Ayala Land Stock Market Value
| AYAAY Stock | USD 6.90 0.00 0.00% |
| Symbol | Ayala |
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 otc 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 Ayala Land.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Ayala Land on June 28, 2025 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 180 days. Ayala Land is related to or competes with Intact Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Sydbank A/S, AmTrust Financial, and AmTrust Financial. 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 otc 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 Ayala Land upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 28.58 |
Ayala Land Market Risk Indicators
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.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.74) | |||
| Total Risk Alpha | (1.14) | |||
| Treynor Ratio | 1.57 |
Ayala Land Backtested Returns
Ayala Land secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the company had a -0.17 % return per unit of standard deviation over the last 3 months. Ayala Land exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ayala Land's risk adjusted performance of (0.11), and Mean Deviation of 1.51 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.49, which signifies possible diversification benefits within a given portfolio. 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 -0.79%. Please make sure to confirm Ayala Land's risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if Ayala Land performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Ayala Land has no correlation between past and present. Overlapping area represents the amount of predictability between Ayala Land time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 0.0 indicates that just 0.0% of current Ayala Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 5.43 |
Ayala Land lagged returns against current returns
Autocorrelation, which is Ayala Land otc 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 Ayala Land's otc stock 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 otc 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 |
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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala Land otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ayala Land otc stock 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 otc stock 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 otc stock current value and its past values and can show if there is a momentum factor associated with investing in Ayala Land.
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 Ayala OTC Stock Analysis
When running Ayala Land's price analysis, check to measure Ayala Land'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 Ayala Land is operating at the current time. Most of Ayala Land's value examination focuses on studying past and present price action to predict the probability of Ayala Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ayala Land's price. Additionally, you may evaluate how the addition of Ayala Land to your portfolios can decrease your overall portfolio volatility.