Aju IB (Korea) Market Value
| 027360 Stock | 2,410 45.00 1.83% |
| Symbol | Aju |
Aju IB '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 Aju IB'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 Aju IB.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Aju IB on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Aju IB Investment or generate 0.0% return on investment in Aju IB over 30 days. Aju IB is related to or competes with Atinum Investment, SBI Investment, and Daesung Private. More
Aju IB 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 Aju IB'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 Aju IB Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 21.66 | |||
| Value At Risk | (7.36) | |||
| Potential Upside | 6.38 |
Aju IB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aju IB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aju IB's standard deviation. In reality, there are many statistical measures that can use Aju IB historical prices to predict the future Aju IB's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (10.77) |
Aju IB Investment Backtested Returns
Aju IB Investment secures Sharpe Ratio (or Efficiency) of -0.0427, which signifies that the company had a -0.0427 % return per unit of risk over the last 3 months. Aju IB Investment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aju IB's Risk Adjusted Performance of (0.03), standard deviation of 3.87, and Mean Deviation of 2.74 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0211, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aju IB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aju IB is expected to be smaller as well. At this point, Aju IB Investment has a negative expected return of -0.16%. Please make sure to confirm Aju IB's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Aju IB Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.35 |
Poor reverse predictability
Aju IB Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Aju IB time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Aju IB Investment price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Aju IB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5350.62 |
Aju IB Investment lagged returns against current returns
Autocorrelation, which is Aju IB 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 Aju IB's stock expected returns. We can calculate the autocorrelation of Aju IB returns to help us make a trade decision. For example, suppose you find that Aju IB 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 |
Aju IB 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 Aju IB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aju IB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aju IB stock over time.
Current vs Lagged Prices |
| Timeline |
Aju IB Lagged Returns
When evaluating Aju IB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aju IB stock have on its future price. Aju IB 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, Aju IB autocorrelation shows the relationship between Aju IB stock current value and its past values and can show if there is a momentum factor associated with investing in Aju IB Investment.
Regressed Prices |
| Timeline |
Other Information on Investing in Aju Stock
Aju IB financial ratios help investors to determine whether Aju 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 Aju with respect to the benefits of owning Aju IB security.