Aluula Composites Stock Market Value
| AUUA Stock | 1.40 0.10 6.67% |
| Symbol | Aluula |
Aluula Composites '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 Aluula Composites' 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 Aluula Composites.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Aluula Composites on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Aluula Composites or generate 0.0% return on investment in Aluula Composites over 90 days. Aluula Composites is related to or competes with Verizon Communications, InPlay Oil, Constellation Software, Eskay Mining, Renoworks Software, Pace Metals, and Economic Investment. More
Aluula Composites 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 Aluula Composites' 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 Aluula Composites upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.46 | |||
| Information Ratio | 0.0839 | |||
| Maximum Drawdown | 109.62 | |||
| Value At Risk | (16.90) | |||
| Potential Upside | 14.29 |
Aluula Composites Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aluula Composites' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aluula Composites' standard deviation. In reality, there are many statistical measures that can use Aluula Composites historical prices to predict the future Aluula Composites' volatility.| Risk Adjusted Performance | 0.0764 | |||
| Jensen Alpha | 1.12 | |||
| Total Risk Alpha | 2.84 | |||
| Sortino Ratio | 0.072 | |||
| Treynor Ratio | 2.69 |
Aluula Composites Backtested Returns
Aluula Composites is out of control given 3 months investment horizon. Aluula Composites secures Sharpe Ratio (or Efficiency) of 0.0769, which signifies that the company had a 0.0769 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.09% are justified by taking the suggested risk. Use Aluula Composites Mean Deviation of 7.1, risk adjusted performance of 0.0764, and Downside Deviation of 16.46 to evaluate company specific risk that cannot be diversified away. Aluula Composites holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aluula Composites' returns are expected to increase less than the market. However, during the bear market, the loss of holding Aluula Composites is expected to be smaller as well. Use Aluula Composites treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Aluula Composites.
Auto-correlation | 0.25 |
Poor predictability
Aluula Composites has poor predictability. Overlapping area represents the amount of predictability between Aluula Composites 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 Aluula Composites price movement. The serial correlation of 0.25 indicates that over 25.0% of current Aluula Composites price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Aluula Composites lagged returns against current returns
Autocorrelation, which is Aluula Composites 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 Aluula Composites' stock expected returns. We can calculate the autocorrelation of Aluula Composites returns to help us make a trade decision. For example, suppose you find that Aluula Composites 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 |
Aluula Composites 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 Aluula Composites stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aluula Composites stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aluula Composites stock over time.
Current vs Lagged Prices |
| Timeline |
Aluula Composites Lagged Returns
When evaluating Aluula Composites' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aluula Composites stock have on its future price. Aluula Composites 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, Aluula Composites autocorrelation shows the relationship between Aluula Composites stock current value and its past values and can show if there is a momentum factor associated with investing in Aluula Composites.
Regressed Prices |
| Timeline |
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Additional Tools for Aluula Stock Analysis
When running Aluula Composites' price analysis, check to measure Aluula Composites' 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 Aluula Composites is operating at the current time. Most of Aluula Composites' value examination focuses on studying past and present price action to predict the probability of Aluula Composites' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aluula Composites' price. Additionally, you may evaluate how the addition of Aluula Composites to your portfolios can decrease your overall portfolio volatility.