Ambu As Stock Market Value
| AMBFF Stock | USD 19.90 0.00 0.00% |
| Symbol | Ambu |
Ambu A/S '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 Ambu A/S'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 Ambu A/S.
| 05/04/2023 |
| 11/24/2024 |
If you would invest 0.00 in Ambu A/S on May 4, 2023 and sell it all today you would earn a total of 0.00 from holding Ambu AS or generate 0.0% return on investment in Ambu A/S over 570 days. Ambu A/S is related to or competes with Rezolute, Tempest Therapeutics, Forte Biosciences, Dyadic International, DiaMedica Therapeutics, Silo Pharma, and Molecular Partners. Ambu AS develops, produces, and sells medical devices to hospitals, clinics, and rescue services worldwide More
Ambu A/S 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 Ambu A/S'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 Ambu AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.37 | |||
| Potential Upside | 2.06 |
Ambu A/S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambu A/S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambu A/S's standard deviation. In reality, there are many statistical measures that can use Ambu A/S historical prices to predict the future Ambu A/S's volatility.| Risk Adjusted Performance | 0.033 | |||
| Jensen Alpha | 0.0577 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.19) |
Ambu A/S Backtested Returns
At this point, Ambu A/S is very steady. Ambu A/S secures Sharpe Ratio (or Efficiency) of 0.0387, which signifies that the company had a 0.0387% return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Ambu AS, which you can use to evaluate the volatility of the firm. Please confirm Ambu A/S's risk adjusted performance of 0.033, and Mean Deviation of 0.3656 to double-check if the risk estimate we provide is consistent with the expected return of 0.0463%. Ambu A/S has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ambu A/S are expected to decrease at a much lower rate. During the bear market, Ambu A/S is likely to outperform the market. Ambu A/S right now shows a risk of 1.2%. Please confirm Ambu A/S coefficient of variation, potential upside, relative strength index, as well as the relationship between the information ratio and rate of daily change , to decide if Ambu A/S will be following its price patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
Ambu AS has poor reverse predictability. Overlapping area represents the amount of predictability between Ambu A/S time series from 4th of May 2023 to 13th of February 2024 and 13th of February 2024 to 24th 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 Ambu A/S price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Ambu A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 1.62 |
Ambu A/S lagged returns against current returns
Autocorrelation, which is Ambu A/S 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 Ambu A/S's pink sheet expected returns. We can calculate the autocorrelation of Ambu A/S returns to help us make a trade decision. For example, suppose you find that Ambu A/S 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 |
Ambu A/S 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 Ambu A/S pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambu A/S pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambu A/S pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ambu A/S Lagged Returns
When evaluating Ambu A/S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambu A/S pink sheet have on its future price. Ambu A/S 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, Ambu A/S autocorrelation shows the relationship between Ambu A/S pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ambu AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ambu Pink Sheet
Ambu A/S financial ratios help investors to determine whether Ambu 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 Ambu with respect to the benefits of owning Ambu A/S security.