Allfunds (Netherlands) Market Value
| ALLFG Stock | EUR 5.17 0.09 1.71% |
| Symbol | Allfunds |
Allfunds '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 Allfunds' 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 Allfunds.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in Allfunds on December 2, 2022 and sell it all today you would earn a total of 0.00 from holding Allfunds Group or generate 0.0% return on investment in Allfunds over 720 days. Allfunds is related to or competes with Instalco Intressenter, Euronext, Aalberts Industries, IShares Asia, Coca Cola, IShares Core, and Vanguard. Allfunds Group plc provides B2B WealthTech platforms connecting fund houses and distributors More
Allfunds 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 Allfunds' 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 Allfunds Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.54 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 3.18 |
Allfunds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allfunds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allfunds' standard deviation. In reality, there are many statistical measures that can use Allfunds historical prices to predict the future Allfunds' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.09) |
Allfunds Group Backtested Returns
Allfunds Group secures Sharpe Ratio (or Efficiency) of -0.0543, which signifies that the company had a -0.0543% return per unit of risk over the last 3 months. Allfunds Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Allfunds' Risk Adjusted Performance of (0.01), standard deviation of 1.76, and Mean Deviation of 1.42 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allfunds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Allfunds is expected to be smaller as well. At this point, Allfunds Group has a negative expected return of -0.0963%. Please make sure to confirm Allfunds' treynor ratio, accumulation distribution, period momentum indicator, as well as the relationship between the potential upside and day median price , to decide if Allfunds Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Allfunds Group has modest predictability. Overlapping area represents the amount of predictability between Allfunds time series from 2nd of December 2022 to 27th of November 2023 and 27th of November 2023 to 21st 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 Allfunds Group price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Allfunds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Allfunds Group lagged returns against current returns
Autocorrelation, which is Allfunds 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 Allfunds' stock expected returns. We can calculate the autocorrelation of Allfunds returns to help us make a trade decision. For example, suppose you find that Allfunds 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 |
Allfunds 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 Allfunds stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allfunds stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allfunds stock over time.
Current vs Lagged Prices |
| Timeline |
Allfunds Lagged Returns
When evaluating Allfunds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allfunds stock have on its future price. Allfunds 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, Allfunds autocorrelation shows the relationship between Allfunds stock current value and its past values and can show if there is a momentum factor associated with investing in Allfunds Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Allfunds Stock
Allfunds financial ratios help investors to determine whether Allfunds 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 Allfunds with respect to the benefits of owning Allfunds security.