AES (Brazil) Market Value
| A1ES34 Stock | BRL 76.32 0.42 0.55% |
| Symbol | AES |
AES '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 AES'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 AES.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in AES on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding The AES or generate 0.0% return on investment in AES over 90 days. AES is related to or competes with UnitedHealth Group, Metalfrio Solutions, Salesforce, HCA Healthcare,, Taiwan Semiconductor, Monster Beverage, and Planet Fitness. The AES Corporation operates as a diversified power generation and utility company More
AES 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 AES'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 The AES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.97 | |||
| Information Ratio | 0.0862 | |||
| Maximum Drawdown | 18.38 | |||
| Value At Risk | (5.43) | |||
| Potential Upside | 5.9 |
AES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AES's standard deviation. In reality, there are many statistical measures that can use AES historical prices to predict the future AES's volatility.| Risk Adjusted Performance | 0.1357 | |||
| Jensen Alpha | 0.6202 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0813 | |||
| Treynor Ratio | (1.18) |
AES Backtested Returns
AES appears to be very steady, given 3 months investment horizon. AES secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of standard deviation over the last 3 months. By analyzing AES's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of AES's Mean Deviation of 2.52, semi deviation of 2.86, and Risk Adjusted Performance of 0.1357 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AES holds a performance score of 11. The firm shows a Beta (market volatility) of -0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AES are expected to decrease at a much lower rate. During the bear market, AES is likely to outperform the market. Please check AES's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether AES's price patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
The AES has modest reverse predictability. Overlapping area represents the amount of predictability between AES time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 AES price movement. The serial correlation of -0.46 indicates that about 46.0% of current AES price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 43.8 |
AES lagged returns against current returns
Autocorrelation, which is AES 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 AES's stock expected returns. We can calculate the autocorrelation of AES returns to help us make a trade decision. For example, suppose you find that AES 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 |
AES 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 AES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AES stock over time.
Current vs Lagged Prices |
| Timeline |
AES Lagged Returns
When evaluating AES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AES stock have on its future price. AES 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, AES autocorrelation shows the relationship between AES stock current value and its past values and can show if there is a momentum factor associated with investing in The AES.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in AES Stock
When determining whether AES is a strong investment it is important to analyze AES's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact AES's future performance. For an informed investment choice regarding AES Stock, refer to the following important reports:Check out AES Correlation, AES Volatility and AES Alpha and Beta module to complement your research on AES. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
AES technical 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.