Ayala Land (Philippines) Price on June 13, 2024
ALI Stock | 28.15 0.25 0.88% |
If you're considering investing in Ayala Stock, it is important to understand the factors that can impact its price. As of today, the current price of Ayala Land stands at 28.15, as last reported on the 11th of December 2024, with the highest price reaching 28.60 and the lowest price hitting 28.05 during the day. Ayala Land secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of standard deviation over the last 3 months. Ayala Land exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ayala Land's risk adjusted performance of (0.11), and Mean Deviation of 1.6 to double-check the risk estimate we provide.
Ayala Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Ayala |
Sharpe Ratio = -0.1607
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Estimated Market Risk
2.06 actual daily | 18 82% of assets are more volatile |
Expected Return
-0.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ayala Land is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ayala Land by adding Ayala Land to a well-diversified portfolio.
Ayala Land Valuation on June 13, 2024
It is possible to determine the worth of Ayala Land on a given historical date. On June 13, 2024 Ayala was worth 27.31 at the beginning of the trading date compared to the closed value of 27.6. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Ayala Land stock. Still, in general, we apply an absolute valuation method to find Ayala Land's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Ayala Land where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Ayala Land's related companies.
Open | High | Low | Close | Volume | |
26.86 | 27.16 | 26.86 | 27.06 | 7,062,800 | |
06/13/2024 | 27.31 | 27.60 | 27.16 | 27.60 | 11,964,400 |
27.60 | 27.60 | 27.36 | 27.51 | 3,008,300 |
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Ayala Land Trading Date Momentum on June 13, 2024
On June 14 2024 Ayala Land was traded for 27.51 at the closing time. The highest price during the trading period was 27.60 and the lowest recorded bid was listed for 27.36 . The volume for the day was 3 M. This history from June 14, 2024 contributed to the next trading day price decline. The overall trading delta to the next closing price was 0.33% . The overall trading delta to the current price is 4.82% . |
Ayala Land Fundamentals Correlations and Trends
By evaluating Ayala Land's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Ayala Land's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Ayala financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Ayala Land Stock history
Ayala Land investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Ayala is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Ayala Land will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Ayala Land stock prices may prove useful in developing a viable investing in Ayala Land
Ayala Land Stock Technical Analysis
Ayala Land technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Ayala Land Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
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Ayala Land December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Ayala Land stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ayala Land shares will generate the highest return on investment. By undertsting and applying Ayala Land stock market strength indicators, traders can identify Ayala Land entry and exit signals to maximize returns
Ayala Land Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Ayala Land's price direction in advance. Along with the technical and fundamental analysis of Ayala Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Ayala to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.11) | |||
Jensen Alpha | (0.25) | |||
Total Risk Alpha | (0.67) | |||
Treynor Ratio | 0.4082 |
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Volume Indicators |
Complementary Tools for Ayala Stock analysis
When running Ayala Land's price analysis, check to measure Ayala Land'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 Land is operating at the current time. Most of Ayala Land's value examination focuses on studying past and present price action to predict the probability of Ayala Land'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 Land's price. Additionally, you may evaluate how the addition of Ayala Land to your portfolios can decrease your overall portfolio volatility.
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