Ams AG (UK) Market Value
| 0QWC Stock | 5.55 0.04 0.72% |
| Symbol | Ams |
Ams AG '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 Ams AG'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 Ams AG.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Ams AG on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Ams AG or generate 0.0% return on investment in Ams AG over 540 days. Ams AG is related to or competes with Southern Copper, Coor Service, Young Cos, Silvercorp Metals, Molson Coors, McEwen Mining, and Impax Asset. More
Ams AG 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 Ams AG'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 Ams AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.46 | |||
| Information Ratio | 0.1026 | |||
| Maximum Drawdown | 1094.25 | |||
| Value At Risk | (9.34) | |||
| Potential Upside | 6.58 |
Ams AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ams AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ams AG's standard deviation. In reality, there are many statistical measures that can use Ams AG historical prices to predict the future Ams AG's volatility.| Risk Adjusted Performance | 0.0892 | |||
| Jensen Alpha | 11.49 | |||
| Total Risk Alpha | (7.92) | |||
| Sortino Ratio | 0.7786 | |||
| Treynor Ratio | 1.14 |
Ams AG Backtested Returns
Ams AG is out of control given 3 months investment horizon. Ams AG secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 12.95% are justified by taking the suggested risk. Use Ams AG Risk Adjusted Performance of 0.0892, mean deviation of 30.37, and Downside Deviation of 16.46 to evaluate company specific risk that cannot be diversified away. Ams AG holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 11.37, 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, Ams AG will likely underperform. Use Ams AG coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to analyze future returns on Ams AG.
Auto-correlation | 0.04 |
Virtually no predictability
Ams AG has virtually no predictability. Overlapping area represents the amount of predictability between Ams AG time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 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 Ams AG price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Ams AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 209.69 |
Ams AG lagged returns against current returns
Autocorrelation, which is Ams AG 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 Ams AG's stock expected returns. We can calculate the autocorrelation of Ams AG returns to help us make a trade decision. For example, suppose you find that Ams AG 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 |
Ams AG 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 Ams AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ams AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ams AG stock over time.
Current vs Lagged Prices |
| Timeline |
Ams AG Lagged Returns
When evaluating Ams AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ams AG stock have on its future price. Ams AG 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, Ams AG autocorrelation shows the relationship between Ams AG stock current value and its past values and can show if there is a momentum factor associated with investing in Ams AG.
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 Ams Stock Analysis
When running Ams AG's price analysis, check to measure Ams AG'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 Ams AG is operating at the current time. Most of Ams AG's value examination focuses on studying past and present price action to predict the probability of Ams AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ams AG's price. Additionally, you may evaluate how the addition of Ams AG to your portfolios can decrease your overall portfolio volatility.