Allied Energy Stock Market Value
| AGGI Stock | USD 0.01 0 23.15% |
| Symbol | Allied |
Allied Energy '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 Allied Energy'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 Allied Energy.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Allied Energy on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Allied Energy or generate 0.0% return on investment in Allied Energy over 30 days. Allied Energy is related to or competes with Embrace Change. Allied Energy, Inc. operates as an independent oil and gas exploration and development company More
Allied Energy 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 Allied Energy'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 Allied Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.01 | |||
| Information Ratio | 0.1224 | |||
| Maximum Drawdown | 148.74 | |||
| Value At Risk | (6.04) | |||
| Potential Upside | 23.15 |
Allied Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allied Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allied Energy's standard deviation. In reality, there are many statistical measures that can use Allied Energy historical prices to predict the future Allied Energy's volatility.| Risk Adjusted Performance | 0.1094 | |||
| Jensen Alpha | 2.14 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | 0.137 | |||
| Treynor Ratio | 6.33 |
Allied Energy Backtested Returns
Allied Energy is out of control given 3 months investment horizon. Allied Energy secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.09% are justified by taking the suggested risk. Use Allied Energy Downside Deviation of 15.01, mean deviation of 6.56, and Risk Adjusted Performance of 0.1094 to evaluate company specific risk that cannot be diversified away. Allied Energy holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allied Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allied Energy is expected to be smaller as well. Use Allied Energy jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to analyze future returns on Allied Energy.
Auto-correlation | 0.16 |
Very weak predictability
Allied Energy has very weak predictability. Overlapping area represents the amount of predictability between Allied Energy time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Allied Energy price movement. The serial correlation of 0.16 indicates that over 16.0% of current Allied Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Allied Energy lagged returns against current returns
Autocorrelation, which is Allied Energy 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 Allied Energy's pink sheet expected returns. We can calculate the autocorrelation of Allied Energy returns to help us make a trade decision. For example, suppose you find that Allied Energy 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 |
Allied Energy 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 Allied Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allied Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allied Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Allied Energy Lagged Returns
When evaluating Allied Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allied Energy pink sheet have on its future price. Allied Energy 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, Allied Energy autocorrelation shows the relationship between Allied Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Allied Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Allied Pink Sheet
Allied Energy financial ratios help investors to determine whether Allied 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 Allied with respect to the benefits of owning Allied Energy security.