Alior Bank (Germany) Market Value
| A6O Stock | EUR 26.57 0.40 1.53% |
| Symbol | Alior |
Alior 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 Alior 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 Alior Bank.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Alior Bank on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Alior Bank SA or generate 0.0% return on investment in Alior Bank over 30 days. Alior Bank is related to or competes with Stewart Information, DATAGROUP, ANTA Sports, ATON GREEN, Universal Display, and Data#3. Alior Bank S.A. provides banking products and services to individuals, businesses, and enterprises in Poland More
Alior 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 Alior 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 Alior Bank SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.0243 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.12 |
Alior Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alior Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alior Bank's standard deviation. In reality, there are many statistical measures that can use Alior Bank historical prices to predict the future Alior Bank's volatility.| Risk Adjusted Performance | 0.0644 | |||
| Jensen Alpha | 0.1006 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0259 | |||
| Treynor Ratio | 0.4356 |
Alior Bank SA Backtested Returns
At this point, Alior Bank is very steady. Alior Bank SA secures Sharpe Ratio (or Efficiency) of 0.0773, which signifies that the company had a 0.0773 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Alior Bank SA, which you can use to evaluate the volatility of the firm. Please confirm Alior Bank's Risk Adjusted Performance of 0.0644, downside deviation of 1.6, and Mean Deviation of 1.32 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Alior Bank has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alior Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alior Bank is expected to be smaller as well. Alior Bank SA right now shows a risk of 1.7%. Please confirm Alior Bank SA downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Alior Bank SA will be following its price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
Alior Bank SA has modest reverse predictability. Overlapping area represents the amount of predictability between Alior Bank time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alior Bank SA price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Alior Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Alior Bank SA lagged returns against current returns
Autocorrelation, which is Alior 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 Alior Bank's stock expected returns. We can calculate the autocorrelation of Alior Bank returns to help us make a trade decision. For example, suppose you find that Alior 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 |
Alior 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 Alior Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alior Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alior Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Alior Bank Lagged Returns
When evaluating Alior Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alior Bank stock have on its future price. Alior 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, Alior Bank autocorrelation shows the relationship between Alior Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Alior Bank SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Alior Stock
Alior Bank financial ratios help investors to determine whether Alior 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 Alior with respect to the benefits of owning Alior Bank security.