ALM ES (Germany) Price on December 16, 2024
| 0P0001NBQF | 127.83 0.07 0.05% |
If you're considering investing in ALM Fund, it is important to understand the factors that can impact its price. As of today, the current price of ALM ES stands at 127.83, as last reported on the 8th of January, with the highest price reaching 127.83 and the lowest price hitting 127.83 during the day. As of now, ALM Fund is very steady. ALM ES Actions secures Sharpe Ratio (or Efficiency) of 0.04, which signifies that the fund had a 0.04% return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for ALM ES Actions, which you can use to evaluate the volatility of the entity. Please confirm ALM ES's Semi Deviation of 0.5488, mean deviation of 0.4551, and Risk Adjusted Performance of 0.0463 to double-check if the risk estimate we provide is consistent with the expected return of 0.028%.
ALM Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
ALM |
Sharpe Ratio = 0.04
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| Negative Returns | 0P0001NBQF |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average ALM ES is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ALM ES by adding it to a well-diversified portfolio.
ALM ES Valuation on December 16, 2024
It is possible to determine the worth of ALM ES on a given historical date. On December 16, 2024 ALM was worth 129.37 at the beginning of the trading date compared to the closed value of 129.37. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of ALM ES fund. Still, in general, we apply an absolute valuation method to find ALM ES's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of ALM ES where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against ALM ES's related companies.
| Open | High | Low | Close | Volume | |
| 129.27 | 129.27 | 129.27 | 129.27 | 1.00 | |
12/16/2024 | 129.37 | 129.37 | 129.37 | 129.37 | 1.00 |
| 128.59 | 128.59 | 128.59 | 128.59 | 1.00 |
| Backtest ALM ES | | | ALM ES History | Previous | Next |
ALM ES Trading Date Momentum on December 16, 2024
| On December 17 2024 ALM ES Actions was traded for 128.59 at the closing time. The highest price during the trading period was 128.59 and the lowest recorded bid was listed for 128.59 . There was no trading activity during the period 1.0. Lack of trading volume on December 17, 2024 contributed to the next trading day price decline. The daily price change to the next closing price was 0.60% . The overall trading delta to the current price is 1.60% . |
Price Boundaries
ALM ES Period Price Range
Low | January 8, 2025
| High |
0.00 | 0.00 |
ALM ES Actions cannot be verified against its exchange. Please verify the symbol is currently traded on Frankfurt Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
ALM ES January 8, 2025 Market Strength
Market strength indicators help investors to evaluate how ALM ES fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ALM ES shares will generate the highest return on investment. By undertsting and applying ALM ES fund market strength indicators, traders can identify ALM ES Actions entry and exit signals to maximize returns
ALM ES Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for ALM ES's price direction in advance. Along with the technical and fundamental analysis of ALM Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of ALM to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0463 | |||
| Jensen Alpha | 0.0303 | |||
| Total Risk Alpha | 0.0307 | |||
| Sortino Ratio | 0.0471 | |||
| Treynor Ratio | (0.94) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
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