Amalphi Ag (Germany) Market Value
| AMI Stock | EUR 0.42 0.04 8.70% |
| Symbol | Amalphi |
Amalphi Ag '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 Amalphi Ag'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 Amalphi Ag.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Amalphi Ag on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding amalphi ag or generate 0.0% return on investment in Amalphi Ag over 90 days. Amalphi Ag is related to or competes with BURLINGTON STORES, MagnaChip Semiconductor, Vastned Retail, and RELIANCE STEEL. amalphi ag, a manufacturer-independent specialist, provides multi-vendor warranty extensions for the professional IT use... More
Amalphi Ag 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 Amalphi Ag'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 amalphi ag upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 48.61 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 19.18 |
Amalphi Ag Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amalphi Ag's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amalphi Ag's standard deviation. In reality, there are many statistical measures that can use Amalphi Ag historical prices to predict the future Amalphi Ag's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | (2.18) | |||
| Treynor Ratio | (3.84) |
amalphi ag Backtested Returns
amalphi ag secures Sharpe Ratio (or Efficiency) of -0.0569, which signifies that the company had a -0.0569% return per unit of standard deviation over the last 3 months. amalphi ag exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amalphi Ag's Coefficient Of Variation of (1,956), mean deviation of 7.41, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amalphi Ag's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amalphi Ag is expected to be smaller as well. At this point, amalphi ag has a negative expected return of -0.56%. Please make sure to confirm Amalphi Ag's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if amalphi ag performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
amalphi ag has below average predictability. Overlapping area represents the amount of predictability between Amalphi Ag time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 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 amalphi ag price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Amalphi Ag price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
amalphi ag lagged returns against current returns
Autocorrelation, which is Amalphi Ag 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 Amalphi Ag's stock expected returns. We can calculate the autocorrelation of Amalphi Ag returns to help us make a trade decision. For example, suppose you find that Amalphi Ag 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 |
Amalphi Ag 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 Amalphi Ag stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amalphi Ag stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amalphi Ag stock over time.
Current vs Lagged Prices |
| Timeline |
Amalphi Ag Lagged Returns
When evaluating Amalphi Ag's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amalphi Ag stock have on its future price. Amalphi Ag 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, Amalphi Ag autocorrelation shows the relationship between Amalphi Ag stock current value and its past values and can show if there is a momentum factor associated with investing in amalphi ag.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Amalphi Stock
Amalphi Ag financial ratios help investors to determine whether Amalphi Stock 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 Amalphi with respect to the benefits of owning Amalphi Ag security.