Aareal Bank Ag Stock Market Value
| AAALY Stock | USD 34.65 0.00 0.00% |
| Symbol | Aareal |
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 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 Aareal Bank.
| 10/18/2023 |
| 04/15/2024 |
If you would invest 0.00 in Aareal Bank on October 18, 2023 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 180 days. Aareal Bank is related to or competes with First Citizens, and Western Alliance. 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 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 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, anticipate that 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.
Aareal Bank AG Backtested Returns
We have found three technical indicators for Aareal Bank AG, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Aareal Bank are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Aareal Bank AG has no correlation between past and present. Overlapping area represents the amount of predictability between Aareal Bank time series from 18th of October 2023 to 16th of January 2024 and 16th of January 2024 to 15th of April 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 Aareal Bank AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Aareal Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aareal Bank AG lagged returns against current returns
Autocorrelation, which is Aareal Bank 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 Aareal Bank's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aareal Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aareal Bank pink sheet over time.
Current vs Lagged Prices |
| 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aareal Bank AG.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Aareal Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Aareal Bank's short interest history, or implied volatility extrapolated from Aareal Bank options trading.
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.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 instruments. 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.Check out Aareal Bank Correlation, Aareal Bank Volatility and Aareal Bank Alpha and Beta module to complement your research on Aareal Bank. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Aareal Pink Sheet analysis
When running Aareal Bank's 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 the 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 pink sheet 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, pink sheet market cycles, or different charting patterns.