Aluflexpack (Switzerland) Market Value
| AFP Stock | 15.15 0.05 0.33% |
| Symbol | Aluflexpack |
Aluflexpack '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 Aluflexpack'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 Aluflexpack.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Aluflexpack on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Aluflexpack AG or generate 0.0% return on investment in Aluflexpack over 30 days. Aluflexpack is related to or competes with Softwareone Holding, Burckhardt Compression, Arbonia AG, Belimo Holding, and Bachem Holding. More
Aluflexpack 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 Aluflexpack'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 Aluflexpack AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6974 | |||
| Information Ratio | 0.0402 | |||
| Maximum Drawdown | 4.08 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.692 |
Aluflexpack Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aluflexpack's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aluflexpack's standard deviation. In reality, there are many statistical measures that can use Aluflexpack historical prices to predict the future Aluflexpack's volatility.| Risk Adjusted Performance | 0.0666 | |||
| Jensen Alpha | 0.049 | |||
| Total Risk Alpha | 0.0316 | |||
| Sortino Ratio | 0.0414 | |||
| Treynor Ratio | (2.30) |
Aluflexpack AG Backtested Returns
At this stage we consider Aluflexpack Stock to be very steady. Aluflexpack AG secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aluflexpack AG, which you can use to evaluate the volatility of the firm. Please confirm Aluflexpack's Downside Deviation of 0.6974, risk adjusted performance of 0.0666, and Mean Deviation of 0.4423 to double-check if the risk estimate we provide is consistent with the expected return of 0.0828%. Aluflexpack has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0211, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aluflexpack are expected to decrease at a much lower rate. During the bear market, Aluflexpack is likely to outperform the market. Aluflexpack AG right now shows a risk of 0.73%. Please confirm Aluflexpack AG treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if Aluflexpack AG will be following its price patterns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Aluflexpack AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Aluflexpack time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st 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 Aluflexpack AG price movement. The serial correlation of -0.71 indicates that around 71.0% of current Aluflexpack price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Aluflexpack AG lagged returns against current returns
Autocorrelation, which is Aluflexpack 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 Aluflexpack's stock expected returns. We can calculate the autocorrelation of Aluflexpack returns to help us make a trade decision. For example, suppose you find that Aluflexpack 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 |
Aluflexpack 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 Aluflexpack stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aluflexpack stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aluflexpack stock over time.
Current vs Lagged Prices |
| Timeline |
Aluflexpack Lagged Returns
When evaluating Aluflexpack's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aluflexpack stock have on its future price. Aluflexpack 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, Aluflexpack autocorrelation shows the relationship between Aluflexpack stock current value and its past values and can show if there is a momentum factor associated with investing in Aluflexpack AG.
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 Aluflexpack Stock Analysis
When running Aluflexpack's price analysis, check to measure Aluflexpack'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 Aluflexpack is operating at the current time. Most of Aluflexpack's value examination focuses on studying past and present price action to predict the probability of Aluflexpack's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aluflexpack's price. Additionally, you may evaluate how the addition of Aluflexpack to your portfolios can decrease your overall portfolio volatility.