American Express (UK) Market Value

0R3C Stock   299.68  5.49  1.87%   
American Express' market value is the price at which a share of American Express trades on a public exchange. It measures the collective expectations of American Express Co investors about its performance. American Express is selling for under 299.68 as of the 23rd of December 2024; that is 1.87% up since the beginning of the trading day. The stock's lowest day price was 294.82.
With this module, you can estimate the performance of a buy and hold strategy of American Express Co and determine expected loss or profit from investing in American Express over a given investment horizon. Check out American Express Correlation, American Express Volatility and American Express Alpha and Beta module to complement your research on American Express.
For more information on how to buy American Stock please use our How to Invest in American Express guide.
Symbol

Please note, there is a significant difference between American Express' value and its price as these two are different measures arrived at by different means. Investors typically determine if American Express is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American Express' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

American Express '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 Express' 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 Express.
0.00
04/27/2024
No Change 0.00  0.0 
In 7 months and 28 days
12/23/2024
0.00
If you would invest  0.00  in American Express on April 27, 2024 and sell it all today you would earn a total of 0.00 from holding American Express Co or generate 0.0% return on investment in American Express over 240 days. American Express is related to or competes with Uniper SE, Mulberry Group, London Security, Triad Group, SURETRACK MON, Ikigai Ventures, and Heavitree Brewery. American Express is entity of United Kingdom More

American Express 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 Express' 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 Express Co upside and downside potential and time the market with a certain degree of confidence.

American Express Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for American Express' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Express' standard deviation. In reality, there are many statistical measures that can use American Express historical prices to predict the future American Express' volatility.
Hype
Prediction
LowEstimatedHigh
297.18298.57299.96
Details
Intrinsic
Valuation
LowRealHigh
269.71306.73308.12
Details

American Express Backtested Returns

American Express appears to be very steady, given 3 months investment horizon. American Express secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for American Express Co, which you can use to evaluate the volatility of the firm. Please makes use of American Express' risk adjusted performance of 0.1017, and Mean Deviation of 1.01 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, American Express holds a performance score of 11. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, American Express' returns are expected to increase less than the market. However, during the bear market, the loss of holding American Express is expected to be smaller as well. Please check American Express' 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 American Express' price patterns will revert.

Auto-correlation

    
  0.38  

Below average predictability

American Express Co has below average predictability. Overlapping area represents the amount of predictability between American Express time series from 27th of April 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 American Express price movement. The serial correlation of 0.38 indicates that just about 38.0% of current American Express price fluctuation can be explain by its past prices.
Correlation Coefficient0.38
Spearman Rank Test0.32
Residual Average0.0
Price Variance306.79

American Express lagged returns against current returns

Autocorrelation, which is American Express 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 Express' stock expected returns. We can calculate the autocorrelation of American Express returns to help us make a trade decision. For example, suppose you find that American Express 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 Express 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 Express stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Express stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Express stock over time.
   Current vs Lagged Prices   
       Timeline  

American Express Lagged Returns

When evaluating American Express' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Express stock have on its future price. American Express 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 Express autocorrelation shows the relationship between American Express stock current value and its past values and can show if there is a momentum factor associated with investing in American Express Co.
   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 American Stock Analysis

When running American Express' price analysis, check to measure American Express' 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 Express is operating at the current time. Most of American Express' value examination focuses on studying past and present price action to predict the probability of American Express' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Express' price. Additionally, you may evaluate how the addition of American Express to your portfolios can decrease your overall portfolio volatility.