Amg Cap Tr Stock Market Value
| AATRL Stock | USD 55.47 0.79 1.40% |
| Symbol | Amg |
Amg Cap '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 Amg Cap's pink sheet 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 Amg Cap.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Amg Cap on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Amg Cap Tr or generate 0.0% return on investment in Amg Cap over 720 days. Amg Cap is related to or competes with Ameren Illinois, AGNC Investment, AGNC Investment, BFC Capital, and Ameren Illinois. More
Amg Cap 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 Amg Cap's pink sheet 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 Amg Cap Tr upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.56 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.51 |
Amg Cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Cap's standard deviation. In reality, there are many statistical measures that can use Amg Cap historical prices to predict the future Amg Cap's volatility.| Risk Adjusted Performance | 0.0645 | |||
| Jensen Alpha | 0.1008 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.27) |
Amg Cap Tr Backtested Returns
As of now, Amg Pink Sheet is very steady. Amg Cap Tr secures Sharpe Ratio (or Efficiency) of 0.0419, which signifies that the company had a 0.0419% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Amg Cap Tr, which you can use to evaluate the volatility of the firm. Please confirm Amg Cap's risk adjusted performance of 0.0645, and Mean Deviation of 0.536 to double-check if the risk estimate we provide is consistent with the expected return of 0.0421%. Amg Cap has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amg Cap are expected to decrease at a much lower rate. During the bear market, Amg Cap is likely to outperform the market. Amg Cap Tr right now shows a risk of 1.01%. Please confirm Amg Cap Tr value at risk, and the relationship between the jensen alpha and skewness , to decide if Amg Cap Tr will be following its price patterns.
Auto-correlation | -0.41 |
Modest reverse predictability
Amg Cap Tr has modest reverse predictability. Overlapping area represents the amount of predictability between Amg Cap time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Amg Cap Tr price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Amg Cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 12.12 |
Amg Cap Tr lagged returns against current returns
Autocorrelation, which is Amg Cap pink sheet'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 Amg Cap's pink sheet expected returns. We can calculate the autocorrelation of Amg Cap returns to help us make a trade decision. For example, suppose you find that Amg Cap has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Amg Cap 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 Amg Cap pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amg Cap pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amg Cap pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Amg Cap Lagged Returns
When evaluating Amg Cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amg Cap pink sheet have on its future price. Amg Cap 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, Amg Cap autocorrelation shows the relationship between Amg Cap pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Amg Cap Tr.
Regressed Prices |
| Timeline |
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Amg Cap financial ratios help investors to determine whether Amg Pink Sheet 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 Amg with respect to the benefits of owning Amg Cap security.