Koninklijke Ahold (Netherlands) Market Value
| AD Stock | EUR 32.76 0.07 0.21% |
| Symbol | Koninklijke |
Koninklijke Ahold '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 Koninklijke Ahold'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 Koninklijke Ahold.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Koninklijke Ahold on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Koninklijke Ahold Delhaize or generate 0.0% return on investment in Koninklijke Ahold over 30 days. Koninklijke Ahold is related to or competes with Unilever PLC, Koninklijke Philips, NN Group, ING Groep, and ASML Holding. Koninklijke Ahold Delhaize N.V. operates retail food stores and e-commerce primarily in the United States and Europe More
Koninklijke Ahold 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 Koninklijke Ahold'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 Koninklijke Ahold Delhaize upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.001 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.41 |
Koninklijke Ahold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koninklijke Ahold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koninklijke Ahold's standard deviation. In reality, there are many statistical measures that can use Koninklijke Ahold historical prices to predict the future Koninklijke Ahold's volatility.| Risk Adjusted Performance | 0.1062 | |||
| Jensen Alpha | 0.0752 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 9.0E-4 | |||
| Treynor Ratio | 0.3156 |
Koninklijke Ahold Backtested Returns
Currently, Koninklijke Ahold Delhaize is very steady. Koninklijke Ahold has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Koninklijke Ahold, which you can use to evaluate the volatility of the firm. Please verify Koninklijke Ahold's Risk Adjusted Performance of 0.1062, downside deviation of 1.05, and Mean Deviation of 0.7013 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Koninklijke Ahold has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Koninklijke Ahold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Koninklijke Ahold is expected to be smaller as well. Koninklijke Ahold right now secures a risk of 0.97%. Please verify Koninklijke Ahold Delhaize jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Koninklijke Ahold Delhaize will be following its current price movements.
Auto-correlation | 0.60 |
Good predictability
Koninklijke Ahold Delhaize has good predictability. Overlapping area represents the amount of predictability between Koninklijke Ahold time series from 26th of October 2024 to 10th of November 2024 and 10th of November 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 Koninklijke Ahold price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Koninklijke Ahold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Koninklijke Ahold lagged returns against current returns
Autocorrelation, which is Koninklijke Ahold 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 Koninklijke Ahold's stock expected returns. We can calculate the autocorrelation of Koninklijke Ahold returns to help us make a trade decision. For example, suppose you find that Koninklijke Ahold 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 |
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Koninklijke Ahold 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 Koninklijke Ahold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koninklijke Ahold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koninklijke Ahold stock over time.
Current vs Lagged Prices |
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Koninklijke Ahold Lagged Returns
When evaluating Koninklijke Ahold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koninklijke Ahold stock have on its future price. Koninklijke Ahold 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, Koninklijke Ahold autocorrelation shows the relationship between Koninklijke Ahold stock current value and its past values and can show if there is a momentum factor associated with investing in Koninklijke Ahold Delhaize.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Koninklijke Stock Analysis
When running Koninklijke Ahold's price analysis, check to measure Koninklijke Ahold'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 Koninklijke Ahold is operating at the current time. Most of Koninklijke Ahold's value examination focuses on studying past and present price action to predict the probability of Koninklijke Ahold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koninklijke Ahold's price. Additionally, you may evaluate how the addition of Koninklijke Ahold to your portfolios can decrease your overall portfolio volatility.