Alerian MLP's market value is the price at which a share of Alerian MLP trades on a public exchange. It measures the collective expectations of Alerian MLP Index investors about its performance. Alerian MLP is listed at 301.38 as of the 10th of August 2025, which is a 0.15% down since the beginning of the trading day. The index's lowest day price was 298.9. With this module, you can estimate the performance of a buy and hold strategy of Alerian MLP Index and determine expected loss or profit from investing in Alerian MLP 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 index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
Alerian
Alerian MLP '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 Alerian MLP's index 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 Alerian MLP.
0.00
05/12/2025
No Change 0.00
0.0
In 2 months and 31 days
08/10/2025
0.00
If you would invest 0.00 in Alerian MLP on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Alerian MLP Index or generate 0.0% return on investment in Alerian MLP over 90 days.
Alerian MLP 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 Alerian MLP's index 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 Alerian MLP Index 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 Alerian MLP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alerian MLP's standard deviation. In reality, there are many statistical measures that can use Alerian MLP historical prices to predict the future Alerian MLP's volatility.
Alerian MLP Index secures Sharpe Ratio (or Efficiency) of 0.035, which signifies that the index had a 0.035 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Alerian MLP Index, which you can use to evaluate the volatility of the entity. The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Alerian MLP are completely uncorrelated.
Auto-correlation
0.53
Modest predictability
Alerian MLP Index has modest predictability. Overlapping area represents the amount of predictability between Alerian MLP time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Alerian MLP Index price movement. The serial correlation of 0.53 indicates that about 53.0% of current Alerian MLP price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
0.12
Residual Average
0.0
Price Variance
7.81
Alerian MLP Index lagged returns against current returns
Autocorrelation, which is Alerian MLP index'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 Alerian MLP's index expected returns. We can calculate the autocorrelation of Alerian MLP returns to help us make a trade decision. For example, suppose you find that Alerian MLP has exhibited high autocorrelation historically, and you observe that the index 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
Alerian MLP 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 Alerian MLP index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alerian MLP index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alerian MLP index over time.
Current vs Lagged Prices
Timeline
Alerian MLP Lagged Returns
When evaluating Alerian MLP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alerian MLP index have on its future price. Alerian MLP 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, Alerian MLP autocorrelation shows the relationship between Alerian MLP index current value and its past values and can show if there is a momentum factor associated with investing in Alerian MLP Index.
Regressed Prices
Timeline
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