ALLFUNDS GROUP (Germany) Market Value
| 6UY Stock | EUR 4.95 0.12 2.48% |
| Symbol | ALLFUNDS |
ALLFUNDS GROUP '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 ALLFUNDS GROUP'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 ALLFUNDS GROUP.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in ALLFUNDS GROUP on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding ALLFUNDS GROUP EO 0025 or generate 0.0% return on investment in ALLFUNDS GROUP over 30 days. ALLFUNDS GROUP is related to or competes with PennantPark Investment, PennyMac Mortgage, MGIC INVESTMENT, Home Depot, HK Electric, FIRST SAVINGS, and SLR Investment. Allfunds Group plc provides B2B WealthTech platforms connecting fund houses and distributors More
ALLFUNDS GROUP 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 ALLFUNDS GROUP'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 ALLFUNDS GROUP EO 0025 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.63 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 2.48 |
ALLFUNDS GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALLFUNDS GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALLFUNDS GROUP's standard deviation. In reality, there are many statistical measures that can use ALLFUNDS GROUP historical prices to predict the future ALLFUNDS GROUP's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 0.3426 |
ALLFUNDS GROUP EO Backtested Returns
ALLFUNDS GROUP EO secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of return volatility over the last 3 months. ALLFUNDS GROUP EO 0025 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ALLFUNDS GROUP's Coefficient Of Variation of (4,549), risk adjusted performance of (0.01), and Mean Deviation of 1.4 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ALLFUNDS GROUP are expected to decrease at a much lower rate. During the bear market, ALLFUNDS GROUP is likely to outperform the market. At this point, ALLFUNDS GROUP EO has a negative expected return of -0.21%. Please make sure to confirm ALLFUNDS GROUP's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if ALLFUNDS GROUP EO performance from the past will be repeated in the future.
Auto-correlation | -0.04 |
Very weak reverse predictability
ALLFUNDS GROUP EO 0025 has very weak reverse predictability. Overlapping area represents the amount of predictability between ALLFUNDS GROUP time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 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 ALLFUNDS GROUP EO price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current ALLFUNDS GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ALLFUNDS GROUP EO lagged returns against current returns
Autocorrelation, which is ALLFUNDS GROUP 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 ALLFUNDS GROUP's stock expected returns. We can calculate the autocorrelation of ALLFUNDS GROUP returns to help us make a trade decision. For example, suppose you find that ALLFUNDS GROUP 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 |
ALLFUNDS GROUP 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 ALLFUNDS GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALLFUNDS GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALLFUNDS GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
ALLFUNDS GROUP Lagged Returns
When evaluating ALLFUNDS GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALLFUNDS GROUP stock have on its future price. ALLFUNDS GROUP 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, ALLFUNDS GROUP autocorrelation shows the relationship between ALLFUNDS GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in ALLFUNDS GROUP EO 0025.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ALLFUNDS Stock
ALLFUNDS GROUP financial ratios help investors to determine whether ALLFUNDS 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 ALLFUNDS with respect to the benefits of owning ALLFUNDS GROUP security.