Ally Financial (UK) Market Value
| 0HD0 Stock | 37.94 0.89 2.40% |
| Symbol | Ally |
Ally Financial '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 Ally Financial'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 Ally Financial.
| 11/18/2024 |
| 02/16/2025 |
If you would invest 0.00 in Ally Financial on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Ally Financial or generate 0.0% return on investment in Ally Financial over 90 days. Ally Financial is related to or competes with Waste Management, Jupiter Fund, Coor Service, Young Cos, CVS Health, Cardinal Health, and National Beverage. Ally Financial is entity of United Kingdom More
Ally Financial 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 Ally Financial'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 Ally Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.49 | |||
| Information Ratio | 0.0496 | |||
| Maximum Drawdown | 92.39 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 4.19 |
Ally Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ally Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ally Financial's standard deviation. In reality, there are many statistical measures that can use Ally Financial historical prices to predict the future Ally Financial's volatility.| Risk Adjusted Performance | 0.0452 | |||
| Jensen Alpha | 0.6171 | |||
| Total Risk Alpha | 0.6008 | |||
| Sortino Ratio | 0.0826 | |||
| Treynor Ratio | 0.2135 |
Ally Financial Backtested Returns
Ally Financial appears to be somewhat reliable, given 3 months investment horizon. Ally Financial secures Sharpe Ratio (or Efficiency) of 0.0601, which signifies that the company had a 0.0601 % return per unit of risk over the last 3 months. By analyzing Ally Financial's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please makes use of Ally Financial's Mean Deviation of 3.53, downside deviation of 7.49, and Risk Adjusted Performance of 0.0452 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ally Financial holds a performance score of 4. The firm shows a Beta (market volatility) of 2.91, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ally Financial will likely underperform. Please check Ally Financial's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Ally Financial's price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Ally Financial has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ally Financial time series from 18th of November 2024 to 2nd of January 2025 and 2nd of January 2025 to 16th of February 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 Ally Financial price movement. The serial correlation of -0.19 indicates that over 19.0% of current Ally Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 10.89 |
Ally Financial lagged returns against current returns
Autocorrelation, which is Ally Financial 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 Ally Financial's stock expected returns. We can calculate the autocorrelation of Ally Financial returns to help us make a trade decision. For example, suppose you find that Ally Financial 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 |
Ally Financial 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 Ally Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ally Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ally Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Ally Financial Lagged Returns
When evaluating Ally Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ally Financial stock have on its future price. Ally Financial 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, Ally Financial autocorrelation shows the relationship between Ally Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Ally Financial.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Ally Stock Analysis
When running Ally Financial's price analysis, check to measure Ally Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ally Financial is operating at the current time. Most of Ally Financial's value examination focuses on studying past and present price action to predict the probability of Ally Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ally Financial's price. Additionally, you may evaluate how the addition of Ally Financial to your portfolios can decrease your overall portfolio volatility.