Alvotech SDB's market value is the price at which a share of Alvotech SDB trades on a public exchange. It measures the collective expectations of Alvotech SDB investors about its performance. Alvotech SDB is trading at 81.63 as of the 9th of August 2025, a 0.71 percent decrease since the beginning of the trading day. The stock's lowest day price was 81.28. With this module, you can estimate the performance of a buy and hold strategy of Alvotech SDB and determine expected loss or profit from investing in Alvotech SDB over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in producer price index.
Symbol
Alvotech
Alvotech SDB '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 Alvotech SDB'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 Alvotech SDB.
0.00
05/11/2025
No Change 0.00
0.0
In 3 months and 1 day
08/09/2025
0.00
If you would invest 0.00 in Alvotech SDB on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Alvotech SDB or generate 0.0% return on investment in Alvotech SDB over 90 days.
Alvotech SDB 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 Alvotech SDB'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 Alvotech SDB 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 Alvotech SDB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alvotech SDB's standard deviation. In reality, there are many statistical measures that can use Alvotech SDB historical prices to predict the future Alvotech SDB's volatility.
Alvotech SDB secures Sharpe Ratio (or Efficiency) of -0.0897, which signifies that the company had a -0.0897 % return per unit of risk over the last 3 months. Alvotech SDB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alvotech SDB's Risk Adjusted Performance of (0.06), standard deviation of 3.06, and Mean Deviation of 2.23 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alvotech SDB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alvotech SDB is expected to be smaller as well. At this point, Alvotech SDB has a negative expected return of -0.27%. Please make sure to confirm Alvotech SDB's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Alvotech SDB performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.4
Poor reverse predictability
Alvotech SDB has poor reverse predictability. Overlapping area represents the amount of predictability between Alvotech SDB time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 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 Alvotech SDB price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Alvotech SDB price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.4
Spearman Rank Test
0.2
Residual Average
0.0
Price Variance
8.58
Alvotech SDB lagged returns against current returns
Autocorrelation, which is Alvotech SDB 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 Alvotech SDB's stock expected returns. We can calculate the autocorrelation of Alvotech SDB returns to help us make a trade decision. For example, suppose you find that Alvotech SDB 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 price movement to match the lagging time series.
Current and Lagged Values
Timeline
Alvotech SDB 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 Alvotech SDB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alvotech SDB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alvotech SDB stock over time.
Current vs Lagged Prices
Timeline
Alvotech SDB Lagged Returns
When evaluating Alvotech SDB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alvotech SDB stock have on its future price. Alvotech SDB 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, Alvotech SDB autocorrelation shows the relationship between Alvotech SDB stock current value and its past values and can show if there is a momentum factor associated with investing in Alvotech SDB.
Regressed Prices
Timeline
Thematic Opportunities
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