Amtrust Financial Services Stock Market Value
| AFSIM Stock | USD 15.25 0.45 3.04% |
| Symbol | AmTrust |
AmTrust Financial '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 AmTrust Financial'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 AmTrust Financial.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in AmTrust Financial on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding AmTrust Financial Services or generate 0.0% return on investment in AmTrust Financial over 30 days. AmTrust Financial is related to or competes with AmTrust Financial, AmTrust Financial, AmTrust Financial, Aspen Insurance, and AmTrust Financial. AmTrust Financial Services, Inc. operates as a property and casualty company More
AmTrust Financial 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 AmTrust Financial'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 AmTrust Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0255 | |||
| Maximum Drawdown | 8.06 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 3.04 |
AmTrust Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AmTrust Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AmTrust Financial's standard deviation. In reality, there are many statistical measures that can use AmTrust Financial historical prices to predict the future AmTrust Financial's volatility.| Risk Adjusted Performance | 0.0942 | |||
| Jensen Alpha | 0.1105 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0208 | |||
| Treynor Ratio | 0.4051 |
AmTrust Financial Backtested Returns
As of now, AmTrust Pink Sheet is very steady. AmTrust Financial secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for AmTrust Financial Services, which you can use to evaluate the volatility of the firm. Please confirm AmTrust Financial's mean deviation of 0.8685, and Risk Adjusted Performance of 0.0942 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. AmTrust Financial has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AmTrust Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding AmTrust Financial is expected to be smaller as well. AmTrust Financial right now shows a risk of 1.43%. Please confirm AmTrust Financial skewness, and the relationship between the value at risk and day median price , to decide if AmTrust Financial will be following its price patterns.
Auto-correlation | 0.20 |
Weak predictability
AmTrust Financial Services has weak predictability. Overlapping area represents the amount of predictability between AmTrust Financial time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 AmTrust Financial price movement. The serial correlation of 0.2 indicates that over 20.0% of current AmTrust Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
AmTrust Financial lagged returns against current returns
Autocorrelation, which is AmTrust Financial 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 AmTrust Financial's pink sheet expected returns. We can calculate the autocorrelation of AmTrust Financial returns to help us make a trade decision. For example, suppose you find that AmTrust Financial 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 |
AmTrust Financial 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 AmTrust Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AmTrust Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AmTrust Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AmTrust Financial Lagged Returns
When evaluating AmTrust Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AmTrust Financial pink sheet have on its future price. AmTrust Financial 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, AmTrust Financial autocorrelation shows the relationship between AmTrust Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AmTrust Financial Services.
Regressed Prices |
| Timeline |
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AmTrust Financial financial ratios help investors to determine whether AmTrust 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 AmTrust with respect to the benefits of owning AmTrust Financial security.