Aareal OTC Stock Market Value

AAALY
 Stock
  

USD 35.30  0.00  0.00%   

Aareal Bank's market value is the price at which a share of Aareal Bank stock trades on a public exchange. It measures the collective expectations of Aareal Bank Ag investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Aareal Bank Ag and determine expected loss or profit from investing in Aareal Bank over a given investment horizon. Please continue to Aareal Bank Hype Analysis, Aareal Bank Correlation, Aareal Bank Valuation, Aareal Bank Volatility, as well as analyze Aareal Bank Alpha and Beta and Aareal Bank Performance.
Symbol
Backtest


Is Aareal Bank's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Aareal Bank. If investors know Aareal will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Aareal Bank listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.062
Market Capitalization
2.1 B
Quarterly Revenue Growth YOY
-0.038
Return On Assets
0.0014
Return On Equity
0.0214
The market value of Aareal Bank Ag is measured differently than its book value, which is the value of Aareal that is recorded on the company's balance sheet. Investors also form their own opinion of Aareal Bank's value that differs from its market value or its book value, called intrinsic value, which is Aareal Bank's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Aareal Bank's market value can be influenced by many factors that don't directly affect Aareal Bank's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Aareal Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine Aareal Bank value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aareal Bank'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.

Aareal Bank '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 Aareal Bank'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 Aareal Bank.
0.00
07/12/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
07/02/2022
0.00
If you would invest  0.00  in Aareal Bank on July 12, 2020 and sell it all today you would earn a total of 0.00 from holding Aareal Bank Ag or generate 0.0% return on investment in Aareal Bank over 720 days. Aareal Bank is related to or competes with JP Morgan. Aareal Bank AG, together with its subsidiaries, provides financing, software products, digital solutions, and payment tr...More

Aareal Bank 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 Aareal Bank'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 Aareal Bank Ag upside and downside potential and time the market with a certain degree of confidence.

Aareal Bank Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Aareal Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aareal Bank's standard deviation. In reality, there are many statistical measures that can use Aareal Bank historical prices to predict the future Aareal Bank's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Aareal Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Aareal Bank in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
33.9034.9836.06
Details
Intrinsic
Valuation
LowReal ValueHigh
33.7234.8035.88
Details
Naive
Forecast
LowNext ValueHigh
34.5535.6436.72
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
35.3035.3035.30
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Aareal Bank. Your research has to be compared to or analyzed against Aareal Bank's peers to derive any actionable benefits. When done correctly, Aareal Bank's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Aareal Bank Ag.

Aareal Bank Ag Backtested Returns

We consider Aareal Bank very steady. Aareal Bank Ag secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had 0.18% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Aareal Bank Ag, which you can use to evaluate the future volatility of the firm. Please confirm Aareal Bank Ag risk adjusted performance of 0.1613, and Mean Deviation of 0.4157 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%.
Aareal Bank has a performance score of 13 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0362, which signifies not very significant fluctuations relative to the market. Let's try to break down what Aareal's beta means in this case. As returns on the market increase, returns on owning Aareal Bank are expected to decrease at a much lower rate. During the bear market, Aareal Bank is likely to outperform the market. Although it is important to respect Aareal Bank Ag historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Aareal Bank Ag technical indicators, you can presently evaluate if the expected return of 0.19% will be sustainable into the future. Aareal Bank Ag right now shows a risk of 1.08%. Please confirm Aareal Bank Ag standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Aareal Bank Ag will be following its price patterns.

Auto-correlation

    
  0.71  

Good predictability

Aareal Bank Ag has good predictability. Overlapping area represents the amount of predictability between Aareal Bank time series from 12th of July 2020 to 7th of July 2021 and 7th of July 2021 to 2nd of July 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aareal Bank Ag price movement. The serial correlation of 0.71 indicates that around 71.0% of current Aareal Bank price fluctuation can be explain by its past prices.
Correlation Coefficient0.71
Spearman Rank Test0.91
Residual Average0.0
Price Variance9.44

Aareal Bank Ag lagged returns against current returns

Autocorrelation, which is Aareal Bank 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 Aareal Bank's otc stock expected returns. We can calculate the autocorrelation of Aareal Bank returns to help us make a trade decision. For example, suppose you find that Aareal Bank otc stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Aareal Bank 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 Aareal Bank otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aareal Bank otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aareal Bank otc stock over time.
 Current vs Lagged Prices 
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      Timeline 

Aareal Bank Lagged Returns

When evaluating Aareal Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aareal Bank otc stock have on its future price. Aareal Bank 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, Aareal Bank autocorrelation shows the relationship between Aareal Bank otc stock current value and its past values and can show if there is a momentum factor associated with investing in Aareal Bank Ag.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Aareal Bank without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Aareal Bank

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Aareal Bank position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Aareal Bank will appreciate offsetting losses from the drop in the long position's value.

Aareal Bank Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Aareal Bank could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Aareal Bank when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Aareal Bank - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Aareal Bank Ag to buy it.
The correlation of Aareal Bank is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Aareal Bank moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aareal Bank Ag moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Aareal Bank can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Aareal Bank Hype Analysis, Aareal Bank Correlation, Aareal Bank Valuation, Aareal Bank Volatility, as well as analyze Aareal Bank Alpha and Beta and Aareal Bank Performance. Note that the Aareal Bank Ag information on this page should be used as a complementary analysis to other Aareal Bank's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

Complementary Tools for Aareal OTC Stock analysis

When running Aareal Bank Ag price analysis, check to measure Aareal Bank'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 Aareal Bank is operating at the current time. Most of Aareal Bank's value examination focuses on studying past and present price action to predict the probability of Aareal Bank's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Aareal Bank's price. Additionally, you may evaluate how the addition of Aareal Bank to your portfolios can decrease your overall portfolio volatility.
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Aareal Bank technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Aareal Bank technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Aareal Bank trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...