Aedifica (Germany) Market Value
| AOO Stock | EUR 73.10 0.60 0.83% |
| Symbol | Aedifica |
Aedifica '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 Aedifica'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 Aedifica.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Aedifica on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Aedifica SA or generate 0.0% return on investment in Aedifica over 30 days. Aedifica is related to or competes with Wyndham Hotels, Stewart Information, DATATEC, PPHE HOTEL, Datalogic SpA, and Sunstone Hotel. Aedifica is a Regulated Real Estate Company under Belgian law specialised in healthcare real estate, particularly in sen... More
Aedifica 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 Aedifica'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 Aedifica SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8799 | |||
| Information Ratio | 0.1765 | |||
| Maximum Drawdown | 4.96 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.79 |
Aedifica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aedifica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aedifica's standard deviation. In reality, there are many statistical measures that can use Aedifica historical prices to predict the future Aedifica's volatility.| Risk Adjusted Performance | 0.1944 | |||
| Jensen Alpha | 0.289 | |||
| Total Risk Alpha | 0.1588 | |||
| Sortino Ratio | 0.2367 | |||
| Treynor Ratio | 7.02 |
Aedifica SA Backtested Returns
Aedifica appears to be very steady, given 3 months investment horizon. Aedifica SA secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the company had a 0.26 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Aedifica SA, which you can use to evaluate the volatility of the firm. Please makes use of Aedifica's risk adjusted performance of 0.1944, and Mean Deviation of 0.8968 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aedifica holds a performance score of 20. The firm shows a Beta (market volatility) of 0.0417, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aedifica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aedifica is expected to be smaller as well. Please check Aedifica's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Aedifica's price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Aedifica SA has good predictability. Overlapping area represents the amount of predictability between Aedifica time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aedifica SA price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Aedifica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 5.62 |
Aedifica SA lagged returns against current returns
Autocorrelation, which is Aedifica 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 Aedifica's stock expected returns. We can calculate the autocorrelation of Aedifica returns to help us make a trade decision. For example, suppose you find that Aedifica 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 |
Aedifica 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 Aedifica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aedifica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aedifica stock over time.
Current vs Lagged Prices |
| Timeline |
Aedifica Lagged Returns
When evaluating Aedifica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aedifica stock have on its future price. Aedifica 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, Aedifica autocorrelation shows the relationship between Aedifica stock current value and its past values and can show if there is a momentum factor associated with investing in Aedifica SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aedifica Stock
Aedifica financial ratios help investors to determine whether Aedifica 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 Aedifica with respect to the benefits of owning Aedifica security.