AFLAC INCORPORATED Market Value
| 001055BJ0 | 93.00 2.41 2.53% |
| Symbol | AFLAC |
AFLAC '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 AFLAC's bond 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 AFLAC.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in AFLAC on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding AFLAC INCORPORATED or generate 0.0% return on investment in AFLAC over 30 days. AFLAC is related to or competes with Astral Foods, Willamette Valley, BBB Foods, Tyson Foods, and Regal Real. More
AFLAC 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 AFLAC's bond 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 AFLAC INCORPORATED upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.13 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.3786 |
AFLAC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AFLAC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AFLAC's standard deviation. In reality, there are many statistical measures that can use AFLAC historical prices to predict the future AFLAC's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.89) |
AFLAC INCORPORATED Backtested Returns
AFLAC INCORPORATED secures Sharpe Ratio (or Efficiency) of -0.0635, which signifies that the bond had a -0.0635 % return per unit of return volatility over the last 3 months. AFLAC INCORPORATED exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AFLAC's Coefficient Of Variation of (1,266), risk adjusted performance of (0.07), and Mean Deviation of 0.2558 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0426, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AFLAC's returns are expected to increase less than the market. However, during the bear market, the loss of holding AFLAC is expected to be smaller as well.
Auto-correlation | -0.2 |
Insignificant reverse predictability
AFLAC INCORPORATED has insignificant reverse predictability. Overlapping area represents the amount of predictability between AFLAC time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 AFLAC INCORPORATED price movement. The serial correlation of -0.2 indicates that over 20.0% of current AFLAC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
AFLAC INCORPORATED lagged returns against current returns
Autocorrelation, which is AFLAC bond'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 AFLAC's bond expected returns. We can calculate the autocorrelation of AFLAC returns to help us make a trade decision. For example, suppose you find that AFLAC has exhibited high autocorrelation historically, and you observe that the bond 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 |
AFLAC 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 AFLAC bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AFLAC bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AFLAC bond over time.
Current vs Lagged Prices |
| Timeline |
AFLAC Lagged Returns
When evaluating AFLAC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AFLAC bond have on its future price. AFLAC 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, AFLAC autocorrelation shows the relationship between AFLAC bond current value and its past values and can show if there is a momentum factor associated with investing in AFLAC INCORPORATED.
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.Other Information on Investing in AFLAC Bond
AFLAC financial ratios help investors to determine whether AFLAC Bond 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 AFLAC with respect to the benefits of owning AFLAC security.