IncomeShares AMD (UK) Market Value
| AMDI Etf | 3,674 68.00 1.89% |
| Symbol | IncomeShares |
IncomeShares AMD '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 IncomeShares AMD's etf 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 IncomeShares AMD.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in IncomeShares AMD on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding IncomeShares AMD Options or generate 0.0% return on investment in IncomeShares AMD over 90 days.
IncomeShares AMD 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 IncomeShares AMD's etf 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 IncomeShares AMD Options upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.38 | |||
| Information Ratio | 0.0275 | |||
| Maximum Drawdown | 65.34 | |||
| Value At Risk | (7.31) | |||
| Potential Upside | 6.8 |
IncomeShares AMD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IncomeShares AMD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IncomeShares AMD's standard deviation. In reality, there are many statistical measures that can use IncomeShares AMD historical prices to predict the future IncomeShares AMD's volatility.| Risk Adjusted Performance | 0.0358 | |||
| Jensen Alpha | 0.228 | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | 0.0327 | |||
| Treynor Ratio | 0.2583 |
IncomeShares AMD January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0358 | |||
| Market Risk Adjusted Performance | 0.2683 | |||
| Mean Deviation | 4.19 | |||
| Semi Deviation | 6.7 | |||
| Downside Deviation | 7.38 | |||
| Coefficient Of Variation | 2749.02 | |||
| Standard Deviation | 8.8 | |||
| Variance | 77.41 | |||
| Information Ratio | 0.0275 | |||
| Jensen Alpha | 0.228 | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | 0.0327 | |||
| Treynor Ratio | 0.2583 | |||
| Maximum Drawdown | 65.34 | |||
| Value At Risk | (7.31) | |||
| Potential Upside | 6.8 | |||
| Downside Variance | 54.51 | |||
| Semi Variance | 44.84 | |||
| Expected Short fall | (4.23) | |||
| Skewness | 2.11 | |||
| Kurtosis | 12.8 |
IncomeShares AMD Options Backtested Returns
Currently, IncomeShares AMD Options is very steady. IncomeShares AMD Options holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for IncomeShares AMD Options, which you can use to evaluate the volatility of the entity. Please check out IncomeShares AMD's Risk Adjusted Performance of 0.0358, downside deviation of 7.38, and Market Risk Adjusted Performance of 0.2683 to validate if the risk estimate we provide is consistent with the expected return of 0.055%. The etf retains a Market Volatility (i.e., Beta) of 1.2, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IncomeShares AMD will likely underperform.
Auto-correlation | -0.42 |
Modest reverse predictability
IncomeShares AMD Options has modest reverse predictability. Overlapping area represents the amount of predictability between IncomeShares AMD time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 IncomeShares AMD Options price movement. The serial correlation of -0.42 indicates that just about 42.0% of current IncomeShares AMD price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 113.9 K |