AllianceBernstein Stock Market Value

AB
 Stock
  

USD 39.48  0.39  0.98%   

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


Is AllianceBernstein's industry 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 AllianceBernstein. If investors know AllianceBernstein 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 AllianceBernstein listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.37) 
Market Capitalization
B
Quarterly Revenue Growth YOY
(0.33) 
Return On Assets
0.1298
Return On Equity
0.2151
The market value of AllianceBernstein is measured differently than its book value, which is the value of AllianceBernstein that is recorded on the company's balance sheet. Investors also form their own opinion of AllianceBernstein's value that differs from its market value or its book value, called intrinsic value, which is AllianceBernstein'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 AllianceBernstein's market value can be influenced by many factors that don't directly affect AllianceBernstein'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 AllianceBernstein's value and its price as these two are different measures arrived at by different means. Investors typically determine AllianceBernstein value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AllianceBernstein'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.

AllianceBernstein '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 AllianceBernstein'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 AllianceBernstein.
0.00
11/07/2022
No Change 0.00  0.0 
In 30 days
12/07/2022
0.00
If you would invest  0.00  in AllianceBernstein on November 7, 2022 and sell it all today you would earn a total of 0.00 from holding AllianceBernstein Holding LP or generate 0.0% return on investment in AllianceBernstein over 30 days. AllianceBernstein is related to or competes with Jernimo Martins, Grupo Bimbo, Ajinomoto, JM Smucker, General Mills, and Associated British. AllianceBernstein Holding L.P. is publicly owned investment manager More

AllianceBernstein 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 AllianceBernstein'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 AllianceBernstein Holding LP upside and downside potential and time the market with a certain degree of confidence.

AllianceBernstein Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for AllianceBernstein's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AllianceBernstein's standard deviation. In reality, there are many statistical measures that can use AllianceBernstein historical prices to predict the future AllianceBernstein's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of AllianceBernstein'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 AllianceBernstein in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
37.1939.4541.71
Details
Intrinsic
Valuation
LowReal ValueHigh
35.5345.2847.54
Details
Naive
Forecast
LowNext ValueHigh
37.2839.5341.79
Details
3 Analysts
Consensus
LowTarget PriceHigh
42.0052.1764.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as AllianceBernstein. Your research has to be compared to or analyzed against AllianceBernstein's peers to derive any actionable benefits. When done correctly, AllianceBernstein'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 AllianceBernstein.

AllianceBernstein Backtested Returns

AllianceBernstein secures Sharpe Ratio (or Efficiency) of -0.0444, which signifies that the company had -0.0444% 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. AllianceBernstein Holding LP exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AllianceBernstein mean deviation of 1.73, and Risk Adjusted Performance of (0.048888) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.1348, which signifies a somewhat significant risk relative to the market. Let's try to break down what AllianceBernstein's beta means in this case. AllianceBernstein returns are very sensitive to returns on the market. As the market goes up or down, AllianceBernstein is expected to follow. Even though it is essential to pay attention to AllianceBernstein 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. AllianceBernstein Holding LP exposes twenty-one different technical indicators, which can help you to evaluate its performance. AllianceBernstein has an expected return of -0.1%. Please be advised to confirm AllianceBernstein standard deviation, treynor ratio, downside variance, as well as the relationship between the information ratio and value at risk to decide if AllianceBernstein performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.56  

Good reverse predictability

AllianceBernstein Holding LP has good reverse predictability. Overlapping area represents the amount of predictability between AllianceBernstein time series from 7th of November 2022 to 22nd of November 2022 and 22nd of November 2022 to 7th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AllianceBernstein price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current AllianceBernstein price fluctuation can be explain by its past prices.
Correlation Coefficient-0.56
Spearman Rank Test-0.25
Residual Average0.0
Price Variance0.27

AllianceBernstein lagged returns against current returns

Autocorrelation, which is AllianceBernstein 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 AllianceBernstein's stock expected returns. We can calculate the autocorrelation of AllianceBernstein returns to help us make a trade decision. For example, suppose you find that AllianceBernstein stock 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   
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       Timeline  

AllianceBernstein 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 AllianceBernstein stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AllianceBernstein stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AllianceBernstein stock over time.
   Current vs Lagged Prices   
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       Timeline  

AllianceBernstein Lagged Returns

When evaluating AllianceBernstein's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AllianceBernstein stock have on its future price. AllianceBernstein 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, AllianceBernstein autocorrelation shows the relationship between AllianceBernstein stock current value and its past values and can show if there is a momentum factor associated with investing in AllianceBernstein Holding LP.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in AllianceBernstein without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with AllianceBernstein

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 AllianceBernstein 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 AllianceBernstein will appreciate offsetting losses from the drop in the long position's value.

Moving together with AllianceBernstein

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The ability to find closely correlated positions to AllianceBernstein could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AllianceBernstein 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 AllianceBernstein - 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 AllianceBernstein Holding LP to buy it.
The correlation of AllianceBernstein 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 AllianceBernstein moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AllianceBernstein 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 AllianceBernstein 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 CorrelationCorrelation Matching
Please continue to AllianceBernstein Correlation, AllianceBernstein Volatility and AllianceBernstein Alpha and Beta module to complement your research on AllianceBernstein. Note that the AllianceBernstein information on this page should be used as a complementary analysis to other AllianceBernstein's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for AllianceBernstein Stock analysis

When running AllianceBernstein price analysis, check to measure AllianceBernstein'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 AllianceBernstein is operating at the current time. Most of AllianceBernstein's value examination focuses on studying past and present price action to predict the probability of AllianceBernstein's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AllianceBernstein's price. Additionally, you may evaluate how the addition of AllianceBernstein to your portfolios can decrease your overall portfolio volatility.
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AllianceBernstein technical stock 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, stock market cycles, or different charting patterns.
A focus of AllianceBernstein technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AllianceBernstein 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...