AJ Bell (UK) Market Value
| AJB Stock | 447.00 0.50 0.11% |
| Symbol | AJB |
AJ Bell '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 AJ Bell'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 AJ Bell.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in AJ Bell on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding AJ Bell plc or generate 0.0% return on investment in AJ Bell over 30 days. AJ Bell is related to or competes with Eco Animal, Edinburgh Investment, PureTech Health, BlackRock Frontiers, Inspiration Healthcare, HCA Healthcare, and Omega Healthcare. AJ Bell is entity of United Kingdom. It is traded as Stock on LSE exchange. More
AJ Bell 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 AJ Bell'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 AJ Bell plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 2.4 |
AJ Bell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AJ Bell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AJ Bell's standard deviation. In reality, there are many statistical measures that can use AJ Bell historical prices to predict the future AJ Bell's volatility.| Risk Adjusted Performance | 0.0161 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0337 |
AJ Bell plc Backtested Returns
At this point, AJ Bell is very steady. AJ Bell plc retains Efficiency (Sharpe Ratio) of 0.0284, which signifies that the company had a 0.0284 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for AJ Bell, which you can use to evaluate the volatility of the firm. Please confirm AJ Bell's Market Risk Adjusted Performance of 0.0437, coefficient of variation of 7881.43, and Standard Deviation of 1.83 to double-check if the risk estimate we provide is consistent with the expected return of 0.0513%. AJ Bell has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AJ Bell's returns are expected to increase less than the market. However, during the bear market, the loss of holding AJ Bell is expected to be smaller as well. AJ Bell plc today owns a risk of 1.8%. Please confirm AJ Bell plc mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if AJ Bell plc will be following its current price history.
Auto-correlation | -0.33 |
Poor reverse predictability
AJ Bell plc has poor reverse predictability. Overlapping area represents the amount of predictability between AJ Bell time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 AJ Bell plc price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current AJ Bell price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 87.99 |
AJ Bell plc lagged returns against current returns
Autocorrelation, which is AJ Bell 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 AJ Bell's stock expected returns. We can calculate the autocorrelation of AJ Bell returns to help us make a trade decision. For example, suppose you find that AJ Bell 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 |
AJ Bell 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 AJ Bell stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AJ Bell stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AJ Bell stock over time.
Current vs Lagged Prices |
| Timeline |
AJ Bell Lagged Returns
When evaluating AJ Bell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AJ Bell stock have on its future price. AJ Bell 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, AJ Bell autocorrelation shows the relationship between AJ Bell stock current value and its past values and can show if there is a momentum factor associated with investing in AJ Bell 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 AJB Stock
AJ Bell financial ratios help investors to determine whether AJB 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 AJB with respect to the benefits of owning AJ Bell security.