American Homes (UK) Market Value
| 0HEJ Stock | 34.79 0.35 1.02% |
| Symbol | American |
American Homes '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 American Homes' 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 American Homes.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in American Homes on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding American Homes 4 or generate 0.0% return on investment in American Homes over 30 days. American Homes is related to or competes with Iron Mountain, Nordea Bank, Symphony Environmental, UNIQA Insurance, United States, and Berner Kantonalbank. More
American Homes 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 American Homes' 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 American Homes 4 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.21 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.08 |
American Homes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Homes' standard deviation. In reality, there are many statistical measures that can use American Homes historical prices to predict the future American Homes' volatility.| Risk Adjusted Performance | 0.0125 | |||
| Jensen Alpha | 0.0152 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.03) |
American Homes 4 Backtested Returns
American Homes 4 secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. American Homes 4 exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm American Homes' mean deviation of 0.9645, and Risk Adjusted Performance of 0.0125 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning American Homes are expected to decrease at a much lower rate. During the bear market, American Homes is likely to outperform the market. At this point, American Homes 4 has a negative expected return of -0.001%. Please make sure to confirm American Homes' mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if American Homes 4 performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
American Homes 4 has very weak predictability. Overlapping area represents the amount of predictability between American Homes time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 American Homes 4 price movement. The serial correlation of 0.17 indicates that over 17.0% of current American Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
American Homes 4 lagged returns against current returns
Autocorrelation, which is American Homes 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 American Homes' stock expected returns. We can calculate the autocorrelation of American Homes returns to help us make a trade decision. For example, suppose you find that American Homes 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 |
American Homes 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 American Homes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Homes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Homes stock over time.
Current vs Lagged Prices |
| Timeline |
American Homes Lagged Returns
When evaluating American Homes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Homes stock have on its future price. American Homes 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, American Homes autocorrelation shows the relationship between American Homes stock current value and its past values and can show if there is a momentum factor associated with investing in American Homes 4.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for American Stock Analysis
When running American Homes' price analysis, check to measure American Homes' 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 American Homes is operating at the current time. Most of American Homes' value examination focuses on studying past and present price action to predict the probability of American Homes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Homes' price. Additionally, you may evaluate how the addition of American Homes to your portfolios can decrease your overall portfolio volatility.