Aeroporto Guglielmo's market value is the price at which a share of Aeroporto Guglielmo trades on a public exchange. It measures the collective expectations of Aeroporto Guglielmo Marconi investors about its performance. Aeroporto Guglielmo is trading at 7.52 as of the 2nd of February 2025. This is a 0.27% down since the beginning of the trading day. The stock's lowest day price was 7.52. With this module, you can estimate the performance of a buy and hold strategy of Aeroporto Guglielmo Marconi and determine expected loss or profit from investing in Aeroporto Guglielmo over a given investment horizon. Check out Aeroporto Guglielmo Correlation, Aeroporto Guglielmo Volatility and Aeroporto Guglielmo Alpha and Beta module to complement your research on Aeroporto Guglielmo.
Please note, there is a significant difference between Aeroporto Guglielmo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aeroporto Guglielmo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aeroporto Guglielmo's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Aeroporto Guglielmo '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 Aeroporto Guglielmo'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 Aeroporto Guglielmo.
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02/08/2024
No Change 0.00
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In 11 months and 26 days
02/02/2025
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If you would invest 0.00 in Aeroporto Guglielmo on February 8, 2024 and sell it all today you would earn a total of 0.00 from holding Aeroporto Guglielmo Marconi or generate 0.0% return on investment in Aeroporto Guglielmo over 360 days. Aeroporto Guglielmo is related to or competes with Harmony Gold, MAG SILVER, MCEWEN MINING, SBI Insurance, Safety Insurance, and Yanzhou Coal. Aeroporto Guglielmo Marconi di Bologna S.p.A., together with its subsidiaries, develops, manages, and maintains an airpo... More
Aeroporto Guglielmo 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 Aeroporto Guglielmo'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 Aeroporto Guglielmo Marconi upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aeroporto Guglielmo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aeroporto Guglielmo's standard deviation. In reality, there are many statistical measures that can use Aeroporto Guglielmo historical prices to predict the future Aeroporto Guglielmo's volatility.
At this point, Aeroporto Guglielmo is not too volatile. Aeroporto Guglielmo secures Sharpe Ratio (or Efficiency) of 0.06, which signifies that the company had a 0.06 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aeroporto Guglielmo Marconi, which you can use to evaluate the volatility of the firm. Please confirm Aeroporto Guglielmo's Mean Deviation of 0.8543, downside deviation of 1.25, and Risk Adjusted Performance of 0.0823 to double-check if the risk estimate we provide is consistent with the expected return of 0.0631%. Aeroporto Guglielmo has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0728, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aeroporto Guglielmo are expected to decrease at a much lower rate. During the bear market, Aeroporto Guglielmo is likely to outperform the market. Aeroporto Guglielmo right now shows a risk of 1.05%. Please confirm Aeroporto Guglielmo jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if Aeroporto Guglielmo will be following its price patterns.
Auto-correlation
-0.32
Poor reverse predictability
Aeroporto Guglielmo Marconi has poor reverse predictability. Overlapping area represents the amount of predictability between Aeroporto Guglielmo time series from 8th of February 2024 to 6th of August 2024 and 6th of August 2024 to 2nd 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 Aeroporto Guglielmo price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Aeroporto Guglielmo price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.32
Spearman Rank Test
-0.03
Residual Average
0.0
Price Variance
0.02
Aeroporto Guglielmo lagged returns against current returns
Autocorrelation, which is Aeroporto Guglielmo 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 Aeroporto Guglielmo's stock expected returns. We can calculate the autocorrelation of Aeroporto Guglielmo returns to help us make a trade decision. For example, suppose you find that Aeroporto Guglielmo 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
Aeroporto Guglielmo 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 Aeroporto Guglielmo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aeroporto Guglielmo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aeroporto Guglielmo stock over time.
Current vs Lagged Prices
Timeline
Aeroporto Guglielmo Lagged Returns
When evaluating Aeroporto Guglielmo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aeroporto Guglielmo stock have on its future price. Aeroporto Guglielmo 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, Aeroporto Guglielmo autocorrelation shows the relationship between Aeroporto Guglielmo stock current value and its past values and can show if there is a momentum factor associated with investing in Aeroporto Guglielmo Marconi.
Aeroporto Guglielmo financial ratios help investors to determine whether Aeroporto 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 Aeroporto with respect to the benefits of owning Aeroporto Guglielmo security.