Allpark Empreendimentos (Brazil) Market Value
| ALPK3 Stock | BRL 2.90 0.11 3.94% |
| Symbol | Allpark |
Allpark Empreendimentos '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 Allpark Empreendimentos' 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 Allpark Empreendimentos.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Allpark Empreendimentos on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Allpark Empreendimentos Participaes or generate 0.0% return on investment in Allpark Empreendimentos over 90 days. Allpark Empreendimentos is related to or competes with Marfrig Global, TC Traders, Paycom Software, G2D Investments, and Bemobi Mobile. Allpark Empreendimentos, Participaes e Servios S.A More
Allpark Empreendimentos 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 Allpark Empreendimentos' 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 Allpark Empreendimentos Participaes upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.8 | |||
| Information Ratio | 0.0652 | |||
| Maximum Drawdown | 18.7 | |||
| Value At Risk | (6.48) | |||
| Potential Upside | 6.93 |
Allpark Empreendimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allpark Empreendimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allpark Empreendimentos' standard deviation. In reality, there are many statistical measures that can use Allpark Empreendimentos historical prices to predict the future Allpark Empreendimentos' volatility.| Risk Adjusted Performance | 0.0436 | |||
| Jensen Alpha | 0.2465 | |||
| Total Risk Alpha | 0.6703 | |||
| Sortino Ratio | 0.0702 | |||
| Treynor Ratio | 0.1938 |
Allpark Empreendimentos Backtested Returns
Allpark Empreendimentos appears to be very risky, given 3 months investment horizon. Allpark Empreendimentos secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Allpark Empreendimentos Participaes, which you can use to evaluate the volatility of the firm. Please makes use of Allpark Empreendimentos' Downside Deviation of 3.8, mean deviation of 3.09, and Risk Adjusted Performance of 0.0436 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Allpark Empreendimentos holds a performance score of 8. The firm shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allpark Empreendimentos' returns are expected to increase less than the market. However, during the bear market, the loss of holding Allpark Empreendimentos is expected to be smaller as well. Please check Allpark Empreendimentos' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Allpark Empreendimentos' price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Allpark Empreendimentos Participaes has average predictability. Overlapping area represents the amount of predictability between Allpark Empreendimentos time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Allpark Empreendimentos price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Allpark Empreendimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Allpark Empreendimentos lagged returns against current returns
Autocorrelation, which is Allpark Empreendimentos 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 Allpark Empreendimentos' stock expected returns. We can calculate the autocorrelation of Allpark Empreendimentos returns to help us make a trade decision. For example, suppose you find that Allpark Empreendimentos 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 |
Allpark Empreendimentos 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 Allpark Empreendimentos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allpark Empreendimentos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allpark Empreendimentos stock over time.
Current vs Lagged Prices |
| Timeline |
Allpark Empreendimentos Lagged Returns
When evaluating Allpark Empreendimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allpark Empreendimentos stock have on its future price. Allpark Empreendimentos 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, Allpark Empreendimentos autocorrelation shows the relationship between Allpark Empreendimentos stock current value and its past values and can show if there is a momentum factor associated with investing in Allpark Empreendimentos Participaes.
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.Additional Tools for Allpark Stock Analysis
When running Allpark Empreendimentos' price analysis, check to measure Allpark Empreendimentos' 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 Allpark Empreendimentos is operating at the current time. Most of Allpark Empreendimentos' value examination focuses on studying past and present price action to predict the probability of Allpark Empreendimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allpark Empreendimentos' price. Additionally, you may evaluate how the addition of Allpark Empreendimentos to your portfolios can decrease your overall portfolio volatility.