Alliance Select (Philippines) Market Value

FOOD Stock   0.58  0.08  16.00%   
Alliance Select's market value is the price at which a share of Alliance Select trades on a public exchange. It measures the collective expectations of Alliance Select Foods investors about its performance. Alliance Select is selling for under 0.58 as of the 18th of March 2025; that is 16.00 percent increase since the beginning of the trading day. The stock's lowest day price was 0.48.
With this module, you can estimate the performance of a buy and hold strategy of Alliance Select Foods and determine expected loss or profit from investing in Alliance Select over a given investment horizon. Check out Alliance Select Correlation, Alliance Select Volatility and Alliance Select Alpha and Beta module to complement your research on Alliance Select.
Symbol

Please note, there is a significant difference between Alliance Select's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alliance Select is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alliance Select'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.

Alliance Select '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 Select'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 Alliance Select.
0.00
12/18/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/18/2025
0.00
If you would invest  0.00  in Alliance Select on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Alliance Select Foods or generate 0.0% return on investment in Alliance Select over 90 days. Alliance Select is related to or competes with BDO Unibank, COL Financial, Asia United, and Megawide Construction. More

Alliance Select 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 Select'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 Alliance Select Foods upside and downside potential and time the market with a certain degree of confidence.

Alliance Select Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alliance Select's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alliance Select's standard deviation. In reality, there are many statistical measures that can use Alliance Select historical prices to predict the future Alliance Select's volatility.
Hype
Prediction
LowEstimatedHigh
0.030.587.74
Details
Intrinsic
Valuation
LowRealHigh
0.030.537.69
Details
Naive
Forecast
LowNextHigh
0.010.617.77
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.420.530.63
Details

Alliance Select Foods Backtested Returns

Alliance Select is out of control given 3 months investment horizon. Alliance Select Foods secures Sharpe Ratio (or Efficiency) of 0.37, which signifies that the company had a 0.37 % return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 2.63% are justified by taking the suggested risk. Use Alliance Select Risk Adjusted Performance of 0.1233, downside deviation of 6.44, and Mean Deviation of 2.67 to evaluate company specific risk that cannot be diversified away. Alliance Select holds a performance score of 28 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alliance Select's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alliance Select is expected to be smaller as well. Use Alliance Select coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to analyze future returns on Alliance Select.

Auto-correlation

    
  0.32  

Below average predictability

Alliance Select Foods has below average predictability. Overlapping area represents the amount of predictability between Alliance Select time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Select Foods price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Alliance Select price fluctuation can be explain by its past prices.
Correlation Coefficient0.32
Spearman Rank Test0.32
Residual Average0.0
Price Variance0.0

Alliance Select Foods lagged returns against current returns

Autocorrelation, which is Alliance Select 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 Alliance Select's stock expected returns. We can calculate the autocorrelation of Alliance Select returns to help us make a trade decision. For example, suppose you find that Alliance Select 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  

Alliance Select 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 Select stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alliance Select stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alliance Select stock over time.
   Current vs Lagged Prices   
       Timeline  

Alliance Select Lagged Returns

When evaluating Alliance Select's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alliance Select stock have on its future price. Alliance Select 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 Select autocorrelation shows the relationship between Alliance Select stock current value and its past values and can show if there is a momentum factor associated with investing in Alliance Select Foods.
   Regressed Prices   
       Timeline  

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Additional Tools for Alliance Stock Analysis

When running Alliance Select's price analysis, check to measure Alliance Select'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 Select is operating at the current time. Most of Alliance Select's value examination focuses on studying past and present price action to predict the probability of Alliance Select'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 Select's price. Additionally, you may evaluate how the addition of Alliance Select to your portfolios can decrease your overall portfolio volatility.