AMA (Australia) Market Value
| AMA Stock | 0.79 0.03 3.95% |
| Symbol | AMA |
AMA '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'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.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in AMA on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding AMA Group or generate 0.0% return on investment in AMA over 90 days. AMA is related to or competes with Medical Developments, Nova EYE, Resolute Mining, Avita Medical, Saluda Medical, and Aspire Mining. AMA is entity of Australia. It is traded as Stock on AU exchange. More
AMA 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'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 Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 16.7 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.26 |
AMA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMA's standard deviation. In reality, there are many statistical measures that can use AMA historical prices to predict the future AMA's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.76) | |||
| Treynor Ratio | (1.05) |
AMA Group Backtested Returns
AMA Group retains Efficiency (Sharpe Ratio) of -0.0881, which signifies that the company had a -0.0881 % return per unit of risk over the last 3 months. AMA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMA's market risk adjusted performance of (1.04), and Variance of 9.04 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMA's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMA is expected to be smaller as well. At this point, AMA Group has a negative expected return of -0.27%. Please make sure to confirm AMA's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if AMA Group performance from the past will be repeated in the future.
Auto-correlation | 0.52 |
Modest predictability
AMA Group has modest predictability. Overlapping area represents the amount of predictability between AMA time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 Group price movement. The serial correlation of 0.52 indicates that about 52.0% of current AMA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AMA Group lagged returns against current returns
Autocorrelation, which is AMA 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's stock expected returns. We can calculate the autocorrelation of AMA returns to help us make a trade decision. For example, suppose you find that AMA 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMA stock over time.
Current vs Lagged Prices |
| Timeline |
AMA Lagged Returns
When evaluating AMA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMA stock have on its future price. AMA 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 autocorrelation shows the relationship between AMA stock current value and its past values and can show if there is a momentum factor associated with investing in AMA Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AMA Stock Analysis
When running AMA's price analysis, check to measure AMA'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 is operating at the current time. Most of AMA's value examination focuses on studying past and present price action to predict the probability of AMA'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's price. Additionally, you may evaluate how the addition of AMA to your portfolios can decrease your overall portfolio volatility.