Ayala Land's market value is the price at which a share of Ayala Land trades on a public exchange. It measures the collective expectations of Ayala Land investors about its performance. Ayala Land is trading at 0.35 as of the 27th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.35. With this module, you can estimate the performance of a buy and hold strategy of Ayala Land and determine expected loss or profit from investing in Ayala Land over a given investment horizon. Check out Ayala Land Correlation, Ayala Land Volatility and Ayala Land Alpha and Beta module to complement your research on Ayala Land.
Please note, there is a significant difference between Ayala Land's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ayala Land is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ayala Land's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ayala Land '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 Ayala Land'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 Ayala Land.
0.00
01/12/2023
No Change 0.00
0.0
In 2 years 11 months and 15 days
12/27/2025
0.00
If you would invest 0.00 in Ayala Land on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding Ayala Land or generate 0.0% return on investment in Ayala Land over 1080 days. Ayala Land is related to or competes with UOL Group, UOL Group, China Vanke, Castellum, City Developments, Castellum, and Hang Lung. Ayala Land, Inc. operates as a property developer in the Philippines More
Ayala Land 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 Ayala Land'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 Ayala Land upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ayala Land's standard deviation. In reality, there are many statistical measures that can use Ayala Land historical prices to predict the future Ayala Land's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ayala Land. Your research has to be compared to or analyzed against Ayala Land's peers to derive any actionable benefits. When done correctly, Ayala Land's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Ayala Land.
Ayala Land Backtested Returns
Ayala Land secures Sharpe Ratio (or Efficiency) of -0.0474, which signifies that the company had a -0.0474 % return per unit of standard deviation over the last 3 months. Ayala Land exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ayala Land's risk adjusted performance of (0.06), and Mean Deviation of 1.85 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ayala Land are expected to decrease at a much lower rate. During the bear market, Ayala Land is likely to outperform the market. At this point, Ayala Land has a negative expected return of -0.2%. Please make sure to confirm Ayala Land's coefficient of variation, value at risk, day typical price, as well as the relationship between the information ratio and kurtosis , to decide if Ayala Land performance from the past will be repeated at some point in the near future.
Auto-correlation
0.55
Modest predictability
Ayala Land has modest predictability. Overlapping area represents the amount of predictability between Ayala Land time series from 12th of January 2023 to 5th of July 2024 and 5th of July 2024 to 27th of December 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 Ayala Land price movement. The serial correlation of 0.55 indicates that about 55.0% of current Ayala Land price fluctuation can be explain by its past prices.
Correlation Coefficient
0.55
Spearman Rank Test
0.2
Residual Average
0.0
Price Variance
0.0
Ayala Land lagged returns against current returns
Autocorrelation, which is Ayala Land 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 Ayala Land's pink sheet expected returns. We can calculate the autocorrelation of Ayala Land returns to help us make a trade decision. For example, suppose you find that Ayala Land 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
Ayala Land 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 Ayala Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ayala Land pink sheet over time.
Current vs Lagged Prices
Timeline
Ayala Land Lagged Returns
When evaluating Ayala Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ayala Land pink sheet have on its future price. Ayala Land 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, Ayala Land autocorrelation shows the relationship between Ayala Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ayala Land.
Other Information on Investing in Ayala Pink Sheet
Ayala Land financial ratios help investors to determine whether Ayala 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 Ayala with respect to the benefits of owning Ayala Land security.