Ameriprise Financial (UK) Market Value
| 0HF6 Stock | 570.58 3.49 0.61% |
| Symbol | Ameriprise |
Ameriprise Financial '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 Ameriprise Financial'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 Ameriprise Financial.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Ameriprise Financial on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Ameriprise Financial or generate 0.0% return on investment in Ameriprise Financial over 60 days. Ameriprise Financial is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, Reliance Industries, SoftBank Group, and Hon Hai. Ameriprise Financial is entity of United Kingdom More
Ameriprise Financial 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 Ameriprise Financial'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 Ameriprise Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.189 | |||
| Maximum Drawdown | 11.16 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.37 |
Ameriprise Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ameriprise Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ameriprise Financial's standard deviation. In reality, there are many statistical measures that can use Ameriprise Financial historical prices to predict the future Ameriprise Financial's volatility.| Risk Adjusted Performance | 0.2097 | |||
| Jensen Alpha | 0.2601 | |||
| Total Risk Alpha | 0.1741 | |||
| Sortino Ratio | 0.2823 | |||
| Treynor Ratio | 0.2949 |
Ameriprise Financial Backtested Returns
Ameriprise Financial appears to be very steady, given 3 months investment horizon. Ameriprise Financial secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Ameriprise Financial, which you can use to evaluate the volatility of the firm. Please makes use of Ameriprise Financial's risk adjusted performance of 0.2097, and Mean Deviation of 1.11 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ameriprise Financial holds a performance score of 20. The firm shows a Beta (market volatility) of 1.49, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ameriprise Financial will likely underperform. Please check Ameriprise Financial's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Ameriprise Financial's price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Ameriprise Financial has very good predictability. Overlapping area represents the amount of predictability between Ameriprise Financial time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ameriprise Financial price movement. The serial correlation of 0.8 indicates that around 80.0% of current Ameriprise Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 630.38 |
Ameriprise Financial lagged returns against current returns
Autocorrelation, which is Ameriprise Financial 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 Ameriprise Financial's stock expected returns. We can calculate the autocorrelation of Ameriprise Financial returns to help us make a trade decision. For example, suppose you find that Ameriprise Financial 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 |
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Ameriprise Financial 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 Ameriprise Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ameriprise Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ameriprise Financial stock over time.
Current vs Lagged Prices |
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Ameriprise Financial Lagged Returns
When evaluating Ameriprise Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ameriprise Financial stock have on its future price. Ameriprise Financial 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, Ameriprise Financial autocorrelation shows the relationship between Ameriprise Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Ameriprise Financial.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Ameriprise Stock Analysis
When running Ameriprise Financial's price analysis, check to measure Ameriprise Financial'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 Ameriprise Financial is operating at the current time. Most of Ameriprise Financial's value examination focuses on studying past and present price action to predict the probability of Ameriprise Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ameriprise Financial's price. Additionally, you may evaluate how the addition of Ameriprise Financial to your portfolios can decrease your overall portfolio volatility.