Aenza SAA (Peru) Market Value
| AENZAC1 Stock | 0.25 0.01 4.17% |
| Symbol | Aenza |
Please note, there is a significant difference between Aenza SAA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aenza SAA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aenza SAA'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.
Aenza SAA '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 Aenza SAA'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 Aenza SAA.
| 05/26/2025 |
| 08/24/2025 |
If you would invest 0.00 in Aenza SAA on May 26, 2025 and sell it all today you would earn a total of 0.00 from holding Aenza SAA or generate 0.0% return on investment in Aenza SAA over 90 days. More
Aenza SAA 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 Aenza SAA'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 Aenza SAA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 16.67 | |||
| Value At Risk | (3.85) |
Aenza SAA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aenza SAA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aenza SAA's standard deviation. In reality, there are many statistical measures that can use Aenza SAA historical prices to predict the future Aenza SAA's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.86) | |||
| Treynor Ratio | 1.46 |
Aenza SAA Backtested Returns
Aenza SAA 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. Aenza SAA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aenza SAA's Standard Deviation of 2.63, risk adjusted performance of (0.14), and Mean Deviation of 1.16 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aenza SAA are expected to decrease at a much lower rate. During the bear market, Aenza SAA is likely to outperform the market. At this point, Aenza SAA has a negative expected return of -0.32%. Please make sure to confirm Aenza SAA's total risk alpha, as well as the relationship between the daily balance of power and price action indicator , to decide if Aenza SAA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Aenza SAA has poor predictability. Overlapping area represents the amount of predictability between Aenza SAA time series from 26th of May 2025 to 10th of July 2025 and 10th of July 2025 to 24th 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 Aenza SAA price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Aenza SAA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aenza SAA lagged returns against current returns
Autocorrelation, which is Aenza SAA 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 Aenza SAA's stock expected returns. We can calculate the autocorrelation of Aenza SAA returns to help us make a trade decision. For example, suppose you find that Aenza SAA 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 |
Aenza SAA 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 Aenza SAA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aenza SAA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aenza SAA stock over time.
Current vs Lagged Prices |
| Timeline |
Aenza SAA Lagged Returns
When evaluating Aenza SAA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aenza SAA stock have on its future price. Aenza SAA 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, Aenza SAA autocorrelation shows the relationship between Aenza SAA stock current value and its past values and can show if there is a momentum factor associated with investing in Aenza SAA.
Regressed Prices |
| Timeline |
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Aenza SAA financial ratios help investors to determine whether Aenza 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 Aenza with respect to the benefits of owning Aenza SAA security.