AMR Asia (Thailand) Market Value
| AMR Stock | 0.39 0.02 4.88% |
| Symbol | AMR |
AMR Asia '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 AMR Asia'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 AMR Asia.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in AMR Asia on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding AMR Asia Public or generate 0.0% return on investment in AMR Asia over 30 days. AMR Asia is related to or competes with Power Line, Takuni Group, Thai Polycons, Patkol Public, General Environmental, TCJ Asia, and Right Tunnelling. More
AMR Asia 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 AMR Asia'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 AMR Asia Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 26.38 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 2.5 |
AMR Asia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMR Asia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMR Asia's standard deviation. In reality, there are many statistical measures that can use AMR Asia historical prices to predict the future AMR Asia's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.77) | |||
| Treynor Ratio | (0.22) |
AMR Asia Public Backtested Returns
AMR Asia Public secures Sharpe Ratio (or Efficiency) of -0.0797, which signifies that the company had a -0.0797 % return per unit of risk over the last 3 months. AMR Asia Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMR Asia's risk adjusted performance of (0.05), and Mean Deviation of 2.45 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.45, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AMR Asia will likely underperform. At this point, AMR Asia Public has a negative expected return of -0.31%. Please make sure to confirm AMR Asia's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if AMR Asia Public performance from the past will be repeated in the future.
Auto-correlation | 0.48 |
Average predictability
AMR Asia Public has average predictability. Overlapping area represents the amount of predictability between AMR Asia time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 AMR Asia Public price movement. The serial correlation of 0.48 indicates that about 48.0% of current AMR Asia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AMR Asia Public lagged returns against current returns
Autocorrelation, which is AMR Asia 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 AMR Asia's stock expected returns. We can calculate the autocorrelation of AMR Asia returns to help us make a trade decision. For example, suppose you find that AMR Asia 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 |
AMR Asia 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 AMR Asia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMR Asia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMR Asia stock over time.
Current vs Lagged Prices |
| Timeline |
AMR Asia Lagged Returns
When evaluating AMR Asia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMR Asia stock have on its future price. AMR Asia 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, AMR Asia autocorrelation shows the relationship between AMR Asia stock current value and its past values and can show if there is a momentum factor associated with investing in AMR Asia Public.
Regressed Prices |
| Timeline |
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AMR Asia financial ratios help investors to determine whether AMR 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 AMR with respect to the benefits of owning AMR Asia security.