Ammb Holdings Berhad Stock Market Value
| AMMHF Stock | USD 1.20 0.10 7.69% |
| Symbol | AMMB |
AMMB Holdings '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 AMMB Holdings' otc 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 AMMB Holdings.
| 11/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in AMMB Holdings on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding AMMB Holdings Berhad or generate 0.0% return on investment in AMMB Holdings over 60 days. AMMB Holdings is related to or competes with Commercial International, Central Bancompany, First International, TBC Bank, and Sparebanken Vest. AMMB Holdings Berhad, through its subsidiaries, provides a range of financial products and services to retail, corporate... More
AMMB Holdings 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 AMMB Holdings' otc 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 AMMB Holdings Berhad upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 17.86 |
AMMB Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMMB Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMMB Holdings' standard deviation. In reality, there are many statistical measures that can use AMMB Holdings historical prices to predict the future AMMB Holdings' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.31) |
AMMB Holdings Berhad Backtested Returns
AMMB Holdings Berhad secures Sharpe Ratio (or Efficiency) of -0.0381, which signifies that the company had a -0.0381 % return per unit of return volatility over the last 3 months. AMMB Holdings Berhad exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMMB Holdings' Risk Adjusted Performance of (0.02), mean deviation of 0.5115, and Coefficient Of Variation of (2,686) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMMB Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding AMMB Holdings is expected to be smaller as well. At this point, AMMB Holdings Berhad has a negative expected return of -0.0723%. Please make sure to confirm AMMB Holdings' day median price, period momentum indicator, as well as the relationship between the kurtosis and jensen alpha , to decide if AMMB Holdings Berhad performance from the past will be repeated in the future.
Auto-correlation | 0.36 |
Below average predictability
AMMB Holdings Berhad has below average predictability. Overlapping area represents the amount of predictability between AMMB Holdings time series from 9th of November 2025 to 9th of December 2025 and 9th of December 2025 to 8th 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 AMMB Holdings Berhad price movement. The serial correlation of 0.36 indicates that just about 36.0% of current AMMB Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AMMB Holdings Berhad lagged returns against current returns
Autocorrelation, which is AMMB Holdings otc 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 AMMB Holdings' otc stock expected returns. We can calculate the autocorrelation of AMMB Holdings returns to help us make a trade decision. For example, suppose you find that AMMB Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
AMMB Holdings 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 AMMB Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMMB Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMMB Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
AMMB Holdings Lagged Returns
When evaluating AMMB Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMMB Holdings otc stock have on its future price. AMMB Holdings 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, AMMB Holdings autocorrelation shows the relationship between AMMB Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in AMMB Holdings Berhad.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMMB OTC Stock
AMMB Holdings financial ratios help investors to determine whether AMMB OTC 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 AMMB with respect to the benefits of owning AMMB Holdings security.