Amtrust Financial Services Stock Market Value
| AFSIM Stock | USD 15.40 0.01 0.07% |
| 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.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in AmTrust Financial on November 21, 2025 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 90 days. AmTrust Financial is related to or competes with AmTrust Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Intact Financial, 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 | 3.11 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.17 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 4.17 |
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 | 0.0232 | |||
| Jensen Alpha | 0.024 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1433 |
AmTrust Financial February 19, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0232 | |||
| Market Risk Adjusted Performance | 0.1533 | |||
| Mean Deviation | 1.45 | |||
| Semi Deviation | 1.94 | |||
| Downside Deviation | 3.11 | |||
| Coefficient Of Variation | 4611.71 | |||
| Standard Deviation | 2.23 | |||
| Variance | 4.97 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.024 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1433 | |||
| Maximum Drawdown | 11.17 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 4.17 | |||
| Downside Variance | 9.66 | |||
| Semi Variance | 3.77 | |||
| Expected Short fall | (2.22) | |||
| Skewness | (0.17) | |||
| Kurtosis | 0.8011 |
AmTrust Financial Backtested Returns
As of now, AmTrust Pink Sheet is not too volatile. AmTrust Financial secures Sharpe Ratio (or Efficiency) of 0.0255, which signifies that the company had a 0.0255 % return per unit of risk over the last 3 months. We have found twenty-nine 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 1.45, and Risk Adjusted Performance of 0.0232 to double-check if the risk estimate we provide is consistent with the expected return of 0.0528%. AmTrust Financial has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. 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 2.07%. Please confirm AmTrust Financial value at risk, as well as the relationship between the skewness and day median price , to decide if AmTrust Financial will be following its price patterns.
Auto-correlation | -0.13 |
Insignificant reverse predictability
AmTrust Financial Services has insignificant reverse predictability. Overlapping area represents the amount of predictability between AmTrust Financial time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 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 AmTrust Financial price movement. The serial correlation of -0.13 indicates that less than 13.0% of current AmTrust Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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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.