Allianz Se Stock Market Value

ALIZF Stock  USD 402.00  11.85  2.86%   
Allianz SE's market value is the price at which a share of Allianz SE trades on a public exchange. It measures the collective expectations of Allianz SE investors about its performance. Allianz SE is trading at 402.00 as of the 22nd of July 2025. This is a 2.86 percent decrease since the beginning of the trading day. The stock's lowest day price was 402.0.
With this module, you can estimate the performance of a buy and hold strategy of Allianz SE and determine expected loss or profit from investing in Allianz SE over a given investment horizon. Check out Allianz SE Correlation, Allianz SE Volatility and Allianz SE Alpha and Beta module to complement your research on Allianz SE.
Symbol

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

Allianz SE '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 Allianz SE's 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 Allianz SE.
0.00
04/23/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/22/2025
0.00
If you would invest  0.00  in Allianz SE on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Allianz SE or generate 0.0% return on investment in Allianz SE over 90 days. Allianz SE is related to or competes with Assicurazioni Generali, Assicurazioni Generali, BB Seguridade, Diageo Plc, Morgan Stanley, Nippon Telegraph, and Swiss Life. Allianz SE, together with its subsidiaries, provides property-casualty insurance, lifehealth insurance, and asset manage... More

Allianz SE 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 Allianz SE's 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 Allianz SE upside and downside potential and time the market with a certain degree of confidence.

Allianz SE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianz SE's standard deviation. In reality, there are many statistical measures that can use Allianz SE historical prices to predict the future Allianz SE's volatility.
Hype
Prediction
LowEstimatedHigh
400.02402.00403.98
Details
Intrinsic
Valuation
LowRealHigh
336.78338.76442.20
Details
Naive
Forecast
LowNextHigh
405.25407.23409.21
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
385.72401.16416.60
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Allianz SE. Your research has to be compared to or analyzed against Allianz SE's peers to derive any actionable benefits. When done correctly, Allianz SE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Allianz SE.

Allianz SE Backtested Returns

At this point, Allianz SE is very steady. Allianz SE secures Sharpe Ratio (or Efficiency) of 0.0319, which signifies that the company had a 0.0319 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Allianz SE, which you can use to evaluate the volatility of the firm. Please confirm Allianz SE's Risk Adjusted Performance of 0.071, downside deviation of 1.9, and Mean Deviation of 1.55 to double-check if the risk estimate we provide is consistent with the expected return of 0.0632%. Allianz SE has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Allianz SE are expected to decrease at a much lower rate. During the bear market, Allianz SE is likely to outperform the market. Allianz SE right now shows a risk of 1.98%. Please confirm Allianz SE downside variance, and the relationship between the sortino ratio and daily balance of power , to decide if Allianz SE will be following its price patterns.

Auto-correlation

    
  -0.43  

Modest reverse predictability

Allianz SE has modest reverse predictability. Overlapping area represents the amount of predictability between Allianz SE time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Allianz SE price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Allianz SE price fluctuation can be explain by its past prices.
Correlation Coefficient-0.43
Spearman Rank Test-0.28
Residual Average0.0
Price Variance61.58

Allianz SE lagged returns against current returns

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

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

Allianz SE Lagged Returns

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

Currently Active Assets on Macroaxis

Other Information on Investing in Allianz Pink Sheet

Allianz SE financial ratios help investors to determine whether Allianz Pink Sheet 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 Allianz with respect to the benefits of owning Allianz SE security.