ALLIANT HLDGS INTER Market Value
| 01883LAB9 | 91.88 7.77 7.80% |
| Symbol | ALLIANT |
ALLIANT '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 ALLIANT's bond 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 ALLIANT.
| 11/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in ALLIANT on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding ALLIANT HLDGS INTER or generate 0.0% return on investment in ALLIANT over 60 days. ALLIANT is related to or competes with Sun Art, Retail Food, BJs Wholesale, Robinsons Retail, and Tradeweb Markets. More
ALLIANT 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 ALLIANT's bond 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 ALLIANT HLDGS INTER upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 6.04 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 0.828 |
ALLIANT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALLIANT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALLIANT's standard deviation. In reality, there are many statistical measures that can use ALLIANT historical prices to predict the future ALLIANT's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | 0.4198 |
ALLIANT HLDGS INTER Backtested Returns
ALLIANT HLDGS INTER secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the bond had a -0.11 % return per unit of return volatility over the last 3 months. ALLIANT HLDGS INTER exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ALLIANT's Risk Adjusted Performance of (0.06), coefficient of variation of (1,122), and Mean Deviation of 0.5355 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ALLIANT are expected to decrease at a much lower rate. During the bear market, ALLIANT is likely to outperform the market.
Auto-correlation | -0.25 |
Weak reverse predictability
ALLIANT HLDGS INTER has weak reverse predictability. Overlapping area represents the amount of predictability between ALLIANT time series from 16th of November 2025 to 16th of December 2025 and 16th of December 2025 to 15th 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 ALLIANT HLDGS INTER price movement. The serial correlation of -0.25 indicates that over 25.0% of current ALLIANT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 3.33 |
ALLIANT HLDGS INTER lagged returns against current returns
Autocorrelation, which is ALLIANT bond'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 ALLIANT's bond expected returns. We can calculate the autocorrelation of ALLIANT returns to help us make a trade decision. For example, suppose you find that ALLIANT has exhibited high autocorrelation historically, and you observe that the bond 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 |
ALLIANT 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 ALLIANT bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALLIANT bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALLIANT bond over time.
Current vs Lagged Prices |
| Timeline |
ALLIANT Lagged Returns
When evaluating ALLIANT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALLIANT bond have on its future price. ALLIANT 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, ALLIANT autocorrelation shows the relationship between ALLIANT bond current value and its past values and can show if there is a momentum factor associated with investing in ALLIANT HLDGS INTER.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in ALLIANT Bond
ALLIANT financial ratios help investors to determine whether ALLIANT Bond 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 ALLIANT with respect to the benefits of owning ALLIANT security.