Aimia Srs 1 Preferred Stock Market Value
| AIM-PA Preferred Stock | CAD 19.60 0.29 1.46% |
| Symbol | Aimia |
Aimia Srs '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 Aimia Srs' preferred 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 Aimia Srs.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Aimia Srs on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Aimia Srs 1 or generate 0.0% return on investment in Aimia Srs over 90 days. Aimia Srs is related to or competes with Aimia Pref, Canaccord Genuity, Canaccord Genuity, and First National. Aimia Inc., through its subsidiaries, operates as a data-driven marketing and loyalty analytics company worldwide More
Aimia Srs 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 Aimia Srs' preferred 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 Aimia Srs 1 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0811 | |||
| Maximum Drawdown | 13.57 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 2.29 |
Aimia Srs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aimia Srs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aimia Srs' standard deviation. In reality, there are many statistical measures that can use Aimia Srs historical prices to predict the future Aimia Srs' volatility.| Risk Adjusted Performance | 0.1622 | |||
| Jensen Alpha | 0.2843 | |||
| Total Risk Alpha | 0.0366 | |||
| Sortino Ratio | 0.055 | |||
| Treynor Ratio | (1.42) |
Aimia Srs 1 Backtested Returns
Aimia Srs appears to be very steady, given 3 months investment horizon. Aimia Srs 1 secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aimia Srs 1, which you can use to evaluate the volatility of the firm. Please makes use of Aimia Srs' Mean Deviation of 0.761, risk adjusted performance of 0.1622, and Downside Deviation of 2.36 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aimia Srs holds a performance score of 13. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aimia Srs are expected to decrease at a much lower rate. During the bear market, Aimia Srs is likely to outperform the market. Please check Aimia Srs' jensen alpha, potential upside, daily balance of power, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Aimia Srs' price patterns will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
Aimia Srs 1 has poor reverse predictability. Overlapping area represents the amount of predictability between Aimia Srs time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Aimia Srs 1 price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Aimia Srs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Aimia Srs 1 lagged returns against current returns
Autocorrelation, which is Aimia Srs preferred 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 Aimia Srs' preferred stock expected returns. We can calculate the autocorrelation of Aimia Srs returns to help us make a trade decision. For example, suppose you find that Aimia Srs has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Aimia Srs 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 Aimia Srs preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aimia Srs preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aimia Srs preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Aimia Srs Lagged Returns
When evaluating Aimia Srs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aimia Srs preferred stock have on its future price. Aimia Srs 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, Aimia Srs autocorrelation shows the relationship between Aimia Srs preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Aimia Srs 1.
Regressed Prices |
| Timeline |
Pair Trading with Aimia Srs
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 Aimia Srs 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 Aimia Srs will appreciate offsetting losses from the drop in the long position's value.Moving together with Aimia Preferred Stock
Moving against Aimia Preferred Stock
The ability to find closely correlated positions to Aimia Srs could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Aimia Srs 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 Aimia Srs - 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 Aimia Srs 1 to buy it.
The correlation of Aimia Srs 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 Aimia Srs moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aimia Srs 1 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 Aimia Srs 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.Other Information on Investing in Aimia Preferred Stock
Aimia Srs financial ratios help investors to determine whether Aimia Preferred 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 Aimia with respect to the benefits of owning Aimia Srs security.