Aalberts Nv Stock Market Value
| AALBF Stock | USD 33.85 0.58 1.74% |
| Symbol | Aalberts |
Aalberts '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' pink sheet 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.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Aalberts on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Aalberts NV or generate 0.0% return on investment in Aalberts over 30 days. Aalberts is related to or competes with Cargotec, FLSmidth, Nabtesco, Rotork Plc, Sany Heavy, Kardex Holding, and Danieli C. The company operates in two segments Building Technology and Industrial Technology More
Aalberts 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' pink sheet 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 NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.34 | |||
| Information Ratio | 0.0025 | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.15 |
Aalberts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aalberts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aalberts' standard deviation. In reality, there are many statistical measures that can use Aalberts historical prices to predict the future Aalberts' volatility.| Risk Adjusted Performance | 0.0526 | |||
| Jensen Alpha | 0.1233 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0012 | |||
| Treynor Ratio | (0.24) |
Aalberts NV Backtested Returns
At this point, Aalberts is very steady. Aalberts NV secures Sharpe Ratio (or Efficiency) of 0.0636, which signifies that the company had a 0.0636 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aalberts NV, which you can use to evaluate the volatility of the firm. Please confirm Aalberts' Mean Deviation of 0.6676, risk adjusted performance of 0.0526, and Downside Deviation of 3.34 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Aalberts has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aalberts are expected to decrease at a much lower rate. During the bear market, Aalberts is likely to outperform the market. Aalberts NV right now shows a risk of 1.59%. Please confirm Aalberts NV potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to decide if Aalberts NV will be following its price patterns.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Aalberts NV has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Aalberts time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Aalberts NV price movement. The serial correlation of -0.77 indicates that around 77.0% of current Aalberts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Aalberts NV lagged returns against current returns
Autocorrelation, which is Aalberts pink sheet'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' pink sheet expected returns. We can calculate the autocorrelation of Aalberts returns to help us make a trade decision. For example, suppose you find that Aalberts has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Aalberts 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aalberts pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aalberts pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aalberts Lagged Returns
When evaluating Aalberts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aalberts pink sheet have on its future price. Aalberts 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 autocorrelation shows the relationship between Aalberts pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aalberts NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aalberts Pink Sheet
Aalberts financial ratios help investors to determine whether Aalberts Pink Sheet 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 Aalberts with respect to the benefits of owning Aalberts security.