Aluflexpack's market value is the price at which a share of Aluflexpack trades on a public exchange. It measures the collective expectations of Aluflexpack AG investors about its performance. Aluflexpack is selling for under 14.50 as of the 4th of January 2025; that is No Change since the beginning of the trading day. The stock's lowest day price was 14.5. With this module, you can estimate the performance of a buy and hold strategy of Aluflexpack AG and determine expected loss or profit from investing in Aluflexpack over a given investment horizon. Check out Aluflexpack Correlation, Aluflexpack Volatility and Aluflexpack Alpha and Beta module to complement your research on Aluflexpack.
Please note, there is a significant difference between Aluflexpack's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aluflexpack is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aluflexpack'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.
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.
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12/05/2024
No Change 0.00
0.0
In 31 days
01/04/2025
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If you would invest 0.00 in Aluflexpack on December 5, 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. 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.
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.
At this stage we consider Aluflexpack Stock to be very steady. Aluflexpack AG secures Sharpe Ratio (or Efficiency) of 0.0126, which signifies that the company had a 0.0126% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Aluflexpack AG, which you can use to evaluate the volatility of the firm. Please confirm Aluflexpack's Mean Deviation of 0.3762, risk adjusted performance of (0.02), and Standard Deviation of 0.5887 to double-check if the risk estimate we provide is consistent with the expected return of 0.0077%. The firm shows a Beta (market volatility) of 0.0129, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aluflexpack's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aluflexpack is expected to be smaller as well. Aluflexpack AG right now shows a risk of 0.61%. Please confirm Aluflexpack AG potential upside, as well as the relationship between the accumulation distribution and day typical price , to decide if Aluflexpack AG will be following its price patterns.
Auto-correlation
-0.43
Modest reverse predictability
Aluflexpack AG has modest reverse predictability. Overlapping area represents the amount of predictability between Aluflexpack time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th 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 -0.43 indicates that just about 43.0% of current Aluflexpack price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.43
Spearman Rank Test
0.54
Residual Average
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Price Variance
0.0
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
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.
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.