Allied Energy Stock Market Value
| AGYP Stock | USD 0.0001 0.0001 50.00% |
| 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.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Allied Energy on November 30, 2025 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 Corporation, an oil and gas company, focuses on leasing and reworking oil and gas projects in Texas, the U... 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 | 47.87 | |||
| Information Ratio | 0.088 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
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 | 0.0733 | |||
| Jensen Alpha | 2.43 | |||
| Total Risk Alpha | (0.57) | |||
| Sortino Ratio | 0.0615 | |||
| Treynor Ratio | 0.3825 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allied Energy'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.
Allied Energy Backtested Returns
Allied Energy is out of control given 3 months investment horizon. Allied Energy secures Sharpe Ratio (or Efficiency) of 0.0934, which signifies that the company had a 0.0934 % return per unit of risk over the last 3 months. We have analyzed and interpolated thirty different technical indicators, which can help you to evaluate if expected returns of 3.23% are justified by taking the suggested risk. Use Allied Energy Downside Deviation of 47.87, risk adjusted performance of 0.0733, and Mean Deviation of 17.54 to evaluate company specific risk that cannot be diversified away. Allied Energy holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 7.9, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Allied Energy will likely underperform. Use Allied Energy sortino ratio and the relationship between the downside variance and market facilitation index , to analyze future returns on Allied Energy.
Auto-correlation | -0.22 |
Weak reverse predictability
Allied Energy has weak reverse predictability. Overlapping area represents the amount of predictability between Allied Energy time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Allied Energy price movement. The serial correlation of -0.22 indicates that over 22.0% of current Allied Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.08 | |
| 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 |
Pair Trading with Allied Energy
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Allied Energy position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Allied Energy will appreciate offsetting losses from the drop in the long position's value.Moving together with Allied Pink Sheet
Moving against Allied Pink Sheet
| 0.57 | YRAIF | Yara International ASA | PairCorr |
| 0.57 | ERHE | ERHC Energy | PairCorr |
| 0.41 | CTVA | Corteva | PairCorr |
| 0.38 | YARIY | Yara International ASA | PairCorr |
| 0.36 | NTR | Nutrien Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Allied Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Allied Energy when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Allied Energy - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Allied Energy to buy it.
The correlation of Allied Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Allied Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Allied Energy moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Allied Energy can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Allied Pink Sheet Analysis
When running Allied Energy's price analysis, check to measure Allied Energy'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 Allied Energy is operating at the current time. Most of Allied Energy's value examination focuses on studying past and present price action to predict the probability of Allied Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allied Energy's price. Additionally, you may evaluate how the addition of Allied Energy to your portfolios can decrease your overall portfolio volatility.