Alvarium Tiedemann Holdings Stock Market Value
| ALTI Stock | 4.31 0.02 0.47% |
| Symbol | Alvarium |
Alvarium Tiedemann Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Alvarium Tiedemann. If investors know Alvarium will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Alvarium Tiedemann listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.57) | Revenue Per Share 3.406 | Quarterly Revenue Growth 0.107 | Return On Assets (0.03) | Return On Equity (0.18) |
The market value of Alvarium Tiedemann is measured differently than its book value, which is the value of Alvarium that is recorded on the company's balance sheet. Investors also form their own opinion of Alvarium Tiedemann's value that differs from its market value or its book value, called intrinsic value, which is Alvarium Tiedemann's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alvarium Tiedemann's market value can be influenced by many factors that don't directly affect Alvarium Tiedemann's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alvarium Tiedemann's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alvarium Tiedemann is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alvarium Tiedemann's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Alvarium Tiedemann '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 Alvarium Tiedemann'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 Alvarium Tiedemann.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Alvarium Tiedemann on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Alvarium Tiedemann Holdings or generate 0.0% return on investment in Alvarium Tiedemann over 720 days. Alvarium Tiedemann is related to or competes with Ecovyst, Avient Corp, Luxfer Holdings, Teleflex Incorporated, Waste Management, and Ameriprise Financial. Altair Nanotechnologies Inc. develops, manufactures, and sells energy storage systems primarily in the United States. More
Alvarium Tiedemann 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 Alvarium Tiedemann'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 Alvarium Tiedemann Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.81 | |||
| Information Ratio | 0.0073 | |||
| Maximum Drawdown | 22.23 | |||
| Value At Risk | (5.49) | |||
| Potential Upside | 6.91 |
Alvarium Tiedemann Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alvarium Tiedemann's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alvarium Tiedemann's standard deviation. In reality, there are many statistical measures that can use Alvarium Tiedemann historical prices to predict the future Alvarium Tiedemann's volatility.| Risk Adjusted Performance | 0.0347 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0077 | |||
| Treynor Ratio | 0.0525 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alvarium Tiedemann'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.
Alvarium Tiedemann Backtested Returns
Alvarium Tiedemann is moderately volatile at the moment. Alvarium Tiedemann secures Sharpe Ratio (or Efficiency) of 0.0087, which signifies that the company had a 0.0087% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Alvarium Tiedemann Holdings, which you can use to evaluate the volatility of the firm. Please confirm Alvarium Tiedemann's Risk Adjusted Performance of 0.0347, mean deviation of 2.93, and Downside Deviation of 3.81 to double-check if the risk estimate we provide is consistent with the expected return of 0.0323%. The firm shows a Beta (market volatility) of 2.45, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alvarium Tiedemann will likely underperform. Alvarium Tiedemann right now shows a risk of 3.72%. Please confirm Alvarium Tiedemann value at risk, as well as the relationship between the skewness and day median price , to decide if Alvarium Tiedemann will be following its price patterns.
Auto-correlation | 0.56 |
Modest predictability
Alvarium Tiedemann Holdings has modest predictability. Overlapping area represents the amount of predictability between Alvarium Tiedemann time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Alvarium Tiedemann price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Alvarium Tiedemann price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.73 |
Alvarium Tiedemann lagged returns against current returns
Autocorrelation, which is Alvarium Tiedemann 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 Alvarium Tiedemann's stock expected returns. We can calculate the autocorrelation of Alvarium Tiedemann returns to help us make a trade decision. For example, suppose you find that Alvarium Tiedemann 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 |
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Alvarium Tiedemann 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 Alvarium Tiedemann stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alvarium Tiedemann stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alvarium Tiedemann stock over time.
Current vs Lagged Prices |
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Alvarium Tiedemann Lagged Returns
When evaluating Alvarium Tiedemann's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alvarium Tiedemann stock have on its future price. Alvarium Tiedemann 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, Alvarium Tiedemann autocorrelation shows the relationship between Alvarium Tiedemann stock current value and its past values and can show if there is a momentum factor associated with investing in Alvarium Tiedemann Holdings.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Alvarium Tiedemann offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Alvarium Tiedemann's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Alvarium Tiedemann Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Alvarium Tiedemann Holdings Stock:Check out Alvarium Tiedemann Correlation, Alvarium Tiedemann Volatility and Alvarium Tiedemann Alpha and Beta module to complement your research on Alvarium Tiedemann. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Alvarium Tiedemann technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.