock current value and its past values and can show if there is a momentum factor associated with investing in Anheuser Busch InBev SANV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Anheuser-Busch Stock
Anheuser-Busch InBev financial ratios help investors to determine whether Anheuser-Busch 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 Anheuser-Busch with respect to the benefits of owning Anheuser-Busch InBev security.