Aimia Inc Stock Market Value
| AIMFF Stock | USD 1.79 0.01 0.56% |
| Symbol | Aimia |
Aimia '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 Aimia's pink sheet 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 Aimia.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Aimia on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Aimia Inc or generate 0.0% return on investment in Aimia over 30 days. Aimia is related to or competes with Blackstone, BlackRock, Apollo Global, Investor, Investor, Bank of New York, and Ameriprise Financial. Aimia Inc. focuses on long-term investments in public and private companies More
Aimia 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 Aimia's pink sheet 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 Aimia Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.05 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 2.54 |
Aimia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aimia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aimia's standard deviation. In reality, there are many statistical measures that can use Aimia historical prices to predict the future Aimia's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.18) |
Aimia Inc Backtested Returns
Aimia Inc secures Sharpe Ratio (or Efficiency) of -0.0273, which signifies that the company had a -0.0273% return per unit of risk over the last 3 months. Aimia Inc exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aimia's Mean Deviation of 1.44, standard deviation of 2.35, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aimia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aimia is expected to be smaller as well. At this point, Aimia Inc has a negative expected return of -0.0651%. Please make sure to confirm Aimia's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Aimia Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Aimia Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Aimia time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Aimia Inc price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Aimia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aimia Inc lagged returns against current returns
Autocorrelation, which is Aimia pink sheet'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 Aimia's pink sheet expected returns. We can calculate the autocorrelation of Aimia returns to help us make a trade decision. For example, suppose you find that Aimia has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Aimia 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 Aimia pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aimia pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aimia pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aimia Lagged Returns
When evaluating Aimia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aimia pink sheet have on its future price. Aimia 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, Aimia autocorrelation shows the relationship between Aimia pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aimia Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aimia Pink Sheet
Aimia financial ratios help investors to determine whether Aimia Pink Sheet 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 Aimia with respect to the benefits of owning Aimia security.