Grupo Aval Acciones y Valores S.A. (AVAL)

Trade Timeline

Risk Factors

• •Fundamental quality is low (Quality Score 20/100, Tier 4), so adverse news or macro shocks can overwhelm the small dividend and short-term edge.
• •Dividend amount is very small ($0.0092, ~0.22% of price), so most of the expected 1.02% return must come from price behavior, not income.
• •Volatility is elevated (14-day ATR 2.74%), implying daily swings that can easily exceed the dividend and modeled edge, increasing mark-to-market risk.
• •Historical win rates, while slightly favorable, are modest: 59.2% for the recommended 1d-before / 14d-after strategy and 56–60% across other windows, leaving a meaningful chance of loss on any single trade.
• •Medium confidence level and low Long-Term Score (20/100) mean the edge is likely statistical and fragile, not backed by strong fundamentals.

Action Checklist

• 1.Confirm the ex-dividend date (2025-12-31) and ensure trading calendar alignment.
• 2.If pursuing a capture trade, plan entry for ~1 trading day before ex-date (around 2025-12-30), and use limit orders to avoid overpaying in a volatile name (ATR 2.74%).
• 3.Size the position conservatively given low quality (20/100, Tier 4) and only medium historical edge (59.2% win rate, 1.02% expected return).
• 4.Monitor price around ex-date to see how much of the $0.0092 dividend drop is quickly recovered; consider tightening stops if volatility spikes.
• 5.Target exit about 14 days after ex-date (around 2026-01-14) or earlier if the trade exceeds the modeled 1.02% expected return.
• 6.Do not treat AVAL as a core dividend holding; if held beyond the capture window, reassess based on broader portfolio quality and income needs.