Allied Security Innovations Stock Market Value
| ADSV Stock | USD 0.0002 0.00 0.00% |
| Symbol | Allied |
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.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Allied Security on May 4, 2022 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 720 days. 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.
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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Allied Security Inno Backtested Returns
We have found three technical indicators for Allied Security Innovations, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Allied Security are completely uncorrelated.
Auto-correlation | -0.22 |
Weak reverse predictability
Allied Security Innovations has weak reverse predictability. Overlapping area represents the amount of predictability between Allied Security time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 to 23rd of April 2024. 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 -0.22 indicates that over 22.0% of current Allied Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.46 | |
| 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 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 |
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.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 instruments. 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.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 the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Allied Pink Sheet analysis
When running Allied Security's 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 the 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.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |
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.