Allos SA's market value is the price at which a share of Allos SA trades on a public exchange. It measures the collective expectations of Allos SA investors about its performance. Allos SA is selling for under 17.88 as of the 7th of January 2025; that is 1.32% down since the beginning of the trading day. The stock's lowest day price was 17.78. With this module, you can estimate the performance of a buy and hold strategy of Allos SA and determine expected loss or profit from investing in Allos SA over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
Allos
Allos SA '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 Allos SA'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 Allos SA.
0.00
01/18/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/07/2025
0.00
If you would invest 0.00 in Allos SA on January 18, 2023 and sell it all today you would earn a total of 0.00 from holding Allos SA or generate 0.0% return on investment in Allos SA over 720 days.
Allos SA 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 Allos SA'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 Allos SA 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 Allos SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allos SA's standard deviation. In reality, there are many statistical measures that can use Allos SA historical prices to predict the future Allos SA's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Allos SA. Your research has to be compared to or analyzed against Allos SA's peers to derive any actionable benefits. When done correctly, Allos SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Allos SA.
Allos SA Backtested Returns
Allos SA secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21% return per unit of risk over the last 3 months. Allos SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Allos SA's Mean Deviation of 1.13, risk adjusted performance of (0.16), and Standard Deviation of 1.55 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allos SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allos SA is expected to be smaller as well. At this point, Allos SA has a negative expected return of -0.32%. Please make sure to confirm Allos SA's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Allos SA performance from the past will be repeated at some point in the near future.
Auto-correlation
0.39
Below average predictability
Allos SA has below average predictability. Overlapping area represents the amount of predictability between Allos SA 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 Allos SA price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Allos SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.39
Spearman Rank Test
0.24
Residual Average
0.0
Price Variance
1.15
Allos SA lagged returns against current returns
Autocorrelation, which is Allos SA 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 Allos SA's stock expected returns. We can calculate the autocorrelation of Allos SA returns to help us make a trade decision. For example, suppose you find that Allos SA 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
Allos SA 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 Allos SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allos SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allos SA stock over time.
Current vs Lagged Prices
Timeline
Allos SA Lagged Returns
When evaluating Allos SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allos SA stock have on its future price. Allos SA 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, Allos SA autocorrelation shows the relationship between Allos SA stock current value and its past values and can show if there is a momentum factor associated with investing in Allos SA.
Regressed Prices
Timeline
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When running Allos SA's price analysis, check to measure Allos SA'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 Allos SA is operating at the current time. Most of Allos SA's value examination focuses on studying past and present price action to predict the probability of Allos SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allos SA's price. Additionally, you may evaluate how the addition of Allos SA to your portfolios can decrease your overall portfolio volatility.