Ambea AB (Germany) Market Value
| 6MA Stock | EUR 8.73 0.01 0.11% |
| Symbol | Ambea |
Ambea AB '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 Ambea AB'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 Ambea AB.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in Ambea AB on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Ambea AB or generate 0.0% return on investment in Ambea AB over 360 days. Ambea AB is related to or competes with LION ONE, ADRIATIC METALS, MCEWEN MINING, JAPAN TOBACCO, Jacquet Metal, and British American. Ambea AB provides residential care services for people with special needs in Sweden, Norway, and Denmark More
Ambea AB 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 Ambea AB'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 Ambea AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.0329 | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.5 |
Ambea AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambea AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambea AB's standard deviation. In reality, there are many statistical measures that can use Ambea AB historical prices to predict the future Ambea AB's volatility.| Risk Adjusted Performance | 0.0814 | |||
| Jensen Alpha | 0.0856 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0379 | |||
| Treynor Ratio | 0.2284 |
Ambea AB Backtested Returns
Ambea AB appears to be not too volatile, given 3 months investment horizon. Ambea AB secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Ambea AB, which you can use to evaluate the volatility of the firm. Please makes use of Ambea AB's mean deviation of 1.19, and Risk Adjusted Performance of 0.0814 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ambea AB holds a performance score of 9. The firm shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ambea AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ambea AB is expected to be smaller as well. Please check Ambea AB's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Ambea AB's price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Ambea AB has good predictability. Overlapping area represents the amount of predictability between Ambea AB time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th 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 Ambea AB price movement. The serial correlation of 0.72 indicates that around 72.0% of current Ambea AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Ambea AB lagged returns against current returns
Autocorrelation, which is Ambea AB 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 Ambea AB's stock expected returns. We can calculate the autocorrelation of Ambea AB returns to help us make a trade decision. For example, suppose you find that Ambea AB 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 |
Ambea AB 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 Ambea AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambea AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambea AB stock over time.
Current vs Lagged Prices |
| Timeline |
Ambea AB Lagged Returns
When evaluating Ambea AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambea AB stock have on its future price. Ambea AB 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, Ambea AB autocorrelation shows the relationship between Ambea AB stock current value and its past values and can show if there is a momentum factor associated with investing in Ambea AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ambea Stock
Ambea AB financial ratios help investors to determine whether Ambea Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ambea with respect to the benefits of owning Ambea AB security.