Allianz SE's market value is the price at which a share of Allianz SE trades on a public exchange. It measures the collective expectations of Allianz SE investors about its performance. Allianz SE is trading at 392.09 as of the 31st of July 2025. This is a 0.02 percent increase since the beginning of the trading day. The stock's lowest day price was 392.09. With this module, you can estimate the performance of a buy and hold strategy of Allianz SE and determine expected loss or profit from investing in Allianz SE over a given investment horizon. Check out Allianz SE Correlation, Allianz SE Volatility and Allianz SE Alpha and Beta module to complement your research on Allianz SE.
Please note, there is a significant difference between Allianz SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Allianz SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Allianz SE'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.
Allianz SE '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 Allianz SE'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 Allianz SE.
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05/02/2025
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In 3 months and 1 day
07/31/2025
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If you would invest 0.00 in Allianz SE on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding Allianz SE or generate 0.0% return on investment in Allianz SE over 90 days. Allianz SE is related to or competes with Assicurazioni Generali, Assicurazioni Generali, BB Seguridade, Diageo Plc, Morgan Stanley, Nippon Telegraph, and Swiss Life. Allianz SE, together with its subsidiaries, provides property-casualty insurance, lifehealth insurance, and asset manage... More
Allianz SE 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 Allianz SE'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 Allianz SE upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianz SE's standard deviation. In reality, there are many statistical measures that can use Allianz SE historical prices to predict the future Allianz SE's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Allianz SE. Your research has to be compared to or analyzed against Allianz SE's peers to derive any actionable benefits. When done correctly, Allianz SE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Allianz SE.
Allianz SE Backtested Returns
Allianz SE secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Allianz SE exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Allianz SE's Mean Deviation of 1.57, risk adjusted performance of 0.0154, and Downside Deviation of 1.99 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0367, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allianz SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianz SE is expected to be smaller as well. At this point, Allianz SE has a negative expected return of -0.0101%. Please make sure to confirm Allianz SE's downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Allianz SE performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.58
Good reverse predictability
Allianz SE has good reverse predictability. Overlapping area represents the amount of predictability between Allianz SE time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Allianz SE price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Allianz SE price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.58
Spearman Rank Test
0.14
Residual Average
0.0
Price Variance
65.57
Allianz SE lagged returns against current returns
Autocorrelation, which is Allianz SE 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 Allianz SE's pink sheet expected returns. We can calculate the autocorrelation of Allianz SE returns to help us make a trade decision. For example, suppose you find that Allianz SE 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
Allianz SE 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 Allianz SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allianz SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allianz SE pink sheet over time.
Current vs Lagged Prices
Timeline
Allianz SE Lagged Returns
When evaluating Allianz SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allianz SE pink sheet have on its future price. Allianz SE 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, Allianz SE autocorrelation shows the relationship between Allianz SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Allianz SE.
Other Information on Investing in Allianz Pink Sheet
Allianz SE financial ratios help investors to determine whether Allianz Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Allianz with respect to the benefits of owning Allianz SE security.