Grupo Aval (Germany) Market Value
| 6GAA Stock | 2.62 0.21 7.42% |
| Symbol | Grupo |
Grupo Aval '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 Grupo Aval'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 Grupo Aval.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Grupo Aval on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Grupo Aval Acciones or generate 0.0% return on investment in Grupo Aval over 30 days. Grupo Aval is related to or competes with Tencent Music, Universal Entertainment, ProSiebenSat1 Media, Infrastrutture Wireless, and MAVEN WIRELESS. More
Grupo Aval 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 Grupo Aval'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 Grupo Aval Acciones upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.57 | |||
| Information Ratio | 0.2 | |||
| Maximum Drawdown | 12.84 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 4.23 |
Grupo Aval Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Aval's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Aval's standard deviation. In reality, there are many statistical measures that can use Grupo Aval historical prices to predict the future Grupo Aval's volatility.| Risk Adjusted Performance | 0.1507 | |||
| Jensen Alpha | 0.4898 | |||
| Total Risk Alpha | 0.5752 | |||
| Sortino Ratio | 0.201 | |||
| Treynor Ratio | (2.49) |
Grupo Aval Acciones Backtested Returns
Grupo Aval appears to be unstable, given 3 months investment horizon. Grupo Aval Acciones holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. By evaluating Grupo Aval's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please utilize Grupo Aval's Downside Deviation of 2.57, risk adjusted performance of 0.1507, and Market Risk Adjusted Performance of (2.48) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grupo Aval holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of -0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Grupo Aval are expected to decrease at a much lower rate. During the bear market, Grupo Aval is likely to outperform the market. Please check Grupo Aval's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Grupo Aval's current trending patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Grupo Aval Acciones has weak reverse predictability. Overlapping area represents the amount of predictability between Grupo Aval time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Grupo Aval Acciones price movement. The serial correlation of -0.22 indicates that over 22.0% of current Grupo Aval price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Grupo Aval Acciones lagged returns against current returns
Autocorrelation, which is Grupo Aval 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 Grupo Aval's stock expected returns. We can calculate the autocorrelation of Grupo Aval returns to help us make a trade decision. For example, suppose you find that Grupo Aval 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 |
Grupo Aval 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 Grupo Aval stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Aval stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Aval stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Aval Lagged Returns
When evaluating Grupo Aval's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Aval stock have on its future price. Grupo Aval 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, Grupo Aval autocorrelation shows the relationship between Grupo Aval stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Aval Acciones.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Grupo Stock Analysis
When running Grupo Aval's price analysis, check to measure Grupo Aval'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 Grupo Aval is operating at the current time. Most of Grupo Aval's value examination focuses on studying past and present price action to predict the probability of Grupo Aval's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Aval's price. Additionally, you may evaluate how the addition of Grupo Aval to your portfolios can decrease your overall portfolio volatility.