ALSMB (Portugal) Market Value
| ALSMB Stock | 14.80 0.00 0.00% |
| Symbol | ALSMB |
ALSMB '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 ALSMB'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 ALSMB.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in ALSMB on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding ALSMB or generate 0.0% return on investment in ALSMB over 90 days.
ALSMB 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 ALSMB'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 ALSMB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 2.07 |
ALSMB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALSMB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALSMB's standard deviation. In reality, there are many statistical measures that can use ALSMB historical prices to predict the future ALSMB's volatility.| Risk Adjusted Performance | 0.0739 | |||
| Jensen Alpha | 0.0192 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.6976 |
ALSMB February 21, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0739 | |||
| Market Risk Adjusted Performance | 0.7076 | |||
| Mean Deviation | 0.0617 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 0.2547 | |||
| Variance | 0.0649 | |||
| Information Ratio | (0.19) | |||
| Jensen Alpha | 0.0192 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.6976 | |||
| Maximum Drawdown | 2.07 | |||
| Skewness | 8.12 | |||
| Kurtosis | 66.0 |
ALSMB Backtested Returns
As of now, ALSMB Stock is very steady. ALSMB 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. We have found seventeen technical indicators for ALSMB, which you can use to evaluate the volatility of the firm. Please confirm ALSMB's risk adjusted performance of 0.0739, and Mean Deviation of 0.0617 to double-check if the risk estimate we provide is consistent with the expected return of 0.0334%. ALSMB has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0306, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALSMB's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALSMB is expected to be smaller as well. ALSMB now shows a risk of 0.26%. Please confirm ALSMB information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if ALSMB will be following its price patterns.
Auto-correlation | Huge |
Perfect predictability
ALSMB has perfect predictability. Overlapping area represents the amount of predictability between ALSMB time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st of February 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 ALSMB price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current ALSMB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |