Anheuser Busch (Belgium) Market Value
| ABI Stock | EUR 56.10 0.64 1.15% |
| Symbol | Anheuser |
Anheuser Busch '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 Anheuser Busch's 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 Anheuser Busch.
| 06/21/2023 |
| 06/15/2024 |
If you would invest 0.00 in Anheuser Busch on June 21, 2023 and sell it all today you would earn a total of 0.00 from holding Anheuser Busch Inbev or generate 0.0% return on investment in Anheuser Busch over 360 days. Anheuser Busch is related to or competes with Sofina Socit, Ackermans Van, Melexis NV, and DIeteren Group. Anheuser-Busch InBev SANV engages in the production, distribution, and sale of beer, alcoholic beverages, and soft drink... More
Anheuser Busch 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 Anheuser Busch's 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 Anheuser Busch Inbev upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.35 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.51 |
Anheuser Busch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anheuser Busch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anheuser Busch's standard deviation. In reality, there are many statistical measures that can use Anheuser Busch historical prices to predict the future Anheuser Busch's volatility.| Risk Adjusted Performance | (0.0005) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0035 | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anheuser Busch'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.
Anheuser Busch Inbev Backtested Returns
We consider Anheuser Busch very steady. Anheuser Busch Inbev secures Sharpe Ratio (or Efficiency) of 0.0542, which signifies that the company had a 0.0542% return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for Anheuser Busch Inbev, which you can use to evaluate the volatility of the firm. Please confirm Anheuser Busch's mean deviation of 0.8094, and Risk Adjusted Performance of (0.0005) to double-check if the risk estimate we provide is consistent with the expected return of 0.0547%. Anheuser Busch has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anheuser Busch's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anheuser Busch is expected to be smaller as well. Anheuser Busch Inbev right now shows a risk of 1.01%. Please confirm Anheuser Busch Inbev jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Anheuser Busch Inbev will be following its price patterns.
Auto-correlation | 0.41 |
Average predictability
Anheuser Busch Inbev has average predictability. Overlapping area represents the amount of predictability between Anheuser Busch time series from 21st of June 2023 to 18th of December 2023 and 18th of December 2023 to 15th of June 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 Anheuser Busch Inbev price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Anheuser Busch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 3.67 |
Anheuser Busch Inbev lagged returns against current returns
Autocorrelation, which is Anheuser Busch 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 Anheuser Busch's stock expected returns. We can calculate the autocorrelation of Anheuser Busch returns to help us make a trade decision. For example, suppose you find that Anheuser Busch 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Anheuser Busch 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 Anheuser Busch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anheuser Busch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anheuser Busch stock over time.
Current vs Lagged Prices |
| Timeline |
Anheuser Busch Lagged Returns
When evaluating Anheuser Busch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anheuser Busch stock have on its future price. Anheuser Busch 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, Anheuser Busch autocorrelation shows the relationship between Anheuser Busch stock current value and its past values and can show if there is a momentum factor associated with investing in Anheuser Busch Inbev.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Tools for Anheuser Stock Analysis
When running Anheuser Busch's price analysis, check to measure Anheuser Busch'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 Anheuser Busch is operating at the current time. Most of Anheuser Busch's value examination focuses on studying past and present price action to predict the probability of Anheuser Busch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anheuser Busch's price. Additionally, you may evaluate how the addition of Anheuser Busch to your portfolios can decrease your overall portfolio volatility.