American Hotel Income Stock Market Value
| AHOTF Stock | USD 0.34 0.01 2.86% |
| Symbol | American |
American Hotel '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 American Hotel's 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 American Hotel.
| 12/11/2022 |
| 11/30/2024 |
If you would invest 0.00 in American Hotel on December 11, 2022 and sell it all today you would earn a total of 0.00 from holding American Hotel Income or generate 0.0% return on investment in American Hotel over 720 days. American Hotel is related to or competes with Ashford Hospitality, Ashford Hospitality, Braemar Hotels, Braemar Hotels, Ashford Hospitality, Ashford Hospitality, and Ashford Hospitality. American Hotel Income Properties REIT LP , or AHIP, is a limited partnership formed to invest in hotel real estate prope... More
American Hotel 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 American Hotel's 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 American Hotel Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.24 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 35.43 | |||
| Value At Risk | (5.77) | |||
| Potential Upside | 6.25 |
American Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Hotel's standard deviation. In reality, there are many statistical measures that can use American Hotel historical prices to predict the future American Hotel's volatility.| Risk Adjusted Performance | 0.0185 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.74) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0731 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of American Hotel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
American Hotel Income Backtested Returns
At this point, American Hotel is out of control. American Hotel Income secures Sharpe Ratio (or Efficiency) of 0.0118, which signifies that the company had a 0.0118% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for American Hotel Income, which you can use to evaluate the volatility of the firm. Please confirm American Hotel's mean deviation of 2.76, and Risk Adjusted Performance of 0.0185 to double-check if the risk estimate we provide is consistent with the expected return of 0.055%. The firm shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, American Hotel's returns are expected to increase less than the market. However, during the bear market, the loss of holding American Hotel is expected to be smaller as well. American Hotel Income right now shows a risk of 4.64%. Please confirm American Hotel Income potential upside, day median price, and the relationship between the sortino ratio and skewness , to decide if American Hotel Income will be following its price patterns.
Auto-correlation | 0.29 |
Poor predictability
American Hotel Income has poor predictability. Overlapping area represents the amount of predictability between American Hotel time series from 11th of December 2022 to 6th of December 2023 and 6th of December 2023 to 30th 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 American Hotel Income price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current American Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
American Hotel Income lagged returns against current returns
Autocorrelation, which is American Hotel 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 American Hotel's otc stock expected returns. We can calculate the autocorrelation of American Hotel returns to help us make a trade decision. For example, suppose you find that American Hotel 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 |
American Hotel 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 American Hotel otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Hotel otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Hotel otc stock over time.
Current vs Lagged Prices |
| Timeline |
American Hotel Lagged Returns
When evaluating American Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Hotel otc stock have on its future price. American Hotel 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, American Hotel autocorrelation shows the relationship between American Hotel otc stock current value and its past values and can show if there is a momentum factor associated with investing in American Hotel Income.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in American OTC Stock
American Hotel financial ratios help investors to determine whether American 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 American with respect to the benefits of owning American Hotel security.