AM EAGLE (Germany) Market Value
| AFG Stock | EUR 17.00 0.90 5.59% |
| Symbol | AFG |
AM EAGLE '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 AM EAGLE'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 AM EAGLE.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in AM EAGLE on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding AM EAGLE OUTFITTERS or generate 0.0% return on investment in AM EAGLE over 30 days. AM EAGLE is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
AM EAGLE 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 AM EAGLE'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 AM EAGLE OUTFITTERS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 4.17 |
AM EAGLE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AM EAGLE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AM EAGLE's standard deviation. In reality, there are many statistical measures that can use AM EAGLE historical prices to predict the future AM EAGLE's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (0.24) |
AM EAGLE OUTFITTERS Backtested Returns
AM EAGLE OUTFITTERS retains Efficiency (Sharpe Ratio) of -0.0925, which signifies that the company had a -0.0925% return per unit of price deviation over the last 3 months. AM EAGLE exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AM EAGLE's Market Risk Adjusted Performance of (0.23), variance of 5.23, and Information Ratio of (0.14) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AM EAGLE's returns are expected to increase less than the market. However, during the bear market, the loss of holding AM EAGLE is expected to be smaller as well. At this point, AM EAGLE OUTFITTERS has a negative expected return of -0.21%. Please make sure to confirm AM EAGLE's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if AM EAGLE OUTFITTERS performance from the past will be repeated sooner or later.
Auto-correlation | 0.59 |
Modest predictability
AM EAGLE OUTFITTERS has modest predictability. Overlapping area represents the amount of predictability between AM EAGLE time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 AM EAGLE OUTFITTERS price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current AM EAGLE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
AM EAGLE OUTFITTERS lagged returns against current returns
Autocorrelation, which is AM EAGLE 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 AM EAGLE's stock expected returns. We can calculate the autocorrelation of AM EAGLE returns to help us make a trade decision. For example, suppose you find that AM EAGLE 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 |
AM EAGLE 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 AM EAGLE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AM EAGLE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AM EAGLE stock over time.
Current vs Lagged Prices |
| Timeline |
AM EAGLE Lagged Returns
When evaluating AM EAGLE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AM EAGLE stock have on its future price. AM EAGLE 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, AM EAGLE autocorrelation shows the relationship between AM EAGLE stock current value and its past values and can show if there is a momentum factor associated with investing in AM EAGLE OUTFITTERS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AFG Stock Analysis
When running AM EAGLE's price analysis, check to measure AM EAGLE'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 AM EAGLE is operating at the current time. Most of AM EAGLE's value examination focuses on studying past and present price action to predict the probability of AM EAGLE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AM EAGLE's price. Additionally, you may evaluate how the addition of AM EAGLE to your portfolios can decrease your overall portfolio volatility.