Aozora Bank (Germany) Market Value
| AON Stock | EUR 13.20 0.20 1.54% |
| Symbol | Aozora |
Aozora Bank '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 Aozora Bank'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 Aozora Bank.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Aozora Bank on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Aozora Bank or generate 0.0% return on investment in Aozora Bank over 90 days. Aozora Bank is related to or competes with JPMorgan Chase, Agricultural Bank, Bank of China, and Commonwealth Bank. Aozora Bank, Ltd., together with its subsidiaries, provides various banking products and services in Japan and internati... More
Aozora Bank 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 Aozora Bank'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 Aozora Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.0688 | |||
| Maximum Drawdown | 10.03 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.51 |
Aozora Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aozora Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aozora Bank's standard deviation. In reality, there are many statistical measures that can use Aozora Bank historical prices to predict the future Aozora Bank's volatility.| Risk Adjusted Performance | 0.1153 | |||
| Jensen Alpha | 0.1619 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.068 | |||
| Treynor Ratio | 0.3833 |
Aozora Bank Backtested Returns
Aozora Bank appears to be not too volatile, given 3 months investment horizon. Aozora Bank secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aozora Bank, which you can use to evaluate the volatility of the firm. Please makes use of Aozora Bank's Mean Deviation of 1.27, downside deviation of 1.71, and Risk Adjusted Performance of 0.1153 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aozora Bank holds a performance score of 10. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aozora Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aozora Bank is expected to be smaller as well. Please check Aozora Bank's maximum drawdown, semi variance, daily balance of power, as well as the relationship between the potential upside and skewness , to make a quick decision on whether Aozora Bank's price patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Aozora Bank has insignificant reverse predictability. Overlapping area represents the amount of predictability between Aozora Bank time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Aozora Bank price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Aozora Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Aozora Bank lagged returns against current returns
Autocorrelation, which is Aozora Bank 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 Aozora Bank's stock expected returns. We can calculate the autocorrelation of Aozora Bank returns to help us make a trade decision. For example, suppose you find that Aozora Bank 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 |
Aozora Bank 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 Aozora Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aozora Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aozora Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Aozora Bank Lagged Returns
When evaluating Aozora Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aozora Bank stock have on its future price. Aozora Bank 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, Aozora Bank autocorrelation shows the relationship between Aozora Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Aozora Bank.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aozora Stock
Aozora Bank financial ratios help investors to determine whether Aozora 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 Aozora with respect to the benefits of owning Aozora Bank security.