AOZORA BANK (Germany) Market Value
| AON0 Stock | 3.18 0.04 1.27% |
| 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.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in AOZORA BANK on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding AOZORA BANK LTD or generate 0.0% return on investment in AOZORA BANK over 90 days. AOZORA BANK is related to or competes with GOLDGROUP MINING, GREENX METALS, CapitaLand Investment, Harmony Gold, Keck Seng, Virtus Investment, and AOYAMA TRADING. 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 LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.8 | |||
| Information Ratio | 0.0475 | |||
| Maximum Drawdown | 10.35 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.76 |
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 | 0.095 | |||
| Jensen Alpha | 0.1493 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0481 | |||
| Treynor Ratio | 0.4487 |
AOZORA BANK LTD Backtested Returns
At this point, AOZORA BANK is slightly risky. AOZORA BANK LTD secures Sharpe Ratio (or Efficiency) of 0.0979, which signifies that the company had a 0.0979 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for AOZORA BANK LTD, which you can use to evaluate the volatility of the firm. Please confirm AOZORA BANK's risk adjusted performance of 0.095, and Mean Deviation of 1.28 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. AOZORA BANK has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, 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. AOZORA BANK LTD currently shows a risk of 1.83%. Please confirm AOZORA BANK LTD value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if AOZORA BANK LTD will be following its price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
AOZORA BANK LTD has weak reverse predictability. Overlapping area represents the amount of predictability between AOZORA BANK time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 LTD price movement. The serial correlation of -0.22 indicates that over 22.0% of current AOZORA BANK price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
AOZORA BANK LTD 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 LTD.
Regressed Prices |
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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.