Anheuser Busch (Austria) Market Value
| ABIN Stock | EUR 52.50 0.52 1.00% |
| Symbol | Anheuser |
Anheuser Busch '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 Anheuser Busch'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 Anheuser Busch.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Anheuser Busch on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Anheuser Busch InBev SANV or generate 0.0% return on investment in Anheuser Busch over 270 days. Anheuser Busch is related to or competes with RATH Aktiengesellscha, Semperit Aktiengesellscha, Oesterr Post, Voestalpine, IShares ATX, and Este Lauder. Anheuser-Busch InBev SANV, a brewing company, engages in the production, distribution, and sale of beer, alcoholic bever... More
Anheuser Busch 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 Anheuser Busch'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 Anheuser Busch InBev SANV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.77 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 2.27 |
Anheuser Busch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anheuser Busch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anheuser Busch's standard deviation. In reality, there are many statistical measures that can use Anheuser Busch historical prices to predict the future Anheuser Busch's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 11.9 |
Anheuser Busch InBev Backtested Returns
Anheuser Busch InBev secures Sharpe Ratio (or Efficiency) of -0.0524, which signifies that the company had a -0.0524% return per unit of standard deviation over the last 3 months. Anheuser Busch InBev SANV exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anheuser Busch's risk adjusted performance of (0.03), and Mean Deviation of 0.9603 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0062, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Anheuser Busch are expected to decrease at a much lower rate. During the bear market, Anheuser Busch is likely to outperform the market. At this point, Anheuser Busch InBev has a negative expected return of -0.0743%. Please make sure to confirm Anheuser Busch's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Anheuser Busch InBev performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Anheuser Busch InBev SANV has modest predictability. Overlapping area represents the amount of predictability between Anheuser Busch time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 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 Anheuser Busch InBev price movement. The serial correlation of 0.53 indicates that about 53.0% of current Anheuser Busch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 5.53 |
Anheuser Busch InBev lagged returns against current returns
Autocorrelation, which is Anheuser Busch 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 Anheuser Busch's stock expected returns. We can calculate the autocorrelation of Anheuser Busch returns to help us make a trade decision. For example, suppose you find that Anheuser Busch 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 |
Anheuser Busch 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 Anheuser Busch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anheuser Busch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anheuser Busch stock over time.
Current vs Lagged Prices |
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Anheuser Busch Lagged Returns
When evaluating Anheuser Busch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anheuser Busch stock have on its future price. Anheuser Busch 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, Anheuser Busch autocorrelation shows the relationship between Anheuser Busch stock current value and its past values and can show if there is a momentum factor associated with investing in Anheuser Busch InBev SANV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Anheuser Stock
Anheuser Busch financial ratios help investors to determine whether Anheuser 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 Anheuser with respect to the benefits of owning Anheuser Busch security.