Amgen (Germany) Market Value
| AMG Stock | EUR 317.75 6.70 2.07% |
| Symbol | Amgen |
Amgen '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 Amgen'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 Amgen.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Amgen on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Amgen Inc or generate 0.0% return on investment in Amgen over 90 days. Amgen is related to or competes with ROCHE HLDG, DANAHER (DAPSG), Philip Morris, and BANK OF CHINA. Amgen is entity of Germany. It is traded as Stock on HM exchange. More
Amgen 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 Amgen'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 Amgen Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.02 | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.85 |
Amgen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amgen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amgen's standard deviation. In reality, there are many statistical measures that can use Amgen historical prices to predict the future Amgen's volatility.| Risk Adjusted Performance | 0.0784 | |||
| Jensen Alpha | 0.155 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0237 | |||
| Treynor Ratio | (1.53) |
Amgen February 26, 2026 Technical Indicators
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| Overlap Studies | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0784 | |||
| Market Risk Adjusted Performance | (1.52) | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.36 | |||
| Coefficient Of Variation | 1040.7 | |||
| Standard Deviation | 1.61 | |||
| Variance | 2.58 | |||
| Information Ratio | 0.02 | |||
| Jensen Alpha | 0.155 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0237 | |||
| Treynor Ratio | (1.53) | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.85 | |||
| Downside Variance | 1.85 | |||
| Semi Variance | 1.33 | |||
| Expected Short fall | (1.22) | |||
| Skewness | 1.09 | |||
| Kurtosis | 2.87 |
Amgen Inc Backtested Returns
As of now, Amgen Stock is very steady. Amgen Inc secures Sharpe Ratio (or Efficiency) of 0.0885, which signifies that the company had a 0.0885 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Amgen Inc, which you can use to evaluate the volatility of the firm. Please confirm Amgen's risk adjusted performance of 0.0784, and Mean Deviation of 1.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Amgen has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0946, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amgen are expected to decrease at a much lower rate. During the bear market, Amgen is likely to outperform the market. Amgen Inc right now shows a risk of 1.66%. Please confirm Amgen Inc total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Amgen Inc will be following its price patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
Amgen Inc has weak reverse predictability. Overlapping area represents the amount of predictability between Amgen time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th of February 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 Amgen Inc price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Amgen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 170.54 |
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Amgen technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.