Alibaba Health (Germany) Market Value
| TWY Stock | EUR 0.51 0.01 2.00% |
| Symbol | Alibaba |
Alibaba Health '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 Alibaba Health'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 Alibaba Health.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Alibaba Health on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Alibaba Health Information or generate 0.0% return on investment in Alibaba Health over 90 days. Alibaba Health is related to or competes with CALTAGIRONE EDITORE, BRAGG GAMING, DENTSPLY SIRONA, ANGANG STEEL, NEW MILLENNIUM, and FRACTAL GAMING. More
Alibaba Health 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 Alibaba Health'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 Alibaba Health Information upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 18.12 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 6.0 |
Alibaba Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alibaba Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alibaba Health's standard deviation. In reality, there are many statistical measures that can use Alibaba Health historical prices to predict the future Alibaba Health's volatility.| Risk Adjusted Performance | 0.0072 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (0.02) |
Alibaba Health Infor Backtested Returns
At this point, Alibaba Health is abnormally volatile. Alibaba Health Infor secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Alibaba Health Information, which you can use to evaluate the volatility of the firm. Please confirm Alibaba Health's Mean Deviation of 2.72, risk adjusted performance of 0.0072, and Standard Deviation of 3.45 to double-check if the risk estimate we provide is consistent with the expected return of 0.028%. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alibaba Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alibaba Health is expected to be smaller as well. Alibaba Health Infor right now shows a risk of 3.47%. Please confirm Alibaba Health Infor total risk alpha, skewness, day median price, as well as the relationship between the maximum drawdown and daily balance of power , to decide if Alibaba Health Infor will be following its price patterns.
Auto-correlation | 0.51 |
Modest predictability
Alibaba Health Information has modest predictability. Overlapping area represents the amount of predictability between Alibaba Health 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 Alibaba Health Infor price movement. The serial correlation of 0.51 indicates that about 51.0% of current Alibaba Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alibaba Health Infor lagged returns against current returns
Autocorrelation, which is Alibaba Health 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 Alibaba Health's stock expected returns. We can calculate the autocorrelation of Alibaba Health returns to help us make a trade decision. For example, suppose you find that Alibaba Health 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 |
Alibaba Health 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 Alibaba Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alibaba Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alibaba Health stock over time.
Current vs Lagged Prices |
| Timeline |
Alibaba Health Lagged Returns
When evaluating Alibaba Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alibaba Health stock have on its future price. Alibaba Health 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, Alibaba Health autocorrelation shows the relationship between Alibaba Health stock current value and its past values and can show if there is a momentum factor associated with investing in Alibaba Health Information.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Alibaba Stock
Alibaba Health financial ratios help investors to determine whether Alibaba 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 Alibaba with respect to the benefits of owning Alibaba Health security.