AMA Corp (France) Market Value
| ALAMA Stock | 0.16 0.01 5.88% |
| Symbol | AMA |
AMA Corp '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 AMA Corp'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 AMA Corp.
| 06/25/2024 |
| 01/16/2026 |
If you would invest 0.00 in AMA Corp on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding AMA Corp PLC or generate 0.0% return on investment in AMA Corp over 570 days.
AMA Corp 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 AMA Corp'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 AMA Corp PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 22.29 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 6.25 |
AMA Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMA Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMA Corp's standard deviation. In reality, there are many statistical measures that can use AMA Corp historical prices to predict the future AMA Corp's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.64) | |||
| Total Risk Alpha | (1.33) | |||
| Treynor Ratio | 1.08 |
AMA Corp PLC Backtested Returns
AMA Corp PLC retains Efficiency (Sharpe Ratio) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. AMA Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMA Corp's market risk adjusted performance of 1.09, and Variance of 18.62 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AMA Corp are expected to decrease at a much lower rate. During the bear market, AMA Corp is likely to outperform the market. At this point, AMA Corp PLC has a negative expected return of -0.63%. Please make sure to confirm AMA Corp's mean deviation, information ratio, potential upside, as well as the relationship between the standard deviation and total risk alpha , to decide if AMA Corp PLC performance from the past will be repeated in the future.
Auto-correlation | -0.55 |
Good reverse predictability
AMA Corp PLC has good reverse predictability. Overlapping area represents the amount of predictability between AMA Corp time series from 25th of June 2024 to 6th of April 2025 and 6th of April 2025 to 16th 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 AMA Corp PLC price movement. The serial correlation of -0.55 indicates that about 55.0% of current AMA Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AMA Corp PLC lagged returns against current returns
Autocorrelation, which is AMA Corp 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 AMA Corp's stock expected returns. We can calculate the autocorrelation of AMA Corp returns to help us make a trade decision. For example, suppose you find that AMA Corp 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 |
AMA Corp 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 AMA Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMA Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMA Corp stock over time.
Current vs Lagged Prices |
| Timeline |
AMA Corp Lagged Returns
When evaluating AMA Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMA Corp stock have on its future price. AMA Corp 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, AMA Corp autocorrelation shows the relationship between AMA Corp stock current value and its past values and can show if there is a momentum factor associated with investing in AMA Corp PLC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for AMA Stock Analysis
When running AMA Corp's price analysis, check to measure AMA Corp'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 AMA Corp is operating at the current time. Most of AMA Corp's value examination focuses on studying past and present price action to predict the probability of AMA Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMA Corp's price. Additionally, you may evaluate how the addition of AMA Corp to your portfolios can decrease your overall portfolio volatility.