Alliancebernstein Holding Lp Stock Market Value
| AB Stock | USD 35.58 1.14 3.10% |
| Symbol | AllianceBernstein |
AllianceBernstein Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AllianceBernstein. If investors know AllianceBernstein will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AllianceBernstein listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.231 | Dividend Share 3.27 | Earnings Share 3.48 | Revenue Per Share 1.178 | Quarterly Revenue Growth 1.074 |
The market value of AllianceBernstein is measured differently than its book value, which is the value of AllianceBernstein that is recorded on the company's balance sheet. Investors also form their own opinion of AllianceBernstein's value that differs from its market value or its book value, called intrinsic value, which is AllianceBernstein's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AllianceBernstein's market value can be influenced by many factors that don't directly affect AllianceBernstein's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AllianceBernstein's value and its price as these two are different measures arrived at by different means. Investors typically determine if AllianceBernstein is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AllianceBernstein's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AllianceBernstein '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 AllianceBernstein'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 AllianceBernstein.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in AllianceBernstein on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding AllianceBernstein Holding LP or generate 0.0% return on investment in AllianceBernstein over 270 days. AllianceBernstein is related to or competes with Brightsphere Investment, Affiliated Managers, Bain Capital, BlackRock Capital, Carlyle Secured, Triplepoint Venture, and Hercules Capital. AllianceBernstein Holding L.P. is publicly owned investment manager More
AllianceBernstein 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 AllianceBernstein'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 AllianceBernstein Holding LP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.95 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.11 |
AllianceBernstein Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AllianceBernstein's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AllianceBernstein's standard deviation. In reality, there are many statistical measures that can use AllianceBernstein historical prices to predict the future AllianceBernstein's volatility.| Risk Adjusted Performance | 0.0476 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0844 |
AllianceBernstein Backtested Returns
At this point, AllianceBernstein is very steady. AllianceBernstein secures Sharpe Ratio (or Efficiency) of 0.0571, which signifies that the company had a 0.0571% return per unit of risk over the last 3 months. We have found thirty technical indicators for AllianceBernstein Holding LP, which you can use to evaluate the volatility of the firm. Please confirm AllianceBernstein's Risk Adjusted Performance of 0.0476, downside deviation of 1.18, and Mean Deviation of 0.9941 to double-check if the risk estimate we provide is consistent with the expected return of 0.0778%. AllianceBernstein has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AllianceBernstein's returns are expected to increase less than the market. However, during the bear market, the loss of holding AllianceBernstein is expected to be smaller as well. AllianceBernstein right now shows a risk of 1.36%. Please confirm AllianceBernstein standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if AllianceBernstein will be following its price patterns.
Auto-correlation | 0.33 |
Below average predictability
AllianceBernstein Holding LP has below average predictability. Overlapping area represents the amount of predictability between AllianceBernstein time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AllianceBernstein price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current AllianceBernstein price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 2.92 |
AllianceBernstein lagged returns against current returns
Autocorrelation, which is AllianceBernstein 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 AllianceBernstein's stock expected returns. We can calculate the autocorrelation of AllianceBernstein returns to help us make a trade decision. For example, suppose you find that AllianceBernstein 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 |
AllianceBernstein 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 AllianceBernstein stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AllianceBernstein stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AllianceBernstein stock over time.
Current vs Lagged Prices |
| Timeline |
AllianceBernstein Lagged Returns
When evaluating AllianceBernstein's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AllianceBernstein stock have on its future price. AllianceBernstein 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, AllianceBernstein autocorrelation shows the relationship between AllianceBernstein stock current value and its past values and can show if there is a momentum factor associated with investing in AllianceBernstein Holding LP.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out AllianceBernstein Correlation, AllianceBernstein Volatility and AllianceBernstein Alpha and Beta module to complement your research on AllianceBernstein. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
AllianceBernstein technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.