AIA Group (Germany) Market Value
| 7A2 Stock | EUR 7.51 0.06 0.81% |
| Symbol | AIA |
AIA Group '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 AIA Group'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 AIA Group.
| 03/21/2025 |
| 07/19/2025 |
If you would invest 0.00 in AIA Group on March 21, 2025 and sell it all today you would earn a total of 0.00 from holding AIA Group Limited or generate 0.0% return on investment in AIA Group over 120 days. AIA Group is related to or competes with Gaming, Hyster Yale, Archer Materials, IBU Tec, Yokohama Rubber, and NEWELL RUBBERMAID. The company offers life, medical, accident protection, critical illness protection, and disability income protection ins... More
AIA Group 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 AIA Group'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 AIA Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.1064 | |||
| Maximum Drawdown | 11.43 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 3.88 |
AIA Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AIA Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIA Group's standard deviation. In reality, there are many statistical measures that can use AIA Group historical prices to predict the future AIA Group's volatility.| Risk Adjusted Performance | 0.165 | |||
| Jensen Alpha | 0.3668 | |||
| Total Risk Alpha | 0.0569 | |||
| Sortino Ratio | 0.0996 | |||
| Treynor Ratio | (21.19) |
AIA Group Limited Backtested Returns
AIA Group appears to be somewhat reliable, given 3 months investment horizon. AIA Group Limited retains Efficiency (Sharpe Ratio) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for AIA Group, which you can use to evaluate the volatility of the firm. Please makes use of AIA Group's market risk adjusted performance of (21.18), and Coefficient Of Variation of 586.58 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AIA Group holds a performance score of 14. The firm owns a Beta (Systematic Risk) of -0.0172, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AIA Group are expected to decrease at a much lower rate. During the bear market, AIA Group is likely to outperform the market. Please check AIA Group's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether AIA Group's current price history will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
AIA Group Limited has modest reverse predictability. Overlapping area represents the amount of predictability between AIA Group time series from 21st of March 2025 to 20th of May 2025 and 20th of May 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AIA Group Limited price movement. The serial correlation of -0.43 indicates that just about 43.0% of current AIA Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
AIA Group Limited lagged returns against current returns
Autocorrelation, which is AIA Group 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 AIA Group's stock expected returns. We can calculate the autocorrelation of AIA Group returns to help us make a trade decision. For example, suppose you find that AIA Group 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 |
AIA Group 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 AIA Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIA Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIA Group stock over time.
Current vs Lagged Prices |
| Timeline |
AIA Group Lagged Returns
When evaluating AIA Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIA Group stock have on its future price. AIA Group 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, AIA Group autocorrelation shows the relationship between AIA Group stock current value and its past values and can show if there is a momentum factor associated with investing in AIA Group Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AIA Stock
AIA Group financial ratios help investors to determine whether AIA 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 AIA with respect to the benefits of owning AIA Group security.