Altisource Asset Management Stock Market Value
| AAMCF Stock | 3,700 3,700 999,900% |
| Symbol | Altisource |
Altisource Asset '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 Altisource Asset's 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 Altisource Asset.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Altisource Asset on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Altisource Asset Management or generate 0.0% return on investment in Altisource Asset over 30 days.
Altisource Asset 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 Altisource Asset's 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 Altisource Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 1.65 |
Altisource Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altisource Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altisource Asset's standard deviation. In reality, there are many statistical measures that can use Altisource Asset historical prices to predict the future Altisource Asset's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.67) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Altisource Asset's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Altisource Asset Man Backtested Returns
Altisource Asset is out of control given 3 months investment horizon. Altisource Asset Man secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We were able to break down nineteen different technical indicators, which can help you to evaluate if expected returns of 14.09% are justified by taking the suggested risk. Use Altisource Asset Standard Deviation of 0.2868, mean deviation of 0.0499, and Risk Adjusted Performance of (0.01) to evaluate company specific risk that cannot be diversified away. Altisource Asset holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.0144, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Altisource Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Altisource Asset is expected to be smaller as well. Use Altisource Asset kurtosis, as well as the relationship between the day median price and period momentum indicator , to analyze future returns on Altisource Asset.
Auto-correlation | 0.00 |
No correlation between past and present
Altisource Asset Management has no correlation between past and present. Overlapping area represents the amount of predictability between Altisource Asset time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 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 Altisource Asset Man price movement. The serial correlation of 0.0 indicates that just 0.0% of current Altisource Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Altisource Asset Man lagged returns against current returns
Autocorrelation, which is Altisource Asset 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 Altisource Asset's pink sheet expected returns. We can calculate the autocorrelation of Altisource Asset returns to help us make a trade decision. For example, suppose you find that Altisource Asset 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 |
Altisource Asset 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 Altisource Asset pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Altisource Asset pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Altisource Asset pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Altisource Asset Lagged Returns
When evaluating Altisource Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Altisource Asset pink sheet have on its future price. Altisource Asset 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, Altisource Asset autocorrelation shows the relationship between Altisource Asset pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Altisource Asset Management.
Regressed Prices |
| Timeline |