Aluf Holdings Stock Market Value
| AHIX Stock | USD 0.02 0.0002 1.01% |
| Symbol | ALUF |
ALUF Holdings '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 ALUF Holdings' pink sheet 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 ALUF Holdings.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in ALUF Holdings on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ALUF Holdings or generate 0.0% return on investment in ALUF Holdings over 90 days. Aluf Holdings, Inc., through its subsidiaries, develops proprietary software, software algorithms, and hardware for test... More
ALUF Holdings 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 ALUF Holdings' pink sheet 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 ALUF Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.97 | |||
| Information Ratio | 0.181 | |||
| Maximum Drawdown | 111.56 | |||
| Value At Risk | (4.69) | |||
| Potential Upside | 27.49 |
ALUF Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALUF Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALUF Holdings' standard deviation. In reality, there are many statistical measures that can use ALUF Holdings historical prices to predict the future ALUF Holdings' volatility.| Risk Adjusted Performance | 0.1886 | |||
| Jensen Alpha | 2.51 | |||
| Total Risk Alpha | 0.5866 | |||
| Sortino Ratio | 0.1291 | |||
| Treynor Ratio | (6.25) |
ALUF Holdings Backtested Returns
ALUF Holdings is out of control given 3 months investment horizon. ALUF Holdings secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of volatility over the last 3 months. We were able to collect and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.53% are justified by taking the suggested risk. Use ALUF Holdings mean deviation of 6.15, and Risk Adjusted Performance of 0.1886 to evaluate company specific risk that cannot be diversified away. ALUF Holdings holds a performance score of 15 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ALUF Holdings are expected to decrease at a much lower rate. During the bear market, ALUF Holdings is likely to outperform the market. Use ALUF Holdings value at risk, as well as the relationship between the skewness and day typical price , to analyze future returns on ALUF Holdings.
Auto-correlation | 0.23 |
Weak predictability
ALUF Holdings has weak predictability. Overlapping area represents the amount of predictability between ALUF Holdings 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 ALUF Holdings price movement. The serial correlation of 0.23 indicates that over 23.0% of current ALUF Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ALUF Holdings lagged returns against current returns
Autocorrelation, which is ALUF Holdings pink sheet'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 ALUF Holdings' pink sheet expected returns. We can calculate the autocorrelation of ALUF Holdings returns to help us make a trade decision. For example, suppose you find that ALUF Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
ALUF Holdings 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 ALUF Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALUF Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALUF Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ALUF Holdings Lagged Returns
When evaluating ALUF Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALUF Holdings pink sheet have on its future price. ALUF Holdings 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, ALUF Holdings autocorrelation shows the relationship between ALUF Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ALUF Holdings.
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.Additional Tools for ALUF Pink Sheet Analysis
When running ALUF Holdings' price analysis, check to measure ALUF Holdings' 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 ALUF Holdings is operating at the current time. Most of ALUF Holdings' value examination focuses on studying past and present price action to predict the probability of ALUF Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ALUF Holdings' price. Additionally, you may evaluate how the addition of ALUF Holdings to your portfolios can decrease your overall portfolio volatility.