Ap Moeller Stock Market Value
| AMKAF Stock | USD 2,295 103.45 4.72% |
| Symbol | AMKAF |
AP Moeller '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 AP Moeller'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 AP Moeller.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in AP Moeller on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding AP Moeller or generate 0.0% return on investment in AP Moeller over 90 days. AP Moeller is related to or competes with COSCO SHIPPING, COSCO SHIPPING, Hapag Lloyd, Hapag Lloyd, Air France, Sumitomo Corp, and Daikin IndustriesLtd. Mller - Mrsk AS operates as an integrated transport and logistics company worldwide More
AP Moeller 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 AP Moeller'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 AP Moeller upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.94 | |||
| Information Ratio | 0.0459 | |||
| Maximum Drawdown | 19.63 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 5.84 |
AP Moeller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Moeller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Moeller's standard deviation. In reality, there are many statistical measures that can use AP Moeller historical prices to predict the future AP Moeller's volatility.| Risk Adjusted Performance | 0.0526 | |||
| Jensen Alpha | 0.1538 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0391 | |||
| Treynor Ratio | 0.2016 |
AP Moeller Backtested Returns
AP Moeller appears to be out of control, given 3 months investment horizon. AP Moeller retains Efficiency (Sharpe Ratio) of 0.0867, which signifies that the company had a 0.0867 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for AP Moeller, which you can use to evaluate the volatility of the firm. Please makes use of AP Moeller's Market Risk Adjusted Performance of 0.2116, coefficient of variation of 1579.5, and Standard Deviation of 3.36 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AP Moeller holds a performance score of 6. The firm owns a Beta (Systematic Risk) of 1.01, which signifies a somewhat significant risk relative to the market. AP Moeller returns are very sensitive to returns on the market. As the market goes up or down, AP Moeller is expected to follow. Please check AP Moeller's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to make a quick decision on whether AP Moeller's current price history will revert.
Auto-correlation | 0.33 |
Below average predictability
AP Moeller has below average predictability. Overlapping area represents the amount of predictability between AP Moeller time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd 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 AP Moeller price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current AP Moeller price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 39 K |
AP Moeller lagged returns against current returns
Autocorrelation, which is AP Moeller 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 AP Moeller's pink sheet expected returns. We can calculate the autocorrelation of AP Moeller returns to help us make a trade decision. For example, suppose you find that AP Moeller 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 |
AP Moeller 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 AP Moeller pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Moeller pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AP Moeller pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AP Moeller Lagged Returns
When evaluating AP Moeller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Moeller pink sheet have on its future price. AP Moeller 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, AP Moeller autocorrelation shows the relationship between AP Moeller pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AP Moeller .
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMKAF Pink Sheet
AP Moeller financial ratios help investors to determine whether AMKAF 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 AMKAF with respect to the benefits of owning AP Moeller security.