ALLFUNDS GROUP's market value is the price at which a share of ALLFUNDS GROUP trades on a public exchange. It measures the collective expectations of ALLFUNDS GROUP EO 0025 investors about its performance. ALLFUNDS GROUP is trading at 5.10 as of the 7th of January 2025. This is a 1.39% up since the beginning of the trading day. The stock's lowest day price was 5.1. With this module, you can estimate the performance of a buy and hold strategy of ALLFUNDS GROUP EO 0025 and determine expected loss or profit from investing in ALLFUNDS GROUP over a given investment horizon. Check out ALLFUNDS GROUP Correlation, ALLFUNDS GROUP Volatility and ALLFUNDS GROUP Alpha and Beta module to complement your research on ALLFUNDS GROUP.
Please note, there is a significant difference between ALLFUNDS GROUP's value and its price as these two are different measures arrived at by different means. Investors typically determine if ALLFUNDS GROUP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ALLFUNDS GROUP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
ALLFUNDS GROUP '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 ALLFUNDS GROUP'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 ALLFUNDS GROUP.
0.00
01/18/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/07/2025
0.00
If you would invest 0.00 in ALLFUNDS GROUP on January 18, 2023 and sell it all today you would earn a total of 0.00 from holding ALLFUNDS GROUP EO 0025 or generate 0.0% return on investment in ALLFUNDS GROUP over 720 days. ALLFUNDS GROUP is related to or competes with Ares Management, Superior Plus, NMI Holdings, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Allfunds Group plc provides B2B WealthTech platforms connecting fund houses and distributors More
ALLFUNDS GROUP 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 ALLFUNDS GROUP'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 ALLFUNDS GROUP EO 0025 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALLFUNDS GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALLFUNDS GROUP's standard deviation. In reality, there are many statistical measures that can use ALLFUNDS GROUP historical prices to predict the future ALLFUNDS GROUP's volatility.
At this point, ALLFUNDS GROUP is somewhat reliable. ALLFUNDS GROUP EO secures Sharpe Ratio (or Efficiency) of 4.0E-4, which signifies that the company had a 4.0E-4% return per unit of return volatility over the last 3 months. We have found twenty-one technical indicators for ALLFUNDS GROUP EO 0025, which you can use to evaluate the volatility of the firm. Please confirm ALLFUNDS GROUP's Mean Deviation of 1.33, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,771) to double-check if the risk estimate we provide is consistent with the expected return of 7.0E-4%. The firm shows a Beta (market volatility) of 0.0465, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALLFUNDS GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALLFUNDS GROUP is expected to be smaller as well. ALLFUNDS GROUP EO now shows a risk of 1.68%. Please confirm ALLFUNDS GROUP EO total risk alpha, kurtosis, and the relationship between the information ratio and potential upside , to decide if ALLFUNDS GROUP EO will be following its price patterns.
Auto-correlation
0.53
Modest predictability
ALLFUNDS GROUP EO 0025 has modest predictability. Overlapping area represents the amount of predictability between ALLFUNDS GROUP time series from 18th of January 2023 to 13th of January 2024 and 13th of January 2024 to 7th of January 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 ALLFUNDS GROUP EO price movement. The serial correlation of 0.53 indicates that about 53.0% of current ALLFUNDS GROUP price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
0.35
Residual Average
0.0
Price Variance
0.31
ALLFUNDS GROUP EO lagged returns against current returns
Autocorrelation, which is ALLFUNDS GROUP 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 ALLFUNDS GROUP's stock expected returns. We can calculate the autocorrelation of ALLFUNDS GROUP returns to help us make a trade decision. For example, suppose you find that ALLFUNDS GROUP 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
ALLFUNDS GROUP 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 ALLFUNDS GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALLFUNDS GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALLFUNDS GROUP stock over time.
Current vs Lagged Prices
Timeline
ALLFUNDS GROUP Lagged Returns
When evaluating ALLFUNDS GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALLFUNDS GROUP stock have on its future price. ALLFUNDS GROUP 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, ALLFUNDS GROUP autocorrelation shows the relationship between ALLFUNDS GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in ALLFUNDS GROUP EO 0025.
ALLFUNDS GROUP financial ratios help investors to determine whether ALLFUNDS 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 ALLFUNDS with respect to the benefits of owning ALLFUNDS GROUP security.