Alleima Ab Stock Market Value
| SAMHF Stock | 9.04 0.00 0.00% |
| Symbol | Alleima |
Alleima AB '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 Alleima AB's otc 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 Alleima AB.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Alleima AB on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Alleima AB or generate 0.0% return on investment in Alleima AB over 30 days. Alleima AB is related to or competes with G III, STMicroelectronics, Electronic Arts, Urban Outfitters, and Qnity Electronics. More
Alleima AB 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 Alleima AB's otc 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 Alleima AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0405 | |||
| Maximum Drawdown | 11.34 |
Alleima AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alleima AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alleima AB's standard deviation. In reality, there are many statistical measures that can use Alleima AB historical prices to predict the future Alleima AB's volatility.| Risk Adjusted Performance | 0.0862 | |||
| Jensen Alpha | 0.1422 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (4.06) |
Alleima AB Backtested Returns
At this point, Alleima AB is not too volatile. Alleima AB secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Alleima AB, which you can use to evaluate the volatility of the firm. Please confirm Alleima AB's Mean Deviation of 0.4237, risk adjusted performance of 0.0862, and Standard Deviation of 1.36 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Alleima AB has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0343, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alleima AB are expected to decrease at a much lower rate. During the bear market, Alleima AB is likely to outperform the market. Alleima AB right now shows a risk of 1.38%. Please confirm Alleima AB information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Alleima AB will be following its price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Alleima AB has perfect predictability. Overlapping area represents the amount of predictability between Alleima AB time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Alleima AB price movement. The serial correlation of 1.0 indicates that 100.0% of current Alleima AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alleima AB lagged returns against current returns
Autocorrelation, which is Alleima AB otc 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 Alleima AB's otc stock expected returns. We can calculate the autocorrelation of Alleima AB returns to help us make a trade decision. For example, suppose you find that Alleima AB has exhibited high autocorrelation historically, and you observe that the otc 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 |
| Timeline |
Alleima AB 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 Alleima AB otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alleima AB otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alleima AB otc stock over time.
Current vs Lagged Prices |
| Timeline |
Alleima AB Lagged Returns
When evaluating Alleima AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alleima AB otc stock have on its future price. Alleima AB 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, Alleima AB autocorrelation shows the relationship between Alleima AB otc stock current value and its past values and can show if there is a momentum factor associated with investing in Alleima AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Alleima OTC Stock
Alleima AB financial ratios help investors to determine whether Alleima OTC 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 Alleima with respect to the benefits of owning Alleima AB security.