Alpha Stock Market Value

AMR
 Stock
  

USD 117.90  1.50  1.26%   

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


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

Alpha Metallurgical '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 Alpha Metallurgical'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 Alpha Metallurgical.
0.00
08/28/2022
No Change 0.00  0.0 
In 30 days
09/27/2022
0.00
If you would invest  0.00  in Alpha Metallurgical on August 28, 2022 and sell it all today you would earn a total of 0.00 from holding Alpha Metallurgical Resources or generate 0.0% return on investment in Alpha Metallurgical over 30 days. Alpha Metallurgical is related to or competes with Sunrun. Alpha Metallurgical Resources, Inc., a mining company, produces, processes, and sells met and thermal coal in Virginia a... More

Alpha Metallurgical 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 Alpha Metallurgical'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 Alpha Metallurgical Resources upside and downside potential and time the market with a certain degree of confidence.

Alpha Metallurgical Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Metallurgical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpha Metallurgical's standard deviation. In reality, there are many statistical measures that can use Alpha Metallurgical historical prices to predict the future Alpha Metallurgical's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Alpha Metallurgical'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 Alpha Metallurgical in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
114.11118.50122.89
Details
Intrinsic
Valuation
LowReal ValueHigh
87.4491.83129.69
Details
1 Analysts
Consensus
LowTarget PriceHigh
77.0077.0077.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Alpha Metallurgical. Your research has to be compared to or analyzed against Alpha Metallurgical's peers to derive any actionable benefits. When done correctly, Alpha Metallurgical'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 Alpha Metallurgical.

Alpha Metallurgical Backtested Returns

Alpha Metallurgical secures Sharpe Ratio (or Efficiency) of -0.0304, which signifies that the company had -0.0304% 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. Alpha Metallurgical Resources exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alpha Metallurgical risk adjusted performance of (0.021339), and Mean Deviation of 3.57 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.7262, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Alpha's beta means in this case. As returns on the market increase, Alpha Metallurgical returns are expected to increase less than the market. However, during the bear market, the loss on holding Alpha Metallurgical will be expected to be smaller as well. Even though it is essential to pay attention to Alpha Metallurgical 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. Alpha Metallurgical Resources exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Alpha Metallurgical has an expected return of -0.13%. Please be advised to confirm Alpha Metallurgical semi variance, and the relationship between the treynor ratio and daily balance of power to decide if Alpha Metallurgical performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.72  

Good predictability

Alpha Metallurgical Resources has good predictability. Overlapping area represents the amount of predictability between Alpha Metallurgical time series from 28th of August 2022 to 12th of September 2022 and 12th of September 2022 to 27th of September 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 Alpha Metallurgical price movement. The serial correlation of 0.72 indicates that around 72.0% of current Alpha Metallurgical price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.71
Residual Average0.0
Price Variance33.37

Alpha Metallurgical lagged returns against current returns

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

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

Alpha Metallurgical Lagged Returns

When evaluating Alpha Metallurgical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alpha Metallurgical stock have on its future price. Alpha Metallurgical 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, Alpha Metallurgical autocorrelation shows the relationship between Alpha Metallurgical stock current value and its past values and can show if there is a momentum factor associated with investing in Alpha Metallurgical Resources.
   Regressed Prices   
Share
       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 Alpha Metallurgical 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, Alpha Metallurgical's short interest history, or implied volatility extrapolated from Alpha Metallurgical options trading.

Pair Trading with Alpha Metallurgical

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

Moving together with Alpha Metallurgical

+0.69CLFDClearfield Fiscal Year End 3rd of November 2022 PairCorr
+0.74DEDeere Company Fiscal Year End 23rd of November 2022 PairCorr
The ability to find closely correlated positions to Alpha Metallurgical could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Alpha Metallurgical 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 Alpha Metallurgical - 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 Alpha Metallurgical Resources to buy it.
The correlation of Alpha Metallurgical 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 Alpha Metallurgical moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alpha Metallurgical 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 Alpha Metallurgical 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 Alpha Metallurgical Correlation, Alpha Metallurgical Volatility and Alpha Metallurgical Alpha and Beta module to complement your research on Alpha Metallurgical. You can also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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