Aviva Plc's market value is the price at which a share of Aviva Plc trades on a public exchange. It measures the collective expectations of Aviva plc investors about its performance. Aviva Plc is trading at 8.42 as of the 26th of July 2025. This is a 0.36 percent decrease since the beginning of the trading day. The stock's lowest day price was 8.42. With this module, you can estimate the performance of a buy and hold strategy of Aviva plc and determine expected loss or profit from investing in Aviva Plc over a given investment horizon. Check out Aviva Plc Correlation, Aviva Plc Volatility and Aviva Plc Alpha and Beta module to complement your research on Aviva Plc.
Please note, there is a significant difference between Aviva Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aviva Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aviva Plc'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.
Aviva Plc '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 Aviva Plc's pink sheet 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 Aviva Plc.
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04/27/2025
No Change 0.00
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In 3 months and 1 day
07/26/2025
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If you would invest 0.00 in Aviva Plc on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Aviva plc or generate 0.0% return on investment in Aviva Plc over 90 days. Aviva Plc is related to or competes with Ageas SANV, Assicurazioni Generali, Assicurazioni Generali, Athene Holding, AXA SA, Intesa Sanpaolo, and Legal General. Aviva plc provides various insurance, retirement, investment, and savings products in the United Kingdom, Ireland, Canad... More
Aviva Plc 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 Aviva Plc's pink sheet 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 Aviva 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 Aviva Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aviva Plc's standard deviation. In reality, there are many statistical measures that can use Aviva Plc historical prices to predict the future Aviva Plc's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Aviva Plc. Your research has to be compared to or analyzed against Aviva Plc's peers to derive any actionable benefits. When done correctly, Aviva Plc's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Aviva plc.
Aviva plc Backtested Returns
Aviva Plc appears to be not too volatile, given 3 months investment horizon. Aviva plc secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Aviva plc, which you can use to evaluate the volatility of the firm. Please makes use of Aviva Plc's Risk Adjusted Performance of 0.1577, mean deviation of 0.8853, and Standard Deviation of 1.89 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aviva Plc holds a performance score of 15. The firm shows a Beta (market volatility) of 0.048, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aviva Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aviva Plc is expected to be smaller as well. Please check Aviva Plc's information ratio, kurtosis, period momentum indicator, as well as the relationship between the treynor ratio and day median price , to make a quick decision on whether Aviva Plc's price patterns will revert.
Auto-correlation
0.61
Good predictability
Aviva plc has good predictability. Overlapping area represents the amount of predictability between Aviva Plc time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th 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 Aviva plc price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Aviva Plc price fluctuation can be explain by its past prices.
Correlation Coefficient
0.61
Spearman Rank Test
0.95
Residual Average
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Price Variance
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Aviva plc lagged returns against current returns
Autocorrelation, which is Aviva Plc pink sheet'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 Aviva Plc's pink sheet expected returns. We can calculate the autocorrelation of Aviva Plc returns to help us make a trade decision. For example, suppose you find that Aviva Plc has exhibited high autocorrelation historically, and you observe that the pink sheet 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
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Aviva Plc 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 Aviva Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aviva Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aviva Plc pink sheet over time.
Current vs Lagged Prices
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Aviva Plc Lagged Returns
When evaluating Aviva Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aviva Plc pink sheet have on its future price. Aviva Plc 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, Aviva Plc autocorrelation shows the relationship between Aviva Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aviva plc.
Other Information on Investing in Aviva Pink Sheet
Aviva Plc financial ratios help investors to determine whether Aviva Pink Sheet 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 Aviva with respect to the benefits of owning Aviva Plc security.