AIB Group (Germany) Market Value
| A5G Stock | EUR 5.28 0.06 1.12% |
| 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.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in AIB Group on November 21, 2024 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 Suntory Beverage, DELTA AIR, SCANSOURCE, Thai Beverage, NORWEGIAN AIR, Major Drilling, and United Breweries. 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 | 1.96 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.98 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 1.84 |
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 | 0.0079 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.041 |
AIB Group plc Backtested Returns
AIB Group plc retains Efficiency (Sharpe Ratio) of -0.0389, which signifies that the company had a -0.0389% return per unit of risk over the last 3 months. AIB Group exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AIB Group's coefficient of variation of 26096.29, and Market Risk Adjusted Performance of 0.051 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AIB Group are expected to decrease at a much lower rate. During the bear market, AIB Group is likely to outperform the market. At this point, AIB Group plc has a negative expected return of -0.0596%. Please make sure to confirm AIB Group's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if AIB Group plc performance from the past will be repeated at some future date.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
AIB Group plc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between AIB Group time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st of December 2024. 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 -0.72 indicates that around 72.0% of current AIB Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
Thematic Opportunities
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Additional Tools for AIB Stock Analysis
When running AIB Group's price analysis, check to measure AIB Group'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 AIB Group is operating at the current time. Most of AIB Group's value examination focuses on studying past and present price action to predict the probability of AIB Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AIB Group's price. Additionally, you may evaluate how the addition of AIB Group to your portfolios can decrease your overall portfolio volatility.