Alliance Data (Germany) Performance
| LID Stock | EUR 45.28 1.33 3.03% |
The firm shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alliance Data's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alliance Data is expected to be smaller as well. At this point, Alliance Data Systems has a negative expected return of -0.49%. Please make sure to confirm Alliance Data's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Alliance Data Systems performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Alliance Data Systems has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's fundamental indicators remain comparatively stable which may send shares a bit higher in April 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Fifty Two Week Low | 34.15 | |
| Fifty Two Week High | 104.25 |
Alliance |
Alliance Data Relative Risk vs. Return Landscape
If you would invest 6,229 in Alliance Data Systems on December 16, 2024 and sell it today you would lose (1,701) from holding Alliance Data Systems or give up 27.31% of portfolio value over 90 days. Alliance Data Systems is producing return of less than zero assuming 2.3773% volatility of returns over the 90 days investment horizon. Simply put, 21% of all stocks have less volatile historical return distribution than Alliance Data, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Alliance Data Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alliance Data's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alliance Data Systems, and traders can use it to determine the average amount a Alliance Data's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.2076
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| Negative Returns | LID |
Estimated Market Risk
| 2.38 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alliance Data is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alliance Data by adding Alliance Data to a well-diversified portfolio.
About Alliance Data Performance
Assessing Alliance Data's fundamental ratios provides investors with valuable insights into Alliance Data's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Alliance Data is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Alliance Data Systems performance evaluation
Checking the ongoing alerts about Alliance Data for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Alliance Data Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Alliance Data generated a negative expected return over the last 90 days |
- Analyzing Alliance Data's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Alliance Data's stock is overvalued or undervalued compared to its peers.
- Examining Alliance Data's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Alliance Data's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alliance Data's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Alliance Data's stock. These opinions can provide insight into Alliance Data's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Alliance Stock Analysis
When running Alliance Data's price analysis, check to measure Alliance Data'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 Data is operating at the current time. Most of Alliance Data's value examination focuses on studying past and present price action to predict the probability of Alliance Data'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 Data's price. Additionally, you may evaluate how the addition of Alliance Data to your portfolios can decrease your overall portfolio volatility.