All Iron (Spain) Market Value
| YAI1 Stock | EUR 10.90 0.50 4.81% |
| Symbol | All |
All Iron '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 All Iron'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 All Iron.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in All Iron on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding All Iron Re or generate 0.0% return on investment in All Iron over 30 days. All Iron is related to or competes with Elaia Investment, Ebro Foods, NH Hoteles, Borges Agricultural, Squirrel Media, and Cellnex Telecom. All Iron Re I Socimi, S.A. invests in and develops urban real estate assets in Spain and Hungary More
All Iron 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 All Iron'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 All Iron Re upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.0567 | |||
| Maximum Drawdown | 9.61 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 3.13 |
All Iron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for All Iron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as All Iron's standard deviation. In reality, there are many statistical measures that can use All Iron historical prices to predict the future All Iron's volatility.| Risk Adjusted Performance | 0.1017 | |||
| Jensen Alpha | 0.2269 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | (0.65) |
All Iron Re Backtested Returns
At this point, All Iron is not too volatile. All Iron Re secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for All Iron Re, which you can use to evaluate the volatility of the firm. Please confirm All Iron's Mean Deviation of 0.9729, risk adjusted performance of 0.1017, and Downside Deviation of 2.72 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. All Iron has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning All Iron are expected to decrease at a much lower rate. During the bear market, All Iron is likely to outperform the market. All Iron Re right now shows a risk of 1.57%. Please confirm All Iron Re treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if All Iron Re will be following its price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
All Iron Re has weak reverse predictability. Overlapping area represents the amount of predictability between All Iron time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of All Iron Re price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current All Iron price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
All Iron Re lagged returns against current returns
Autocorrelation, which is All Iron 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 All Iron's stock expected returns. We can calculate the autocorrelation of All Iron returns to help us make a trade decision. For example, suppose you find that All Iron 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 |
All Iron 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 All Iron stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if All Iron stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in All Iron stock over time.
Current vs Lagged Prices |
| Timeline |
All Iron Lagged Returns
When evaluating All Iron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of All Iron stock have on its future price. All Iron 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, All Iron autocorrelation shows the relationship between All Iron stock current value and its past values and can show if there is a momentum factor associated with investing in All Iron Re.
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.Other Information on Investing in All Stock
All Iron financial ratios help investors to determine whether All Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in All with respect to the benefits of owning All Iron security.