Alico Stock Market Value

ALCO
 Stock
  

USD 27.80  0.21  0.76%   

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


Is Alico'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 Alico. If investors know Alico 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 Alico 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 Alico Inc is measured differently than its book value, which is the value of Alico that is recorded on the company's balance sheet. Investors also form their own opinion of Alico's value that differs from its market value or its book value, called intrinsic value, which is Alico'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 Alico's market value can be influenced by many factors that don't directly affect Alico'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 Alico's value and its price as these two are different measures arrived at by different means. Investors typically determine Alico value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alico'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.

Alico '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 Alico'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 Alico.
0.00
11/10/2022
No Change 0.00  0.0 
In 30 days
12/10/2022
0.00
If you would invest  0.00  in Alico on November 10, 2022 and sell it all today you would earn a total of 0.00 from holding Alico Inc or generate 0.0% return on investment in Alico over 30 days. Alico is related to or competes with Flughafen Zrich, Auckland International, Grupo Aeroportuario, Beijing Capital, Auckland International, Aena SME, and Airports. Alico, Inc., together with its subsidiaries, operates as an agribusiness and land management company in the United State... More

Alico 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 Alico'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 Alico Inc upside and downside potential and time the market with a certain degree of confidence.

Alico Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alico's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alico's standard deviation. In reality, there are many statistical measures that can use Alico historical prices to predict the future Alico's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Alico'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 Alico in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
25.1727.6930.21
Details
Intrinsic
Valuation
LowReal ValueHigh
24.8331.9334.45
Details
Naive
Forecast
LowNext ValueHigh
23.4425.9628.48
Details
1 Analysts
Consensus
LowTarget PriceHigh
44.0044.0044.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Alico. Your research has to be compared to or analyzed against Alico's peers to derive any actionable benefits. When done correctly, Alico'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 Alico Inc.

Alico Inc Backtested Returns

Alico Inc secures Sharpe Ratio (or Efficiency) of -0.0988, which signifies that the company had -0.0988% 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. Alico Inc exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alico Inc mean deviation of 1.75, and Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.9114, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Alico's beta means in this case. Alico returns are very sensitive to returns on the market. As the market goes up or down, Alico is expected to follow. Even though it is essential to pay attention to Alico Inc 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. Alico Inc exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Alico Inc has an expected return of -0.25%. Please be advised to confirm Alico Inc jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution to decide if Alico Inc performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.16  

Insignificant reverse predictability

Alico Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Alico time series from 10th of November 2022 to 25th of November 2022 and 25th of November 2022 to 10th 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 Alico Inc price movement. The serial correlation of -0.16 indicates that over 16.0% of current Alico price fluctuation can be explain by its past prices.
Correlation Coefficient-0.16
Spearman Rank Test-0.02
Residual Average0.0
Price Variance3.58

Alico Inc lagged returns against current returns

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

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

Alico Lagged Returns

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

Alico Investors Sentiment

The influence of Alico's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Alico. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Alico's public news can be used to forecast risks associated with investment in Alico. The trend in average sentiment can be used to explain how an investor holding Alico can time the market purely based on public headlines and social activities around Alico Inc. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Alico's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Alico's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Alico's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Alico.
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 Alico 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, Alico's short interest history, or implied volatility extrapolated from Alico options trading.

Pair Trading with Alico

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

Moving together with Alico

+0.61BACBank Of America Sell-off TrendPairCorr
The ability to find closely correlated positions to Alico could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Alico 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 Alico - 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 Alico Inc to buy it.
The correlation of Alico 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 Alico moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alico Inc 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 Alico 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 Alico Correlation, Alico Volatility and Alico Alpha and Beta module to complement your research on Alico. Note that the Alico Inc information on this page should be used as a complementary analysis to other Alico'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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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