Amsterdam Commodities Nv Stock Market Value
| ACNFF Stock | USD 29.51 0.00 0.00% |
| Symbol | Amsterdam |
Amsterdam Commodities '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 Amsterdam Commodities' otc 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 Amsterdam Commodities.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Amsterdam Commodities on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Amsterdam Commodities NV or generate 0.0% return on investment in Amsterdam Commodities over 360 days. Amsterdam Commodities is related to or competes with Savencia, Anadolu Efes, AG BARR, SPAR, Gr Sarantis, SPAR, and Anglo Eastern. Acomo N.V., together with its subsidiaries, engages in sourcing, trading, processing, packaging, and distributing conven... More
Amsterdam Commodities 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 Amsterdam Commodities' otc 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 Amsterdam Commodities NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.85 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 4.45 |
Amsterdam Commodities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amsterdam Commodities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amsterdam Commodities' standard deviation. In reality, there are many statistical measures that can use Amsterdam Commodities historical prices to predict the future Amsterdam Commodities' volatility.| Risk Adjusted Performance | 0.0226 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0424 |
Amsterdam Commodities Backtested Returns
At this point, Amsterdam Commodities is very steady. Amsterdam Commodities secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Amsterdam Commodities NV, which you can use to evaluate the volatility of the firm. Please confirm Amsterdam Commodities' Downside Deviation of 2.28, mean deviation of 0.7103, and Risk Adjusted Performance of 0.0226 to double-check if the risk estimate we provide is consistent with the expected return of 0.0056%. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amsterdam Commodities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Amsterdam Commodities is expected to be smaller as well. Amsterdam Commodities right now shows a risk of 1.46%. Please confirm Amsterdam Commodities sortino ratio, semi variance, day typical price, as well as the relationship between the value at risk and kurtosis , to decide if Amsterdam Commodities will be following its price patterns.
Auto-correlation | 0.78 |
Good predictability
Amsterdam Commodities NV has good predictability. Overlapping area represents the amount of predictability between Amsterdam Commodities time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amsterdam Commodities price movement. The serial correlation of 0.78 indicates that around 78.0% of current Amsterdam Commodities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 2.28 |
Amsterdam Commodities lagged returns against current returns
Autocorrelation, which is Amsterdam Commodities otc 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 Amsterdam Commodities' otc stock expected returns. We can calculate the autocorrelation of Amsterdam Commodities returns to help us make a trade decision. For example, suppose you find that Amsterdam Commodities has exhibited high autocorrelation historically, and you observe that the otc 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 |
Amsterdam Commodities 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 Amsterdam Commodities otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amsterdam Commodities otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amsterdam Commodities otc stock over time.
Current vs Lagged Prices |
| Timeline |
Amsterdam Commodities Lagged Returns
When evaluating Amsterdam Commodities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amsterdam Commodities otc stock have on its future price. Amsterdam Commodities 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, Amsterdam Commodities autocorrelation shows the relationship between Amsterdam Commodities otc stock current value and its past values and can show if there is a momentum factor associated with investing in Amsterdam Commodities NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Amsterdam OTC Stock
Amsterdam Commodities financial ratios help investors to determine whether Amsterdam OTC 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 Amsterdam with respect to the benefits of owning Amsterdam Commodities security.