Alliance Data (Germany) Market Value
| LID Stock | EUR 61.72 0.96 1.58% |
| Symbol | Alliance |
Alliance Data '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 Alliance Data'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 Alliance Data.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Alliance Data on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Alliance Data Systems or generate 0.0% return on investment in Alliance Data over 90 days. Alliance Data is related to or competes with Darden Restaurants, Japan Airlines, Skymark Airlines, AEGEAN AIRLINES, NORWEGIAN AIR, and SINGAPORE AIRLINES. Alliance Data Systems Corporation provides data-driven marketing and loyalty solutions worldwide More
Alliance Data 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 Alliance Data'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 Alliance Data Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.93 | |||
| Information Ratio | 0.0633 | |||
| Maximum Drawdown | 15.58 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 3.74 |
Alliance Data Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alliance Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alliance Data's standard deviation. In reality, there are many statistical measures that can use Alliance Data historical prices to predict the future Alliance Data's volatility.| Risk Adjusted Performance | 0.0741 | |||
| Jensen Alpha | 0.2009 | |||
| Total Risk Alpha | 0.066 | |||
| Sortino Ratio | 0.0539 | |||
| Treynor Ratio | 52.92 |
Alliance Data February 18, 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 | 0.0741 | |||
| Market Risk Adjusted Performance | 52.93 | |||
| Mean Deviation | 1.75 | |||
| Semi Deviation | 2.64 | |||
| Downside Deviation | 2.93 | |||
| Coefficient Of Variation | 1182.02 | |||
| Standard Deviation | 2.5 | |||
| Variance | 6.23 | |||
| Information Ratio | 0.0633 | |||
| Jensen Alpha | 0.2009 | |||
| Total Risk Alpha | 0.066 | |||
| Sortino Ratio | 0.0539 | |||
| Treynor Ratio | 52.92 | |||
| Maximum Drawdown | 15.58 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 3.74 | |||
| Downside Variance | 8.59 | |||
| Semi Variance | 6.99 | |||
| Expected Short fall | (1.76) | |||
| Skewness | (1.29) | |||
| Kurtosis | 5.19 |
Alliance Data Systems Backtested Returns
Alliance Data appears to be very steady, given 3 months investment horizon. Alliance Data Systems secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Alliance Data Systems, which you can use to evaluate the volatility of the firm. Please makes use of Alliance Data's Mean Deviation of 1.75, downside deviation of 2.93, and Risk Adjusted Performance of 0.0741 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alliance Data holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0038, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alliance Data's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alliance Data is expected to be smaller as well. Please check Alliance Data's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Alliance Data's price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Alliance Data Systems has weak reverse predictability. Overlapping area represents the amount of predictability between Alliance Data time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Alliance Data Systems price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Alliance Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 12.3 |
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Other Information on Investing in Alliance Stock
Alliance Data financial ratios help investors to determine whether Alliance 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 Alliance with respect to the benefits of owning Alliance Data security.