Admiral Group's market value is the price at which a share of Admiral Group trades on a public exchange. It measures the collective expectations of Admiral Group plc investors about its performance. Admiral Group is trading at 38.72 as of the 23rd of July 2025. This is a 0.31 percent increase since the beginning of the trading day. The stock's lowest day price was 38.72. With this module, you can estimate the performance of a buy and hold strategy of Admiral Group plc and determine expected loss or profit from investing in Admiral Group over a given investment horizon. Check out Admiral Group Correlation, Admiral Group Volatility and Admiral Group Alpha and Beta module to complement your research on Admiral Group.
Please note, there is a significant difference between Admiral Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Admiral Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Admiral Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Admiral 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 Admiral 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 Admiral Group.
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04/24/2025
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In 3 months and 1 day
07/23/2025
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If you would invest 0.00 in Admiral Group on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Admiral Group plc or generate 0.0% return on investment in Admiral Group over 90 days. Admiral Group is related to or competes with X-FAB Silicon, MARKET VECTR, Silicon Motion, H2O Retailing, Burlington Stores, Nissan Chemical, and PICKN PAY. Admiral Group plc provides car insurance products primarily in the United Kingdom, Spain, Italy, France, and the United ... More
Admiral 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 Admiral 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 Admiral Group plc upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Admiral Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Admiral Group's standard deviation. In reality, there are many statistical measures that can use Admiral Group historical prices to predict the future Admiral Group's volatility.
At this point, Admiral Group is out of control. Admiral Group plc secures Sharpe Ratio (or Efficiency) of 0.0908, which signifies that the company had a 0.0908 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Admiral Group plc, which you can use to evaluate the volatility of the firm. Please confirm Admiral Group's Risk Adjusted Performance of 0.0829, downside deviation of 1.04, and Mean Deviation of 0.7955 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Admiral Group has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Admiral Group are expected to decrease at a much lower rate. During the bear market, Admiral Group is likely to outperform the market. Admiral Group plc right now shows a risk of 1.13%. Please confirm Admiral Group plc maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Admiral Group plc will be following its price patterns.
Auto-correlation
-0.58
Good reverse predictability
Admiral Group plc has good reverse predictability. Overlapping area represents the amount of predictability between Admiral Group 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 Admiral Group plc price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Admiral Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.58
Spearman Rank Test
-0.61
Residual Average
0.0
Price Variance
0.44
Admiral Group plc lagged returns against current returns
Autocorrelation, which is Admiral 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 Admiral Group's stock expected returns. We can calculate the autocorrelation of Admiral Group returns to help us make a trade decision. For example, suppose you find that Admiral 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
Admiral 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 Admiral Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Admiral Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Admiral Group stock over time.
Current vs Lagged Prices
Timeline
Admiral Group Lagged Returns
When evaluating Admiral Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Admiral Group stock have on its future price. Admiral 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, Admiral Group autocorrelation shows the relationship between Admiral Group stock current value and its past values and can show if there is a momentum factor associated with investing in Admiral Group plc.
Admiral Group financial ratios help investors to determine whether Admiral 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 Admiral with respect to the benefits of owning Admiral Group security.