AOYAMA TRADING (Germany) Market Value
| 9B7 Stock | EUR 14.10 0.10 0.71% |
| Symbol | AOYAMA |
AOYAMA TRADING '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 AOYAMA TRADING'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 AOYAMA TRADING.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in AOYAMA TRADING on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding AOYAMA TRADING or generate 0.0% return on investment in AOYAMA TRADING over 360 days. AOYAMA TRADING is related to or competes with CVW CLEANTECH, Brockhaus Capital, SOFI TECHNOLOGIES, Cardinal Health, Uber Technologies, Cleanaway Waste, and RCM TECHNOLOGIES. Aoyama Trading Co., Ltd. engages in business wear, casual wear, credit card, printing and media, sundry sales, repair se... More
AOYAMA TRADING 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 AOYAMA TRADING'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 AOYAMA TRADING upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.1459 | |||
| Maximum Drawdown | 35.35 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 4.96 |
AOYAMA TRADING Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AOYAMA TRADING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AOYAMA TRADING's standard deviation. In reality, there are many statistical measures that can use AOYAMA TRADING historical prices to predict the future AOYAMA TRADING's volatility.| Risk Adjusted Performance | 0.1425 | |||
| Jensen Alpha | 0.8609 | |||
| Total Risk Alpha | 0.0297 | |||
| Sortino Ratio | 0.4343 | |||
| Treynor Ratio | (1.85) |
AOYAMA TRADING Backtested Returns
AOYAMA TRADING appears to be somewhat reliable, given 3 months investment horizon. AOYAMA TRADING secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of volatility over the last 3 months. By analyzing AOYAMA TRADING's technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please makes use of AOYAMA TRADING's mean deviation of 1.87, and Risk Adjusted Performance of 0.1425 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AOYAMA TRADING holds a performance score of 14. The firm shows a Beta (market volatility) of -0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AOYAMA TRADING are expected to decrease at a much lower rate. During the bear market, AOYAMA TRADING is likely to outperform the market. Please check AOYAMA TRADING's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether AOYAMA TRADING's price patterns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
AOYAMA TRADING has insignificant predictability. Overlapping area represents the amount of predictability between AOYAMA TRADING time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 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 AOYAMA TRADING price movement. The serial correlation of 0.11 indicates that less than 11.0% of current AOYAMA TRADING price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
AOYAMA TRADING lagged returns against current returns
Autocorrelation, which is AOYAMA TRADING 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 AOYAMA TRADING's stock expected returns. We can calculate the autocorrelation of AOYAMA TRADING returns to help us make a trade decision. For example, suppose you find that AOYAMA TRADING 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 |
AOYAMA TRADING 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 AOYAMA TRADING stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AOYAMA TRADING stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AOYAMA TRADING stock over time.
Current vs Lagged Prices |
| Timeline |
AOYAMA TRADING Lagged Returns
When evaluating AOYAMA TRADING's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AOYAMA TRADING stock have on its future price. AOYAMA TRADING 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, AOYAMA TRADING autocorrelation shows the relationship between AOYAMA TRADING stock current value and its past values and can show if there is a momentum factor associated with investing in AOYAMA TRADING.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AOYAMA Stock
AOYAMA TRADING financial ratios help investors to determine whether AOYAMA Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in AOYAMA with respect to the benefits of owning AOYAMA TRADING security.