Altisource Portfolio Solutions Stock Market Value
| ASPSZ Stock | 0.93 0.05 5.68% |
| Symbol | Altisource |
Is Business Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Altisource Portfolio. If investors know Altisource will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Altisource Portfolio listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Altisource Portfolio is measured differently than its book value, which is the value of Altisource that is recorded on the company's balance sheet. Investors also form their own opinion of Altisource Portfolio's value that differs from its market value or its book value, called intrinsic value, which is Altisource Portfolio's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Altisource Portfolio's market value can be influenced by many factors that don't directly affect Altisource Portfolio's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Altisource Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Altisource Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Altisource Portfolio'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.
Altisource Portfolio '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 Altisource Portfolio'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 Altisource Portfolio.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Altisource Portfolio on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Altisource Portfolio Solutions or generate 0.0% return on investment in Altisource Portfolio over 90 days. Altisource Portfolio is related to or competes with LENSAR, Viemed Healthcare, Genuine Parts, Weyco, Joint Corp, Arrow Electronics, and LB Foster. Altisource Portfolio is entity of United States More
Altisource Portfolio 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 Altisource Portfolio'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 Altisource Portfolio Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.21 | |||
| Information Ratio | 0.1391 | |||
| Maximum Drawdown | 83.85 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Altisource Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altisource Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altisource Portfolio's standard deviation. In reality, there are many statistical measures that can use Altisource Portfolio historical prices to predict the future Altisource Portfolio's volatility.| Risk Adjusted Performance | 0.1482 | |||
| Jensen Alpha | 2.19 | |||
| Total Risk Alpha | 0.1168 | |||
| Sortino Ratio | 0.1676 | |||
| Treynor Ratio | (32.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Altisource Portfolio's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Altisource Portfolio Backtested Returns
Altisource Portfolio is out of control given 3 months investment horizon. Altisource Portfolio secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.19% are justified by taking the suggested risk. Use Altisource Portfolio Mean Deviation of 9.39, downside deviation of 12.21, and Risk Adjusted Performance of 0.1482 to evaluate company specific risk that cannot be diversified away. Altisource Portfolio holds a performance score of 11 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.0673, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Altisource Portfolio are expected to decrease at a much lower rate. During the bear market, Altisource Portfolio is likely to outperform the market. Use Altisource Portfolio expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to analyze future returns on Altisource Portfolio.
Auto-correlation | -0.51 |
Good reverse predictability
Altisource Portfolio Solutions has good reverse predictability. Overlapping area represents the amount of predictability between Altisource Portfolio time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Altisource Portfolio price movement. The serial correlation of -0.51 indicates that about 51.0% of current Altisource Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Altisource Portfolio lagged returns against current returns
Autocorrelation, which is Altisource Portfolio 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 Altisource Portfolio's stock expected returns. We can calculate the autocorrelation of Altisource Portfolio returns to help us make a trade decision. For example, suppose you find that Altisource Portfolio 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 |
Altisource Portfolio 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 Altisource Portfolio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Altisource Portfolio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Altisource Portfolio stock over time.
Current vs Lagged Prices |
| Timeline |
Altisource Portfolio Lagged Returns
When evaluating Altisource Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Altisource Portfolio stock have on its future price. Altisource Portfolio 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, Altisource Portfolio autocorrelation shows the relationship between Altisource Portfolio stock current value and its past values and can show if there is a momentum factor associated with investing in Altisource Portfolio Solutions.
Regressed Prices |
| Timeline |
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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 Altisource Stock Analysis
When running Altisource Portfolio's price analysis, check to measure Altisource Portfolio'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 Altisource Portfolio is operating at the current time. Most of Altisource Portfolio's value examination focuses on studying past and present price action to predict the probability of Altisource Portfolio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Altisource Portfolio's price. Additionally, you may evaluate how the addition of Altisource Portfolio to your portfolios can decrease your overall portfolio volatility.