AALBERTS IND (Germany) Market Value
| AACA Stock | 35.10 1.14 3.15% |
| Symbol | AALBERTS |
AALBERTS IND '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 AALBERTS IND'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 AALBERTS IND.
| 03/08/2023 |
| 02/25/2025 |
If you would invest 0.00 in AALBERTS IND on March 8, 2023 and sell it all today you would earn a total of 0.00 from holding AALBERTS IND or generate 0.0% return on investment in AALBERTS IND over 720 days. AALBERTS IND is related to or competes with DENTSPLY SIRONA, MOUNT GIBSON, CALTAGIRONE EDITORE, Alfa Financial, GEAR4MUSIC (HLDGS), and Daido Steel. More
AALBERTS IND 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 AALBERTS IND'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 AALBERTS IND upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 10.47 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 2.33 |
AALBERTS IND Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AALBERTS IND's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AALBERTS IND's standard deviation. In reality, there are many statistical measures that can use AALBERTS IND historical prices to predict the future AALBERTS IND's volatility.| Risk Adjusted Performance | 0.0314 | |||
| Jensen Alpha | 0.0499 | |||
| Total Risk Alpha | 0.061 | |||
| Sortino Ratio | 0.0326 | |||
| Treynor Ratio | 2.13 |
AALBERTS IND Backtested Returns
Currently, AALBERTS IND is very steady. AALBERTS IND secures Sharpe Ratio (or Efficiency) of 0.0414, which signifies that the company had a 0.0414 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for AALBERTS IND, which you can use to evaluate the volatility of the entity. Please confirm AALBERTS IND's Coefficient Of Variation of 2856.8, downside deviation of 1.67, and Mean Deviation of 1.31 to double-check if the risk estimate we provide is consistent with the expected return of 0.0717%. AALBERTS IND has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0234, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AALBERTS IND's returns are expected to increase less than the market. However, during the bear market, the loss of holding AALBERTS IND is expected to be smaller as well. AALBERTS IND at this moment shows a risk of 1.73%. Please confirm AALBERTS IND jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if AALBERTS IND will be following its price patterns.
Auto-correlation | 0.68 |
Good predictability
AALBERTS IND has good predictability. Overlapping area represents the amount of predictability between AALBERTS IND time series from 8th of March 2023 to 2nd of March 2024 and 2nd of March 2024 to 25th 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 AALBERTS IND price movement. The serial correlation of 0.68 indicates that around 68.0% of current AALBERTS IND price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 18.86 |
AALBERTS IND lagged returns against current returns
Autocorrelation, which is AALBERTS IND 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 AALBERTS IND's stock expected returns. We can calculate the autocorrelation of AALBERTS IND returns to help us make a trade decision. For example, suppose you find that AALBERTS IND 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 |
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AALBERTS IND 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 AALBERTS IND stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AALBERTS IND stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AALBERTS IND stock over time.
Current vs Lagged Prices |
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AALBERTS IND Lagged Returns
When evaluating AALBERTS IND's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AALBERTS IND stock have on its future price. AALBERTS IND 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, AALBERTS IND autocorrelation shows the relationship between AALBERTS IND stock current value and its past values and can show if there is a momentum factor associated with investing in AALBERTS IND.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for AALBERTS Stock Analysis
When running AALBERTS IND's price analysis, check to measure AALBERTS IND'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 AALBERTS IND is operating at the current time. Most of AALBERTS IND's value examination focuses on studying past and present price action to predict the probability of AALBERTS IND's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AALBERTS IND's price. Additionally, you may evaluate how the addition of AALBERTS IND to your portfolios can decrease your overall portfolio volatility.