Alliance Trust Plc Stock Market Value
| ALITF Stock | USD 16.92 0.00 0.00% |
| Symbol | Alliance |
Alliance Trust '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 Alliance Trust'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 Alliance Trust.
| 10/01/2025 |
| 12/30/2025 |
If you would invest 0.00 in Alliance Trust on October 1, 2025 and sell it all today you would earn a total of 0.00 from holding Alliance Trust PLC or generate 0.0% return on investment in Alliance Trust over 90 days. Alliance Trust is related to or competes with Intact Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Sydbank A/S, AmTrust Financial, and AmTrust Financial. The firm provides its services to retail investors and institutional investors More
Alliance Trust 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 Alliance Trust'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 Alliance Trust PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.59) | |||
| Maximum Drawdown | 0.4706 |
Alliance Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alliance Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alliance Trust's standard deviation. In reality, there are many statistical measures that can use Alliance Trust historical prices to predict the future Alliance Trust's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.99 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alliance Trust'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.
Alliance Trust PLC Backtested Returns
Alliance Trust PLC secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Alliance Trust PLC exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alliance Trust's Standard Deviation of 0.0579, mean deviation of 0.014, and Risk Adjusted Performance of (0.20) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0086, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alliance Trust are expected to decrease at a much lower rate. During the bear market, Alliance Trust is likely to outperform the market. At this point, Alliance Trust PLC has a negative expected return of -0.0076%. Please make sure to confirm Alliance Trust's standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Alliance Trust PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Alliance Trust PLC has near perfect reversele predictability. Overlapping area represents the amount of predictability between Alliance Trust time series from 1st of October 2025 to 15th of November 2025 and 15th of November 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 Alliance Trust PLC price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Alliance Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alliance Trust PLC lagged returns against current returns
Autocorrelation, which is Alliance Trust 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 Alliance Trust's pink sheet expected returns. We can calculate the autocorrelation of Alliance Trust returns to help us make a trade decision. For example, suppose you find that Alliance Trust 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 |
Alliance Trust 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 Alliance Trust pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alliance Trust pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alliance Trust pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Alliance Trust Lagged Returns
When evaluating Alliance Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alliance Trust pink sheet have on its future price. Alliance Trust 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, Alliance Trust autocorrelation shows the relationship between Alliance Trust pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Alliance Trust PLC.
Regressed Prices |
| Timeline |
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Other Information on Investing in Alliance Pink Sheet
Alliance Trust financial ratios help investors to determine whether Alliance 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 Alliance with respect to the benefits of owning Alliance Trust security.