Allianzim Large Cap Etf Market Value
| APRT Etf | USD 41.86 0.01 0.02% |
| Symbol | AllianzIM |
The market value of AllianzIM Large Cap is measured differently than its book value, which is the value of AllianzIM that is recorded on the company's balance sheet. Investors also form their own opinion of AllianzIM Large's value that differs from its market value or its book value, called intrinsic value, which is AllianzIM Large'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 AllianzIM Large's market value can be influenced by many factors that don't directly affect AllianzIM Large'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 AllianzIM Large's value and its price as these two are different measures arrived at by different means. Investors typically determine if AllianzIM Large is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AllianzIM Large'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.
AllianzIM Large '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 AllianzIM Large's etf 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 AllianzIM Large.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in AllianzIM Large on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding AllianzIM Large Cap or generate 0.0% return on investment in AllianzIM Large over 90 days. AllianzIM Large is related to or competes with AIM ETF, Pacer Swan, AIM ETF, AIM ETF, Pacer Swan, AIM ETF, and Innovator Premium. Large Cap Buffer10 Apr ETF is an exchange traded fund launched and managed by Allianz Investment Management LLC More
AllianzIM Large 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 AllianzIM Large's etf 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 AllianzIM Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2595 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.19 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.395 |
AllianzIM Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AllianzIM Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AllianzIM Large's standard deviation. In reality, there are many statistical measures that can use AllianzIM Large historical prices to predict the future AllianzIM Large's volatility.| Risk Adjusted Performance | 0.1051 | |||
| Jensen Alpha | 0.0136 | |||
| Total Risk Alpha | 0.008 | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.1315 |
AllianzIM Large January 26, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1051 | |||
| Market Risk Adjusted Performance | 0.1415 | |||
| Mean Deviation | 0.1521 | |||
| Semi Deviation | 0.0426 | |||
| Downside Deviation | 0.2595 | |||
| Coefficient Of Variation | 569.22 | |||
| Standard Deviation | 0.2184 | |||
| Variance | 0.0477 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | 0.0136 | |||
| Total Risk Alpha | 0.008 | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.1315 | |||
| Maximum Drawdown | 1.19 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.395 | |||
| Downside Variance | 0.0673 | |||
| Semi Variance | 0.0018 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.15) | |||
| Kurtosis | 1.27 |
AllianzIM Large Cap Backtested Returns
Currently, AllianzIM Large Cap is very steady. AllianzIM Large Cap secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AllianzIM Large Cap, which you can use to evaluate the volatility of the entity. Please confirm AllianzIM Large's Risk Adjusted Performance of 0.1051, mean deviation of 0.1521, and Downside Deviation of 0.2595 to double-check if the risk estimate we provide is consistent with the expected return of 0.0341%. The etf shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AllianzIM Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding AllianzIM Large is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
AllianzIM Large Cap has below average predictability. Overlapping area represents the amount of predictability between AllianzIM Large time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 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 AllianzIM Large Cap price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current AllianzIM Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Thematic Opportunities
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Check out AllianzIM Large Correlation, AllianzIM Large Volatility and AllianzIM Large Alpha and Beta module to complement your research on AllianzIM Large. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
AllianzIM Large technical etf 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, etf market cycles, or different charting patterns.