Amplitude Surgical (France) Market Value
| AMPLI Stock | EUR 3.24 0.18 5.88% |
| Symbol | Amplitude |
Amplitude Surgical '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 Amplitude Surgical'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 Amplitude Surgical.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Amplitude Surgical on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Amplitude Surgical SAS or generate 0.0% return on investment in Amplitude Surgical over 720 days. Amplitude Surgical is related to or competes with Biomerieux, Eurofins Scientific, Sartorius Stedim, and SEB SA. Amplitude Surgical SA develops and markets products for orthopedic surgery More
Amplitude Surgical 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 Amplitude Surgical'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 Amplitude Surgical SAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.75 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.61 |
Amplitude Surgical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amplitude Surgical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amplitude Surgical's standard deviation. In reality, there are many statistical measures that can use Amplitude Surgical historical prices to predict the future Amplitude Surgical's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | 0.0946 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.27) |
Amplitude Surgical SAS Backtested Returns
Currently, Amplitude Surgical SAS is relatively risky. Amplitude Surgical SAS secures Sharpe Ratio (or Efficiency) of 0.0356, which signifies that the company had a 0.0356% return per unit of risk over the last 3 months. We have found thirty technical indicators for Amplitude Surgical SAS, which you can use to evaluate the volatility of the firm. Please confirm Amplitude Surgical's Downside Deviation of 2.54, mean deviation of 1.33, and Risk Adjusted Performance of 0.031 to double-check if the risk estimate we provide is consistent with the expected return of 0.0847%. Amplitude Surgical has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amplitude Surgical are expected to decrease at a much lower rate. During the bear market, Amplitude Surgical is likely to outperform the market. Amplitude Surgical SAS right now shows a risk of 2.38%. Please confirm Amplitude Surgical SAS sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Amplitude Surgical SAS will be following its price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
Amplitude Surgical SAS has modest reverse predictability. Overlapping area represents the amount of predictability between Amplitude Surgical time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Amplitude Surgical SAS price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Amplitude Surgical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Amplitude Surgical SAS lagged returns against current returns
Autocorrelation, which is Amplitude Surgical 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 Amplitude Surgical's stock expected returns. We can calculate the autocorrelation of Amplitude Surgical returns to help us make a trade decision. For example, suppose you find that Amplitude Surgical 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 |
Amplitude Surgical 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 Amplitude Surgical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amplitude Surgical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amplitude Surgical stock over time.
Current vs Lagged Prices |
| Timeline |
Amplitude Surgical Lagged Returns
When evaluating Amplitude Surgical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amplitude Surgical stock have on its future price. Amplitude Surgical 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, Amplitude Surgical autocorrelation shows the relationship between Amplitude Surgical stock current value and its past values and can show if there is a momentum factor associated with investing in Amplitude Surgical SAS.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Amplitude Stock Analysis
When running Amplitude Surgical's price analysis, check to measure Amplitude Surgical's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Amplitude Surgical is operating at the current time. Most of Amplitude Surgical's value examination focuses on studying past and present price action to predict the probability of Amplitude Surgical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amplitude Surgical's price. Additionally, you may evaluate how the addition of Amplitude Surgical to your portfolios can decrease your overall portfolio volatility.