Aberdeen International Stock Market Value
| AAB Stock | CAD 0.03 0.01 25.00% |
| Symbol | Aberdeen |
Aberdeen International '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 Aberdeen International'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 Aberdeen International.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Aberdeen International on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Aberdeen International or generate 0.0% return on investment in Aberdeen International over 90 days. Aberdeen International is related to or competes with BlackRock Virginia, Black Iron, and St Augustine. Aberdeen International Inc. operates as a resource investment company and merchant bank focusing on small capitalization... More
Aberdeen International 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 Aberdeen International'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 Aberdeen International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0481 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Aberdeen International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aberdeen International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aberdeen International's standard deviation. In reality, there are many statistical measures that can use Aberdeen International historical prices to predict the future Aberdeen International's volatility.| Risk Adjusted Performance | 0.0537 | |||
| Jensen Alpha | 0.8679 | |||
| Total Risk Alpha | (0.79) | |||
| Treynor Ratio | (0.33) |
Aberdeen International Backtested Returns
Aberdeen International appears to be out of control, given 3 months investment horizon. Aberdeen International secures Sharpe Ratio (or Efficiency) of 0.0569, which signifies that the company had a 0.0569 % return per unit of standard deviation over the last 3 months. By analyzing Aberdeen International's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please makes use of Aberdeen International's risk adjusted performance of 0.0537, and Mean Deviation of 5.35 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aberdeen International holds a performance score of 4. The firm shows a Beta (market volatility) of -2.05, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Aberdeen International are expected to decrease by larger amounts. On the other hand, during market turmoil, Aberdeen International is expected to outperform it. Please check Aberdeen International's potential upside, day typical price, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Aberdeen International's price patterns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
Aberdeen International has modest reverse predictability. Overlapping area represents the amount of predictability between Aberdeen International time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th of August 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 Aberdeen International price movement. The serial correlation of -0.48 indicates that about 48.0% of current Aberdeen International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aberdeen International lagged returns against current returns
Autocorrelation, which is Aberdeen International 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 Aberdeen International's stock expected returns. We can calculate the autocorrelation of Aberdeen International returns to help us make a trade decision. For example, suppose you find that Aberdeen International 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 |
Aberdeen International 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 Aberdeen International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aberdeen International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aberdeen International stock over time.
Current vs Lagged Prices |
| Timeline |
Aberdeen International Lagged Returns
When evaluating Aberdeen International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aberdeen International stock have on its future price. Aberdeen International 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, Aberdeen International autocorrelation shows the relationship between Aberdeen International stock current value and its past values and can show if there is a momentum factor associated with investing in Aberdeen International.
Regressed Prices |
| Timeline |
Pair Trading with Aberdeen International
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 Aberdeen International 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 Aberdeen International will appreciate offsetting losses from the drop in the long position's value.Moving against Aberdeen Stock
The ability to find closely correlated positions to Aberdeen International could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Aberdeen International 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 Aberdeen International - 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 Aberdeen International to buy it.
The correlation of Aberdeen International 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 Aberdeen International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aberdeen International 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 Aberdeen International 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 Aberdeen Stock
Aberdeen International financial ratios help investors to determine whether Aberdeen 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 Aberdeen with respect to the benefits of owning Aberdeen International security.