Allfunds (Netherlands) Market Value
| ALLFG Stock | EUR 7.50 0.26 3.59% |
| Symbol | Allfunds |
Allfunds '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 Allfunds' 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 Allfunds.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Allfunds on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Allfunds Group or generate 0.0% return on investment in Allfunds over 90 days. Allfunds is related to or competes with ALLFUNDS GROUP, Aimia Srs, Westaim Corp, Aimia Pref, Instalco Intressenter, Euronext, and Linea Directa. Allfunds Group plc provides B2B WealthTech platforms connecting fund houses and distributors More
Allfunds 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 Allfunds' 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 Allfunds Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.3546 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 3.15 |
Allfunds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allfunds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allfunds' standard deviation. In reality, there are many statistical measures that can use Allfunds historical prices to predict the future Allfunds' volatility.| Risk Adjusted Performance | 0.4225 | |||
| Jensen Alpha | 0.711 | |||
| Total Risk Alpha | 0.4533 | |||
| Sortino Ratio | 0.4125 | |||
| Treynor Ratio | (1.84) |
Allfunds Group Backtested Returns
Allfunds appears to be not too volatile, given 3 months investment horizon. Allfunds Group secures Sharpe Ratio (or Efficiency) of 0.48, which signifies that the company had a 0.48 % return per unit of risk over the last 3 months. By analyzing Allfunds' technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please makes use of Allfunds' Mean Deviation of 1.19, downside deviation of 1.29, and Risk Adjusted Performance of 0.4225 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Allfunds holds a performance score of 38. The firm shows a Beta (market volatility) of -0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Allfunds are expected to decrease at a much lower rate. During the bear market, Allfunds is likely to outperform the market. Please check Allfunds' jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Allfunds' price patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
Allfunds Group has excellent predictability. Overlapping area represents the amount of predictability between Allfunds time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Allfunds Group price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Allfunds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Allfunds Group lagged returns against current returns
Autocorrelation, which is Allfunds 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 Allfunds' stock expected returns. We can calculate the autocorrelation of Allfunds returns to help us make a trade decision. For example, suppose you find that Allfunds 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 |
Allfunds 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 Allfunds stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allfunds stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allfunds stock over time.
Current vs Lagged Prices |
| Timeline |
Allfunds Lagged Returns
When evaluating Allfunds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allfunds stock have on its future price. Allfunds 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, Allfunds autocorrelation shows the relationship between Allfunds stock current value and its past values and can show if there is a momentum factor associated with investing in Allfunds Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Allfunds Stock
Allfunds financial ratios help investors to determine whether Allfunds 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 Allfunds with respect to the benefits of owning Allfunds security.