American Leisure Holdings Stock Market Value
| AMLH Stock | USD 0.0001 0.0001 50.00% |
| Symbol | American |
American Leisure '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 American Leisure'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 American Leisure.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in American Leisure on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding American Leisure Holdings or generate 0.0% return on investment in American Leisure over 720 days. American Leisure is related to or competes with Embrace Change, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, and High-yield Municipal. American Leisure Holdings, Inc. focuses on developing software or application in the areas of Web3, block-chain technolo... More
American Leisure 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 American Leisure'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 American Leisure Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 49.69 | |||
| Information Ratio | 0.1609 | |||
| Maximum Drawdown | 250.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
American Leisure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Leisure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Leisure's standard deviation. In reality, there are many statistical measures that can use American Leisure historical prices to predict the future American Leisure's volatility.| Risk Adjusted Performance | 0.1326 | |||
| Jensen Alpha | 7.9 | |||
| Total Risk Alpha | 2.22 | |||
| Sortino Ratio | 0.1455 | |||
| Treynor Ratio | (1.06) |
American Leisure Holdings Backtested Returns
American Leisure is out of control given 3 months investment horizon. American Leisure Holdings secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. We were able to break down and interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 7.67% are justified by taking the suggested risk. Use American Leisure risk adjusted performance of 0.1326, and Mean Deviation of 26.79 to evaluate company specific risk that cannot be diversified away. American Leisure holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -6.87, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning American Leisure are expected to decrease by larger amounts. On the other hand, during market turmoil, American Leisure is expected to outperform it. Use American Leisure potential upside, day median price, and the relationship between the sortino ratio and skewness , to analyze future returns on American Leisure.
Auto-correlation | 0.37 |
Below average predictability
American Leisure Holdings has below average predictability. Overlapping area represents the amount of predictability between American Leisure time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 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 American Leisure Holdings price movement. The serial correlation of 0.37 indicates that just about 37.0% of current American Leisure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
American Leisure Holdings lagged returns against current returns
Autocorrelation, which is American Leisure 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 American Leisure's pink sheet expected returns. We can calculate the autocorrelation of American Leisure returns to help us make a trade decision. For example, suppose you find that American Leisure 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 |
American Leisure 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 American Leisure pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Leisure pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Leisure pink sheet over time.
Current vs Lagged Prices |
| Timeline |
American Leisure Lagged Returns
When evaluating American Leisure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Leisure pink sheet have on its future price. American Leisure 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, American Leisure autocorrelation shows the relationship between American Leisure pink sheet current value and its past values and can show if there is a momentum factor associated with investing in American Leisure Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in American Pink Sheet
American Leisure financial ratios help investors to determine whether American 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 American with respect to the benefits of owning American Leisure security.