Ameren Illinois Stock Market Value
| AILIH Stock | USD 66.00 0.00 0.00% |
| Symbol | Ameren |
Ameren Illinois '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 Ameren Illinois' 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 Ameren Illinois.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Ameren Illinois on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Ameren Illinois or generate 0.0% return on investment in Ameren Illinois over 30 days. Ameren Illinois is related to or competes with Ameren Illinois, Connecticut Light, Southern, Connecticut Light, and PacifiCorp. Ameren Illinois Company, doing business as Ameren Illinois, engages in the rate-regulated electric generation, transmiss... More
Ameren Illinois 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 Ameren Illinois' 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 Ameren Illinois upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.49 |
Ameren Illinois Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ameren Illinois' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ameren Illinois' standard deviation. In reality, there are many statistical measures that can use Ameren Illinois historical prices to predict the future Ameren Illinois' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 0.9636 |
Ameren Illinois Backtested Returns
Ameren Illinois secures Sharpe Ratio (or Efficiency) of -0.0514, which signifies that the company had a -0.0514% return per unit of standard deviation over the last 3 months. Ameren Illinois exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ameren Illinois' mean deviation of 0.3943, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0537, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ameren Illinois are expected to decrease at a much lower rate. During the bear market, Ameren Illinois is likely to outperform the market. At this point, Ameren Illinois has a negative expected return of -0.0444%. Please make sure to confirm Ameren Illinois' variance, as well as the relationship between the value at risk and rate of daily change , to decide if Ameren Illinois performance from the past will be repeated at some point in the near future.
Auto-correlation | Huge |
Perfect predictability
Ameren Illinois has perfect predictability. Overlapping area represents the amount of predictability between Ameren Illinois time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Ameren Illinois price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Ameren Illinois price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ameren Illinois lagged returns against current returns
Autocorrelation, which is Ameren Illinois 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 Ameren Illinois' pink sheet expected returns. We can calculate the autocorrelation of Ameren Illinois returns to help us make a trade decision. For example, suppose you find that Ameren Illinois 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 |
Ameren Illinois 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 Ameren Illinois pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ameren Illinois pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ameren Illinois pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ameren Illinois Lagged Returns
When evaluating Ameren Illinois' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ameren Illinois pink sheet have on its future price. Ameren Illinois 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, Ameren Illinois autocorrelation shows the relationship between Ameren Illinois pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ameren Illinois.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ameren Pink Sheet
Ameren Illinois financial ratios help investors to determine whether Ameren 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 Ameren with respect to the benefits of owning Ameren Illinois security.