Allied Pink Sheet Market Value

ADSV Stock

USD 0.0001 0.00 0.00%

Allied Security's market value is the price at which a share of Allied Security stock trades on a public exchange. It measures the collective expectations of Allied Security Innovations investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Allied Security Innovations and determine expected loss or profit from investing in Allied Security over a given investment horizon. Check out Allied Security Correlation, Allied Security Volatility and Allied Security Alpha and Beta module to complement your research on Allied Security.

Symbol

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

Allied Security '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 Allied Security'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 Allied Security.

0.00

02/27/2023

No Change 0.00

0.0

In 30 days

03/29/2023

0.00

If you would invest 0.00 in Allied Security on February 27, 2023 and sell it all today you would earn a total of 0.00 from holding Allied Security Innovations or generate 0.0% return on investment in Allied Security over 30 days. Allied Security is related to or competes with Bank Mandiri, Bank Mandiri, PT Bank, Bank Rakyat, PT Bank, Bank Central, and Bank Negara. Allied Security Innovations, Inc., through its subsidiary, CGM Applied Security Technologies, Inc., manufactures and dis... More

Allied Security 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 Allied Security'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 Allied Security Innovations upside and downside potential and time the market with a certain degree of confidence.

	Information Ratio	(0.049807)
	Maximum Drawdown	100.0

Allied Security Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Allied Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allied Security's standard deviation. In reality, there are many statistical measures that can use Allied Security historical prices to predict the future Allied Security's volatility.

	Risk Adjusted Performance	(0.040023)
	Jensen Alpha	(0.58)
	Total Risk Alpha	(0.18)
	Treynor Ratio	0.2492

Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Allied Security'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. Please use the tools below to analyze the current value of Allied Security in the context of predictive analytics.

Hype

Prediction

Low	Estimated Value	High
0.00	0.000112	10.08

Details

Intrinsic

Valuation

Low	Real Value	High
0.00	0.000096	10.08

Details

Naive

Forecast

Low	Next Value	High
0.000001	0.000072	10.08

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
0.000175	0.000175	0.000175

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Allied Security. Your research has to be compared to or analyzed against Allied Security's peers to derive any actionable benefits. When done correctly, Allied Security's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Allied Security Inno.

Allied Security Inno Backtested Returns

Allied Security Inno secures Sharpe Ratio (or Efficiency) of -0.0542, which signifies that the company had -0.0542% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Allied Security Innovations exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Allied Security Inno risk adjusted performance of (0.040023), and Mean Deviation of 2.49 to double-check the risk estimate we provide.

The firm shows a Beta (market volatility) of -2.0667, which signifies a somewhat significant risk relative to the market. Let's try to break down what Allied's beta means in this case. As returns on the market increase, returns on owning Allied Security are expected to decrease by larger amounts. On the other hand, during market turmoil, Allied Security is expected to outperform it. Even though it is essential to pay attention to Allied Security Inno historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Allied Security Innovations exposes twenty-one different technical indicators, which can help you to evaluate its performance. Allied Security Inno has an expected return of -0.55%. Please be advised to confirm Allied Security Inno downside deviation, treynor ratio, as well as the relationship between the Treynor Ratio and expected short fall to decide if Allied Security Inno performance from the past will be repeated at some point in the near future.

Auto-correlation

0.00

No correlation between past and present

Allied Security Innovations has no correlation between past and present. Overlapping area represents the amount of predictability between Allied Security time series from 27th of February 2023 to 14th of March 2023 and 14th of March 2023 to 29th of March 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Allied Security Inno price movement. The serial correlation of 0.0 indicates that just 0.0% of current Allied Security price fluctuation can be explain by its past prices.

	Correlation Coefficient	0.0
	Spearman Rank Test	0.1
	Residual Average	0.0
	Price Variance	0.0

Allied Security Inno lagged returns against current returns

Autocorrelation, which is Allied Security 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 Allied Security's pink sheet expected returns. We can calculate the autocorrelation of Allied Security returns to help us make a trade decision. For example, suppose you find that Allied Security pink sheet 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 stock movement to match the lagging time series.

Current and Lagged Values

Timeline

Allied Security 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 Allied Security pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allied Security pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allied Security pink sheet over time.

Current vs Lagged Prices

Timeline

Allied Security Lagged Returns

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

Regressed Prices

Timeline

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Allied Security in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Allied Security's short interest history, or implied volatility extrapolated from Allied Security options trading.

Pair Trading with Allied Security

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Allied Security position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Allied Security will appreciate offsetting losses from the drop in the long position's value.

Moving against Allied Security

-	0.55	MSFT	Microsoft	Fiscal Quarter End 31st of March 2023	Pair Corr
-	0.55	CSCO	Cisco Systems	Fiscal Quarter End 30th of April 2023	Pair Corr
-	0.54	TPDDF	Talon Energy		Pair Corr
-	0.52	NVDA	NVIDIA	Fiscal Quarter End 30th of April 2023	Pair Corr
-	0.49	MCD	McDonalds	Fiscal Quarter End 31st of March 2023	Pair Corr

The ability to find closely correlated positions to Allied Security could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Allied Security when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Allied Security - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Allied Security Innovations to buy it.

The correlation of Allied Security is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Allied Security moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Allied Security Inno moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Correlation analysis and pair trading evaluation for Allied Security can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.

Pair Correlation Correlation Matching

Check out Allied Security Correlation, Allied Security Volatility and Allied Security Alpha and Beta module to complement your research on Allied Security. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

Complementary Tools for analysis

When running Allied Security Inno price analysis, check to measure Allied Security'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 Allied Security is operating at the current time. Most of Allied Security's value examination focuses on studying past and present price action to predict the probability of Allied Security's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Allied Security's price. Additionally, you may evaluate how the addition of Allied Security to your portfolios can decrease your overall portfolio volatility.

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Allied Security technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.

Volatility Indicators

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Value Movement

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A focus of Allied Security technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Allied Security trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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Allied Pink Sheet Market Value

Allied Security 'What if' Analysis

Allied Security Upside/Downside Indicators

Allied Security Market Risk Indicators

Allied Security Inno Backtested Returns

Auto-correlation

No correlation between past and present

Allied Security Inno lagged returns against current returns

Allied Security regressed lagged prices vs. current prices

Allied Security Lagged Returns

Pair Trading with Allied Security

Moving against Allied Security

Complementary Tools for analysis

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