Alumil Aluminium (Greece) Market Value
| ALMY Stock | EUR 6.30 0.16 2.48% |
| Symbol | Alumil |
Alumil Aluminium '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 Alumil Aluminium'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 Alumil Aluminium.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Alumil Aluminium on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Alumil Aluminium Industry or generate 0.0% return on investment in Alumil Aluminium over 90 days. Alumil Aluminium is related to or competes with Daios Plastics, Mevaco SA, Elton International, Elastron, Akritas SA, N Leventeris, and Plastika Kritis. Alumil Aluminium Industry S.A., together with its subsidiaries, designs, produces, and distributes a range of architectu... More
Alumil Aluminium 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 Alumil Aluminium'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 Alumil Aluminium Industry upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.1365 | |||
| Maximum Drawdown | 10.11 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 4.37 |
Alumil Aluminium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alumil Aluminium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alumil Aluminium's standard deviation. In reality, there are many statistical measures that can use Alumil Aluminium historical prices to predict the future Alumil Aluminium's volatility.| Risk Adjusted Performance | 0.1449 | |||
| Jensen Alpha | 0.3586 | |||
| Total Risk Alpha | 0.1444 | |||
| Sortino Ratio | 0.1785 | |||
| Treynor Ratio | (6.78) |
Alumil Aluminium March 2, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1449 | |||
| Market Risk Adjusted Performance | (6.77) | |||
| Mean Deviation | 1.5 | |||
| Semi Deviation | 1.2 | |||
| Downside Deviation | 1.54 | |||
| Coefficient Of Variation | 552.02 | |||
| Standard Deviation | 2.01 | |||
| Variance | 4.05 | |||
| Information Ratio | 0.1365 | |||
| Jensen Alpha | 0.3586 | |||
| Total Risk Alpha | 0.1444 | |||
| Sortino Ratio | 0.1785 | |||
| Treynor Ratio | (6.78) | |||
| Maximum Drawdown | 10.11 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 4.37 | |||
| Downside Variance | 2.36 | |||
| Semi Variance | 1.43 | |||
| Expected Short fall | (2.13) | |||
| Skewness | 0.7658 | |||
| Kurtosis | 0.7736 |
Alumil Aluminium Industry Backtested Returns
Alumil Aluminium appears to be somewhat reliable, given 3 months investment horizon. Alumil Aluminium Industry secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Alumil Aluminium Industry, which you can use to evaluate the volatility of the firm. Please makes use of Alumil Aluminium's Downside Deviation of 1.54, risk adjusted performance of 0.1449, and Mean Deviation of 1.5 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alumil Aluminium holds a performance score of 15. The firm shows a Beta (market volatility) of -0.0523, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alumil Aluminium are expected to decrease at a much lower rate. During the bear market, Alumil Aluminium is likely to outperform the market. Please check Alumil Aluminium's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Alumil Aluminium's price patterns will revert.
Auto-correlation | 0.84 |
Very good predictability
Alumil Aluminium Industry has very good predictability. Overlapping area represents the amount of predictability between Alumil Aluminium time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alumil Aluminium Industry price movement. The serial correlation of 0.84 indicates that around 84.0% of current Alumil Aluminium price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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Additional Tools for Alumil Stock Analysis
When running Alumil Aluminium's price analysis, check to measure Alumil Aluminium'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 Alumil Aluminium is operating at the current time. Most of Alumil Aluminium's value examination focuses on studying past and present price action to predict the probability of Alumil Aluminium's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alumil Aluminium's price. Additionally, you may evaluate how the addition of Alumil Aluminium to your portfolios can decrease your overall portfolio volatility.