Aryzta AG (Switzerland) Market Value
| ARYN Stock | 1.50 0.01 0.67% |
| Symbol | Aryzta |
Aryzta AG '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 Aryzta AG'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 Aryzta AG.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Aryzta AG on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Aryzta AG or generate 0.0% return on investment in Aryzta AG over 30 days. Aryzta AG is related to or competes with Emmi AG, Feintool International, Implenia, and Bossard Holding. More
Aryzta AG 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 Aryzta AG'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 Aryzta AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 7.23 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.05 |
Aryzta AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aryzta AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aryzta AG's standard deviation. In reality, there are many statistical measures that can use Aryzta AG historical prices to predict the future Aryzta AG's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.41) |
Aryzta AG Backtested Returns
Aryzta AG secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. Aryzta AG exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aryzta AG's Risk Adjusted Performance of (0.13), standard deviation of 1.29, and Mean Deviation of 0.9698 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aryzta AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aryzta AG is expected to be smaller as well. At this point, Aryzta AG has a negative expected return of -0.21%. Please make sure to confirm Aryzta AG's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Aryzta AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Aryzta AG has modest predictability. Overlapping area represents the amount of predictability between Aryzta AG time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Aryzta AG price movement. The serial correlation of 0.51 indicates that about 51.0% of current Aryzta AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aryzta AG lagged returns against current returns
Autocorrelation, which is Aryzta AG 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 Aryzta AG's stock expected returns. We can calculate the autocorrelation of Aryzta AG returns to help us make a trade decision. For example, suppose you find that Aryzta AG 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 |
Aryzta AG 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 Aryzta AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aryzta AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aryzta AG stock over time.
Current vs Lagged Prices |
| Timeline |
Aryzta AG Lagged Returns
When evaluating Aryzta AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aryzta AG stock have on its future price. Aryzta AG 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, Aryzta AG autocorrelation shows the relationship between Aryzta AG stock current value and its past values and can show if there is a momentum factor associated with investing in Aryzta AG.
Regressed Prices |
| Timeline |
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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.Additional Tools for Aryzta Stock Analysis
When running Aryzta AG's price analysis, check to measure Aryzta AG'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 Aryzta AG is operating at the current time. Most of Aryzta AG's value examination focuses on studying past and present price action to predict the probability of Aryzta AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aryzta AG's price. Additionally, you may evaluate how the addition of Aryzta AG to your portfolios can decrease your overall portfolio volatility.