Alliance Recovery Stock Market Value
| ARVY Stock | USD 0 0.00 0.00% |
| Symbol | Alliance |
Alliance Recovery '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 Alliance Recovery's pink sheet 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 Alliance Recovery.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Alliance Recovery on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Alliance Recovery or generate 0.0% return on investment in Alliance Recovery over 90 days. Alliance Recovery is related to or competes with Sun Country, Integral, Grupo Televisa, Webus International, Zhihu, Torm PLC, and Procter Gamble. Alliance Recovery Corporation, a development stage company, develops resource recovery technologies to convert industria... More
Alliance Recovery 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 Alliance Recovery's pink sheet 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 Alliance Recovery upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0828 | |||
| Maximum Drawdown | 80.0 |
Alliance Recovery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alliance Recovery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alliance Recovery's standard deviation. In reality, there are many statistical measures that can use Alliance Recovery historical prices to predict the future Alliance Recovery's volatility.| Risk Adjusted Performance | 0.073 | |||
| Jensen Alpha | 0.8315 | |||
| Total Risk Alpha | 2.05 | |||
| Treynor Ratio | 1.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alliance Recovery's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Alliance Recovery Backtested Returns
Alliance Recovery appears to be out of control, given 3 months investment horizon. Alliance Recovery secures Sharpe Ratio (or Efficiency) of 0.0739, which signifies that the company had a 0.0739 % return per unit of risk over the last 3 months. By analyzing Alliance Recovery's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please makes use of Alliance Recovery's Mean Deviation of 2.4, standard deviation of 10.38, and Risk Adjusted Performance of 0.073 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alliance Recovery holds a performance score of 5. The firm shows a Beta (market volatility) of 0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alliance Recovery's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alliance Recovery is expected to be smaller as well. Please check Alliance Recovery's standard deviation and kurtosis , to make a quick decision on whether Alliance Recovery's price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Alliance Recovery has insignificant reverse predictability. Overlapping area represents the amount of predictability between Alliance Recovery time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Alliance Recovery price movement. The serial correlation of -0.16 indicates that over 16.0% of current Alliance Recovery price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alliance Recovery lagged returns against current returns
Autocorrelation, which is Alliance Recovery pink sheet'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 Alliance Recovery's pink sheet expected returns. We can calculate the autocorrelation of Alliance Recovery returns to help us make a trade decision. For example, suppose you find that Alliance Recovery has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Alliance Recovery 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 Alliance Recovery pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alliance Recovery pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alliance Recovery pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Alliance Recovery Lagged Returns
When evaluating Alliance Recovery's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alliance Recovery pink sheet have on its future price. Alliance Recovery 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, Alliance Recovery autocorrelation shows the relationship between Alliance Recovery pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Alliance Recovery.
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 Alliance Pink Sheet Analysis
When running Alliance Recovery's price analysis, check to measure Alliance Recovery'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 Alliance Recovery is operating at the current time. Most of Alliance Recovery's value examination focuses on studying past and present price action to predict the probability of Alliance Recovery's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alliance Recovery's price. Additionally, you may evaluate how the addition of Alliance Recovery to your portfolios can decrease your overall portfolio volatility.