AP Møller's market value is the price at which a share of AP Møller trades on a public exchange. It measures the collective expectations of AP Mller investors about its performance. AP Møller is trading at 1485.59 as of the 1st of February 2025. This is a 1.79 percent up since the beginning of the trading day. The stock's lowest day price was 1485.59. With this module, you can estimate the performance of a buy and hold strategy of AP Mller and determine expected loss or profit from investing in AP Møller over a given investment horizon. Check out AP Møller Correlation, AP Møller Volatility and AP Møller Alpha and Beta module to complement your research on AP Møller.
Please note, there is a significant difference between AP Møller's value and its price as these two are different measures arrived at by different means. Investors typically determine if AP Møller is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AP Møller's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AP Møller '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 Møller'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 Møller.
0.00
08/05/2024
No Change 0.00
0.0
In 5 months and 30 days
02/01/2025
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If you would invest 0.00 in AP Møller on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding AP Mller or generate 0.0% return on investment in AP Møller over 180 days. AP Møller is related to or competes with Mitsui OSK, Hapag Lloyd, Orient Overseas, Hapag Lloyd, AP Moeller, AP Moeller-Maersk, and Nippon Yusen. Mller - Mrsk AS operates as an integrated transport and logistics company worldwide More
AP Møller 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 Møller'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 Mller upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Møller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Møller's standard deviation. In reality, there are many statistical measures that can use AP Møller historical prices to predict the future AP Møller's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as AP Møller. Your research has to be compared to or analyzed against AP Møller's peers to derive any actionable benefits. When done correctly, AP Møller's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in AP Møller.
AP Møller Backtested Returns
AP Møller retains Efficiency (Sharpe Ratio) of -0.04, which signifies that the company had a -0.04 % return per unit of price deviation over the last 3 months. AP Møller exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AP Møller's Standard Deviation of 2.45, coefficient of variation of 17686.48, and Market Risk Adjusted Performance of 0.0187 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AP Møller's returns are expected to increase less than the market. However, during the bear market, the loss of holding AP Møller is expected to be smaller as well. At this point, AP Møller has a negative expected return of -0.0955%. Please make sure to confirm AP Møller's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if AP Møller performance from the past will be repeated sooner or later.
Auto-correlation
0.26
Poor predictability
AP Mller has poor predictability. Overlapping area represents the amount of predictability between AP Møller time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 2025. 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 Møller price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current AP Møller price fluctuation can be explain by its past prices.
Correlation Coefficient
0.26
Spearman Rank Test
0.48
Residual Average
0.0
Price Variance
7894.01
AP Møller lagged returns against current returns
Autocorrelation, which is AP Møller 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 Møller's pink sheet expected returns. We can calculate the autocorrelation of AP Møller returns to help us make a trade decision. For example, suppose you find that AP Møller 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 Møller 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 Møller pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Møller 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 Møller pink sheet over time.
Current vs Lagged Prices
Timeline
AP Møller Lagged Returns
When evaluating AP Møller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Møller pink sheet have on its future price. AP Møller 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 Møller autocorrelation shows the relationship between AP Møller pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AP Mller .
Other Information on Investing in AMKBF Pink Sheet
AP Møller financial ratios help investors to determine whether AMKBF 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 AMKBF with respect to the benefits of owning AP Møller security.