Alliance Data (UK) Market Value
| 0HCR Stock | 49.50 1.79 3.75% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Alliance Data on December 17, 2024 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 Seche Environnement, Baker Steel, Host Hotels, Veolia Environnement, National Beverage, InterContinental, and Moneysupermarket. Alliance Data is entity of United Kingdom 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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 12.98 | |||
| Value At Risk | (4.10) | |||
| Potential Upside | 4.26 |
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 | (0.09) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | 0.0319 | |||
| Treynor Ratio | (0.44) |
Alliance Data Systems Backtested Returns
Alliance Data Systems secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. Alliance Data Systems exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alliance Data's Standard Deviation of 2.68, risk adjusted performance of (0.09), and Mean Deviation of 2.1 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. 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. At this point, Alliance Data Systems has a negative expected return of -0.42%. Please make sure to confirm Alliance Data's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Alliance Data Systems performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Alliance Data Systems has poor reverse predictability. Overlapping area represents the amount of predictability between Alliance Data time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. 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 -0.4 indicates that just about 40.0% of current Alliance Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 28.3 |
Alliance Data Systems lagged returns against current returns
Autocorrelation, which is Alliance Data 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 Alliance Data's stock expected returns. We can calculate the autocorrelation of Alliance Data returns to help us make a trade decision. For example, suppose you find that Alliance Data has exhibited high autocorrelation historically, and you observe that the 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 |
Alliance Data 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 Alliance Data stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alliance Data stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alliance Data stock over time.
Current vs Lagged Prices |
| Timeline |
Alliance Data Lagged Returns
When evaluating Alliance Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alliance Data stock have on its future price. Alliance Data 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, Alliance Data autocorrelation shows the relationship between Alliance Data stock current value and its past values and can show if there is a momentum factor associated with investing in Alliance Data Systems.
Regressed Prices |
| Timeline |
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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.Additional Tools for Alliance Stock Analysis
When running Alliance Data's price analysis, check to measure Alliance Data'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 Alliance Data is operating at the current time. Most of Alliance Data's value examination focuses on studying past and present price action to predict the probability of Alliance Data's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alliance Data's price. Additionally, you may evaluate how the addition of Alliance Data to your portfolios can decrease your overall portfolio volatility.