Aimia Pref C Preferred Stock Market Value
| AIM-PC Preferred Stock | CAD 20.00 0.10 0.50% |
| Symbol | Aimia |
Aimia Pref '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 Pref's 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 Pref.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Aimia Pref on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Aimia Pref C or generate 0.0% return on investment in Aimia Pref over 90 days. Aimia Pref is related to or competes with Aimia, Aimia Srs, Allfunds, and Great Elm. Aimia Inc., through its subsidiaries, operates as a data-driven marketing and loyalty analytics company worldwide More
Aimia Pref 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 Pref's 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 Pref C upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6545 | |||
| Information Ratio | 0.1557 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 2.03 |
Aimia Pref Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aimia Pref's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aimia Pref's standard deviation. In reality, there are many statistical measures that can use Aimia Pref historical prices to predict the future Aimia Pref's volatility.| Risk Adjusted Performance | 0.311 | |||
| Jensen Alpha | 0.2468 | |||
| Total Risk Alpha | 0.1431 | |||
| Sortino Ratio | 0.1867 | |||
| Treynor Ratio | 5.36 |
Aimia Pref C Backtested Returns
Aimia Pref appears to be very steady, given 3 months investment horizon. Aimia Pref C secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the company had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aimia Pref C, which you can use to evaluate the volatility of the firm. Please makes use of Aimia Pref's Risk Adjusted Performance of 0.311, mean deviation of 0.5322, and Coefficient Of Variation of 298.48 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aimia Pref holds a performance score of 28. The firm shows a Beta (market volatility) of 0.0472, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aimia Pref's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aimia Pref is expected to be smaller as well. Please check Aimia Pref's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Aimia Pref's price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Aimia Pref C has very good predictability. Overlapping area represents the amount of predictability between Aimia Pref time series from 20th of April 2025 to 4th of June 2025 and 4th of June 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 Aimia Pref C price movement. The serial correlation of 0.81 indicates that around 81.0% of current Aimia Pref price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Aimia Pref C lagged returns against current returns
Autocorrelation, which is Aimia Pref 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 Pref's preferred stock expected returns. We can calculate the autocorrelation of Aimia Pref returns to help us make a trade decision. For example, suppose you find that Aimia Pref 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 Pref 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 Pref preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aimia Pref 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 Pref preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Aimia Pref Lagged Returns
When evaluating Aimia Pref's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aimia Pref preferred stock have on its future price. Aimia Pref 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 Pref autocorrelation shows the relationship between Aimia Pref preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Aimia Pref C.
Regressed Prices |
| Timeline |
Pair Trading with Aimia Pref
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 Pref 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 Pref will appreciate offsetting losses from the drop in the long position's value.Moving together with Aimia Preferred Stock
Moving against Aimia Preferred Stock
| 0.89 | BRK | Berkshire Hathaway CDR | PairCorr |
| 0.89 | BRK | Berkshire Hathaway CDR | PairCorr |
| 0.54 | UNH | UnitedHealth Group CDR | PairCorr |
The ability to find closely correlated positions to Aimia Pref 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 Pref 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 Pref - 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 Pref C to buy it.
The correlation of Aimia Pref 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 Pref moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aimia Pref C 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 Pref 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 Pref 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 Pref security.