AIB Group (Germany) Market Value
| A5G Stock | EUR 7.06 0.06 0.86% |
| Symbol | AIB |
AIB Group '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 AIB Group'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 AIB Group.
| 02/07/2025 |
| 03/09/2025 |
If you would invest 0.00 in AIB Group on February 7, 2025 and sell it all today you would earn a total of 0.00 from holding AIB Group plc or generate 0.0% return on investment in AIB Group over 30 days. AIB Group is related to or competes with Zijin Mining, ARDAGH METAL, Perseus Mining, Jacquet Metal, Coeur Mining, and GREENX METALS. More
AIB Group 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 AIB Group'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 AIB Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.3232 | |||
| Maximum Drawdown | 8.1 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 3.01 |
AIB Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AIB Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIB Group's standard deviation. In reality, there are many statistical measures that can use AIB Group historical prices to predict the future AIB Group's volatility.| Risk Adjusted Performance | 0.2309 | |||
| Jensen Alpha | 0.5181 | |||
| Total Risk Alpha | 0.6405 | |||
| Sortino Ratio | 0.319 | |||
| Treynor Ratio | 0.8876 |
AIB Group plc Backtested Returns
AIB Group appears to be not too volatile, given 3 months investment horizon. AIB Group plc retains Efficiency (Sharpe Ratio) of 0.27, which signifies that the company had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AIB Group, which you can use to evaluate the volatility of the firm. Please makes use of AIB Group's market risk adjusted performance of 0.8976, and Coefficient Of Variation of 350.93 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AIB Group holds a performance score of 21. The firm owns a Beta (Systematic Risk) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AIB Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding AIB Group is expected to be smaller as well. Please check AIB Group's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether AIB Group's current price history will revert.
Auto-correlation | 0.90 |
Excellent predictability
AIB Group plc has excellent predictability. Overlapping area represents the amount of predictability between AIB Group time series from 7th of February 2025 to 22nd of February 2025 and 22nd of February 2025 to 9th 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 AIB Group plc price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current AIB Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
AIB Group plc lagged returns against current returns
Autocorrelation, which is AIB Group 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 AIB Group's stock expected returns. We can calculate the autocorrelation of AIB Group returns to help us make a trade decision. For example, suppose you find that AIB Group 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 |
AIB Group 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 AIB Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIB Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIB Group stock over time.
Current vs Lagged Prices |
| Timeline |
AIB Group Lagged Returns
When evaluating AIB Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIB Group stock have on its future price. AIB Group 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, AIB Group autocorrelation shows the relationship between AIB Group stock current value and its past values and can show if there is a momentum factor associated with investing in AIB Group plc.
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 AIB Stock
AIB Group financial ratios help investors to determine whether AIB 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 AIB with respect to the benefits of owning AIB Group security.