Ayala Corp Adr Stock Market Value
| AYALY Stock | USD 12.35 0.00 0.00% |
| Symbol | Ayala |
Ayala Corp '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 Corp'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 Corp.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Ayala Corp on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Ayala Corp ADR or generate 0.0% return on investment in Ayala Corp over 30 days. Ayala Corp is related to or competes with Honeywell International, 3M, Mitsubishi Corp, Hitachi, Hitachi, ITOCHU, and Citic. Ayala Corporation engages in the real estate and hotel businesses in the Philippines and internationally More
Ayala Corp 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 Corp'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 Corp ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0495 | |||
| Maximum Drawdown | 91.63 | |||
| Value At Risk | (0.68) |
Ayala Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ayala Corp's standard deviation. In reality, there are many statistical measures that can use Ayala Corp historical prices to predict the future Ayala Corp's volatility.| Risk Adjusted Performance | 0.0583 | |||
| Jensen Alpha | 0.5272 | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | 7.04 |
Ayala Corp ADR Backtested Returns
Ayala Corp appears to be slightly risky, given 3 months investment horizon. Ayala Corp ADR secures Sharpe Ratio (or Efficiency) of 0.0657, which signifies that the company had a 0.0657% return per unit of standard deviation over the last 3 months. By analyzing Ayala Corp's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of Ayala Corp's mean deviation of 2.16, and Risk Adjusted Performance of 0.0583 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ayala Corp holds a performance score of 5. The firm shows a Beta (market volatility) of 0.0761, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ayala Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ayala Corp is expected to be smaller as well. Please check Ayala Corp's risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to make a quick decision on whether Ayala Corp's price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
Ayala Corp ADR has perfect predictability. Overlapping area represents the amount of predictability between Ayala Corp time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Ayala Corp ADR price movement. The serial correlation of 1.0 indicates that 100.0% of current Ayala Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ayala Corp ADR lagged returns against current returns
Autocorrelation, which is Ayala Corp 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 Corp's pink sheet expected returns. We can calculate the autocorrelation of Ayala Corp returns to help us make a trade decision. For example, suppose you find that Ayala Corp 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 Corp 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 Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala Corp 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 Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ayala Corp Lagged Returns
When evaluating Ayala Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ayala Corp pink sheet have on its future price. Ayala Corp 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 Corp autocorrelation shows the relationship between Ayala Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ayala Corp ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Pink Sheet Analysis
When running Ayala Corp's price analysis, check to measure Ayala Corp'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 Corp is operating at the current time. Most of Ayala Corp's value examination focuses on studying past and present price action to predict the probability of Ayala Corp'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 Corp's price. Additionally, you may evaluate how the addition of Ayala Corp to your portfolios can decrease your overall portfolio volatility.