Allianz Cdr Stock Market Value
| ALZ Stock | 28.59 0.81 2.92% |
| Symbol | Allianz |
Understanding that Allianz CDR's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Allianz CDR represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Allianz CDR's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Allianz CDR '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 Allianz CDR'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 Allianz CDR.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Allianz CDR on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Allianz CDR or generate 0.0% return on investment in Allianz CDR over 90 days. Allianz CDR is related to or competes with Cogeco Communications, Organto Foods, HPQ Silicon, High Liner, Nano One, and Algonquin Power. Allianz CDR is entity of Canada. It is traded as Stock on TO exchange. More
Allianz CDR 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 Allianz CDR'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 Allianz CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0377 | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 2.42 |
Allianz CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianz CDR's standard deviation. In reality, there are many statistical measures that can use Allianz CDR historical prices to predict the future Allianz CDR's volatility.| Risk Adjusted Performance | 0.0591 | |||
| Jensen Alpha | 0.1038 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | 5.08 |
Allianz CDR February 3, 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 | 0.0591 | |||
| Market Risk Adjusted Performance | 5.09 | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 1.66 | |||
| Downside Deviation | 1.92 | |||
| Coefficient Of Variation | 1363.22 | |||
| Standard Deviation | 1.56 | |||
| Variance | 2.45 | |||
| Information Ratio | 0.0377 | |||
| Jensen Alpha | 0.1038 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | 5.08 | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 2.42 | |||
| Downside Variance | 3.68 | |||
| Semi Variance | 2.76 | |||
| Expected Short fall | (1.06) | |||
| Skewness | (1.26) | |||
| Kurtosis | 4.34 |
Allianz CDR Backtested Returns
As of now, Allianz Stock is very steady. Allianz CDR secures Sharpe Ratio (or Efficiency) of 0.0826, which signifies that the company had a 0.0826 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Allianz CDR, which you can use to evaluate the volatility of the firm. Please confirm Allianz CDR's Risk Adjusted Performance of 0.0591, mean deviation of 1.04, and Downside Deviation of 1.92 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Allianz CDR has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0206, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allianz CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianz CDR is expected to be smaller as well. Allianz CDR right now shows a risk of 1.61%. Please confirm Allianz CDR total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to decide if Allianz CDR will be following its price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Allianz CDR has good reverse predictability. Overlapping area represents the amount of predictability between Allianz CDR time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Allianz CDR price movement. The serial correlation of -0.53 indicates that about 53.0% of current Allianz CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Pair Trading with Allianz CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Allianz CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Allianz CDR will appreciate offsetting losses from the drop in the long position's value.Moving against Allianz Stock
| 0.66 | NFLX | Netflix Inc CDR | PairCorr |
| 0.55 | NVDA | Nvidia CDR | PairCorr |
| 0.55 | NVDA | NVIDIA CDR | PairCorr |
| 0.47 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.47 | MSFT | Microsoft CDR | PairCorr |
The ability to find closely correlated positions to Allianz CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Allianz CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Allianz CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Allianz CDR to buy it.
The correlation of Allianz CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Allianz CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Allianz CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Allianz CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Allianz Stock
Allianz CDR financial ratios help investors to determine whether Allianz 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 Allianz with respect to the benefits of owning Allianz CDR security.