Alternative Liquidity (UK) Market Value
| ALF Stock | 0.04 0.00 0.00% |
| Symbol | Alternative |
Alternative Liquidity '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 Alternative Liquidity'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 Alternative Liquidity.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Alternative Liquidity on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Alternative Liquidity or generate 0.0% return on investment in Alternative Liquidity over 30 days. Alternative Liquidity is related to or competes with X FAB, Sabien Technology, Gear4music (Holdings), Take Two, Monster Beverage, and Ashtead Technology. Alternative Liquidity is entity of United Kingdom More
Alternative Liquidity 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 Alternative Liquidity'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 Alternative Liquidity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 31.11 | |||
| Value At Risk | (6.25) |
Alternative Liquidity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alternative Liquidity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alternative Liquidity's standard deviation. In reality, there are many statistical measures that can use Alternative Liquidity historical prices to predict the future Alternative Liquidity's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.77) | |||
| Treynor Ratio | (0.40) |
Alternative Liquidity Backtested Returns
At this point, Alternative Liquidity is out of control. Alternative Liquidity secures Sharpe Ratio (or Efficiency) of 0.0167, which signifies that the company had a 0.0167% return per unit of risk over the last 3 months. We have found twenty technical indicators for Alternative Liquidity, which you can use to evaluate the volatility of the firm. Please confirm Alternative Liquidity's Mean Deviation of 1.3, standard deviation of 3.79, and Risk Adjusted Performance of (0.03) to double-check if the risk estimate we provide is consistent with the expected return of 0.0595%. Alternative Liquidity has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alternative Liquidity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alternative Liquidity is expected to be smaller as well. Alternative Liquidity right now shows a risk of 3.56%. Please confirm Alternative Liquidity value at risk, rate of daily change, price action indicator, as well as the relationship between the kurtosis and day typical price , to decide if Alternative Liquidity will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Alternative Liquidity has no correlation between past and present. Overlapping area represents the amount of predictability between Alternative Liquidity time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Alternative Liquidity price movement. The serial correlation of 0.0 indicates that just 0.0% of current Alternative Liquidity 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 |
Alternative Liquidity lagged returns against current returns
Autocorrelation, which is Alternative Liquidity 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 Alternative Liquidity's stock expected returns. We can calculate the autocorrelation of Alternative Liquidity returns to help us make a trade decision. For example, suppose you find that Alternative Liquidity 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 |
Alternative Liquidity 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 Alternative Liquidity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alternative Liquidity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alternative Liquidity stock over time.
Current vs Lagged Prices |
| Timeline |
Alternative Liquidity Lagged Returns
When evaluating Alternative Liquidity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alternative Liquidity stock have on its future price. Alternative Liquidity 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, Alternative Liquidity autocorrelation shows the relationship between Alternative Liquidity stock current value and its past values and can show if there is a momentum factor associated with investing in Alternative Liquidity.
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.Other Information on Investing in Alternative Stock
Alternative Liquidity financial ratios help investors to determine whether Alternative Stock 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 Alternative with respect to the benefits of owning Alternative Liquidity security.