Alan Allman's market value is the price at which a share of Alan Allman trades on a public exchange. It measures the collective expectations of Alan Allman Associates investors about its performance. Alan Allman is trading at 5.00 as of the 3rd of January 2025, a 7.76% up since the beginning of the trading day. The stock's open price was 4.64. With this module, you can estimate the performance of a buy and hold strategy of Alan Allman Associates and determine expected loss or profit from investing in Alan Allman over a given investment horizon. Check out Alan Allman Correlation, Alan Allman Volatility and Alan Allman Alpha and Beta module to complement your research on Alan Allman.
Please note, there is a significant difference between Alan Allman's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alan Allman is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alan Allman'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.
Alan Allman '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 Alan Allman'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 Alan Allman.
0.00
10/11/2023
No Change 0.00
0.0
In 1 year 2 months and 27 days
01/03/2025
0.00
If you would invest 0.00 in Alan Allman on October 11, 2023 and sell it all today you would earn a total of 0.00 from holding Alan Allman Associates or generate 0.0% return on investment in Alan Allman over 450 days. Alan Allman is related to or competes with ZCCM Investments, Les Hotels, Guandao Puer, Hotel Majestic, CMG Cleantech, Hitechpros, and Entech SE. Alan Allman Associates provides management consulting services More
Alan Allman 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 Alan Allman'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 Alan Allman Associates 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 Alan Allman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alan Allman's standard deviation. In reality, there are many statistical measures that can use Alan Allman historical prices to predict the future Alan Allman's volatility.
At this point, Alan Allman is risky. Alan Allman Associates secures Sharpe Ratio (or Efficiency) of 0.021, which signifies that the company had a 0.021% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Alan Allman Associates, which you can use to evaluate the volatility of the firm. Please confirm Alan Allman's mean deviation of 4.13, and Risk Adjusted Performance of 0.0177 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Alan Allman has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.42, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alan Allman will likely underperform. Alan Allman Associates right now shows a risk of 5.52%. Please confirm Alan Allman Associates information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if Alan Allman Associates will be following its price patterns.
Auto-correlation
0.54
Modest predictability
Alan Allman Associates has modest predictability. Overlapping area represents the amount of predictability between Alan Allman time series from 11th of October 2023 to 23rd of May 2024 and 23rd of May 2024 to 3rd 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 Alan Allman Associates price movement. The serial correlation of 0.54 indicates that about 54.0% of current Alan Allman price fluctuation can be explain by its past prices.
Correlation Coefficient
0.54
Spearman Rank Test
0.5
Residual Average
0.0
Price Variance
2.91
Alan Allman Associates lagged returns against current returns
Autocorrelation, which is Alan Allman 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 Alan Allman's stock expected returns. We can calculate the autocorrelation of Alan Allman returns to help us make a trade decision. For example, suppose you find that Alan Allman 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
Alan Allman 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 Alan Allman stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alan Allman stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alan Allman stock over time.
Current vs Lagged Prices
Timeline
Alan Allman Lagged Returns
When evaluating Alan Allman's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alan Allman stock have on its future price. Alan Allman 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, Alan Allman autocorrelation shows the relationship between Alan Allman stock current value and its past values and can show if there is a momentum factor associated with investing in Alan Allman Associates.
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.
Alan Allman financial ratios help investors to determine whether Alan 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 Alan with respect to the benefits of owning Alan Allman security.