Alfa Laval Ab Stock Price on September 24, 2024
If you're considering investing in Alfa Pink Sheet, it is important to understand the factors that can impact its price. At this stage we consider Alfa Pink Sheet to be very steady. Alfa Laval AB secures Sharpe Ratio (or Efficiency) of 0.0565, which signifies that the company had a 0.0565% return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Alfa Laval AB, which you can use to evaluate the volatility of the firm. Please confirm Alfa Laval's mean deviation of 1.13, and Risk Adjusted Performance of 0.0478 to double-check if the risk estimate we provide is consistent with the expected return of 0.0815%.
Alfa Pink Sheet price history is provided at the adjusted basis, taking into account all of the recent filings.
Alfa |
Sharpe Ratio = 0.0565
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Estimated Market Risk
| 1.44 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Alfa Laval is performing at about 4% 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 Alfa Laval by adding it to a well-diversified portfolio.
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.
Price Boundaries
Alfa Laval Period Price Range
Low | December 4, 2024
| High |
0.00 | 0.00 |
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Alfa Laval December 4, 2024 Market Strength
Market strength indicators help investors to evaluate how Alfa Laval pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alfa Laval shares will generate the highest return on investment. By undertsting and applying Alfa Laval pink sheet market strength indicators, traders can identify Alfa Laval AB entry and exit signals to maximize returns
Alfa Laval Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Alfa Laval's price direction in advance. Along with the technical and fundamental analysis of Alfa Pink Sheet historical price patterns, it is also worthwhile for investors to track various predictive indicators of Alfa 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 | 0.0478 | |||
| Jensen Alpha | 0.0533 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.4057 |
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Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Other Tools for Alfa Pink Sheet
When running Alfa Laval's price analysis, check to measure Alfa Laval's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alfa Laval is operating at the current time. Most of Alfa Laval's value examination focuses on studying past and present price action to predict the probability of Alfa Laval's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alfa Laval's price. Additionally, you may evaluate how the addition of Alfa Laval to your portfolios can decrease your overall portfolio volatility.
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