ASR Nederland (Netherlands) Market Value
| ASRNL Stock | EUR 45.76 0.63 1.40% |
| Symbol | ASR |
ASR Nederland '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 ASR Nederland'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 ASR Nederland.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in ASR Nederland on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding ASR Nederland NV or generate 0.0% return on investment in ASR Nederland over 510 days. ASR Nederland is related to or competes with NN Group, Koninklijke Ahold, BE Semiconductor, Aegon NV, and Aalberts Industries. ASR Nederland N.V. provides various insurance and non-insurance products and services to private and business customers ... More
ASR Nederland 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 ASR Nederland'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 ASR Nederland NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 7.68 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 1.74 |
ASR Nederland Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASR Nederland's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASR Nederland's standard deviation. In reality, there are many statistical measures that can use ASR Nederland historical prices to predict the future ASR Nederland's volatility.| Risk Adjusted Performance | 0.0303 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0729 |
ASR Nederland NV Backtested Returns
At this point, ASR Nederland is very steady. ASR Nederland NV secures Sharpe Ratio (or Efficiency) of 0.0514, which signifies that the company had a 0.0514% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ASR Nederland NV, which you can use to evaluate the volatility of the firm. Please confirm ASR Nederland's mean deviation of 0.9157, and Risk Adjusted Performance of 0.0303 to double-check if the risk estimate we provide is consistent with the expected return of 0.0619%. ASR Nederland has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ASR Nederland's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASR Nederland is expected to be smaller as well. ASR Nederland NV currently shows a risk of 1.2%. Please confirm ASR Nederland NV expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if ASR Nederland NV will be following its price patterns.
Auto-correlation | 0.18 |
Very weak predictability
ASR Nederland NV has very weak predictability. Overlapping area represents the amount of predictability between ASR Nederland time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 ASR Nederland NV price movement. The serial correlation of 0.18 indicates that over 18.0% of current ASR Nederland price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.33 |
ASR Nederland NV lagged returns against current returns
Autocorrelation, which is ASR Nederland 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 ASR Nederland's stock expected returns. We can calculate the autocorrelation of ASR Nederland returns to help us make a trade decision. For example, suppose you find that ASR Nederland 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 |
ASR Nederland 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 ASR Nederland stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASR Nederland stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASR Nederland stock over time.
Current vs Lagged Prices |
| Timeline |
ASR Nederland Lagged Returns
When evaluating ASR Nederland's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASR Nederland stock have on its future price. ASR Nederland 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, ASR Nederland autocorrelation shows the relationship between ASR Nederland stock current value and its past values and can show if there is a momentum factor associated with investing in ASR Nederland NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in ASR Stock
ASR Nederland financial ratios help investors to determine whether ASR 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 ASR with respect to the benefits of owning ASR Nederland security.