ALERUS FINANCIAL (Germany) Market Value
| 5QD Stock | EUR 17.50 0.10 0.57% |
| Symbol | ALERUS |
ALERUS FINANCIAL '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 ALERUS FINANCIAL'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 ALERUS FINANCIAL.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in ALERUS FINANCIAL on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ALERUS FINANCIAL PDL1 or generate 0.0% return on investment in ALERUS FINANCIAL over 90 days. ALERUS FINANCIAL is related to or competes with Hellenic Telecommunicatio, CITIC Telecom, Kaufman Broad, Broadwind, SCANSOURCE, and TITANIUM TRANSPORTGROUP. Alerus Financial Corporation, through its subsidiary, Alerus Financial, National Association, provides various financial... More
ALERUS FINANCIAL 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 ALERUS FINANCIAL'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 ALERUS FINANCIAL PDL1 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.51 | |||
| Information Ratio | 0.1279 | |||
| Maximum Drawdown | 20.98 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 4.3 |
ALERUS FINANCIAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALERUS FINANCIAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALERUS FINANCIAL's standard deviation. In reality, there are many statistical measures that can use ALERUS FINANCIAL historical prices to predict the future ALERUS FINANCIAL's volatility.| Risk Adjusted Performance | 0.1691 | |||
| Jensen Alpha | 0.5353 | |||
| Total Risk Alpha | 0.0935 | |||
| Sortino Ratio | 0.1574 | |||
| Treynor Ratio | (7.00) |
ALERUS FINANCIAL PDL1 Backtested Returns
ALERUS FINANCIAL appears to be somewhat reliable, given 3 months investment horizon. ALERUS FINANCIAL PDL1 secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. By examining ALERUS FINANCIAL's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of ALERUS FINANCIAL's Mean Deviation of 1.88, risk adjusted performance of 0.1691, and Downside Deviation of 2.51 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ALERUS FINANCIAL holds a performance score of 13. The firm shows a Beta (market volatility) of -0.0751, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ALERUS FINANCIAL are expected to decrease at a much lower rate. During the bear market, ALERUS FINANCIAL is likely to outperform the market. Please check ALERUS FINANCIAL's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether ALERUS FINANCIAL's price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
ALERUS FINANCIAL PDL1 has poor predictability. Overlapping area represents the amount of predictability between ALERUS FINANCIAL time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 ALERUS FINANCIAL PDL1 price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current ALERUS FINANCIAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
ALERUS FINANCIAL PDL1 lagged returns against current returns
Autocorrelation, which is ALERUS FINANCIAL 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 ALERUS FINANCIAL's stock expected returns. We can calculate the autocorrelation of ALERUS FINANCIAL returns to help us make a trade decision. For example, suppose you find that ALERUS FINANCIAL 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 |
ALERUS FINANCIAL 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 ALERUS FINANCIAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALERUS FINANCIAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALERUS FINANCIAL stock over time.
Current vs Lagged Prices |
| Timeline |
ALERUS FINANCIAL Lagged Returns
When evaluating ALERUS FINANCIAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALERUS FINANCIAL stock have on its future price. ALERUS FINANCIAL 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, ALERUS FINANCIAL autocorrelation shows the relationship between ALERUS FINANCIAL stock current value and its past values and can show if there is a momentum factor associated with investing in ALERUS FINANCIAL PDL1.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ALERUS Stock
ALERUS FINANCIAL financial ratios help investors to determine whether ALERUS 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 ALERUS with respect to the benefits of owning ALERUS FINANCIAL security.