Amerize (Switzerland) Market Value
| AMRZ Stock | 44.85 1.36 3.13% |
| Symbol | Amerize |
Amerize '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 Amerize'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 Amerize.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Amerize on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Amerize or generate 0.0% return on investment in Amerize over 30 days.
Amerize 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 Amerize'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 Amerize upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0903 | |||
| Maximum Drawdown | 10.14 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 3.79 |
Amerize Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amerize's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amerize's standard deviation. In reality, there are many statistical measures that can use Amerize historical prices to predict the future Amerize's volatility.| Risk Adjusted Performance | 0.1093 | |||
| Jensen Alpha | 0.2454 | |||
| Total Risk Alpha | 0.0394 | |||
| Sortino Ratio | 0.1002 | |||
| Treynor Ratio | 1.51 |
Amerize Backtested Returns
Amerize appears to be very steady, given 3 months investment horizon. Amerize secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Amerize, which you can use to evaluate the volatility of the firm. Please makes use of Amerize's mean deviation of 1.43, and Risk Adjusted Performance of 0.1093 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amerize holds a performance score of 11. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amerize's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amerize is expected to be smaller as well. Please check Amerize's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Amerize's price patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
Amerize has very weak reverse predictability. Overlapping area represents the amount of predictability between Amerize time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Amerize price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Amerize price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Amerize lagged returns against current returns
Autocorrelation, which is Amerize 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 Amerize's stock expected returns. We can calculate the autocorrelation of Amerize returns to help us make a trade decision. For example, suppose you find that Amerize 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 |
Amerize 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 Amerize stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amerize stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amerize stock over time.
Current vs Lagged Prices |
| Timeline |
Amerize Lagged Returns
When evaluating Amerize's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amerize stock have on its future price. Amerize 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, Amerize autocorrelation shows the relationship between Amerize stock current value and its past values and can show if there is a momentum factor associated with investing in Amerize.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Amerize Stock Analysis
When running Amerize's price analysis, check to measure Amerize'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 Amerize is operating at the current time. Most of Amerize's value examination focuses on studying past and present price action to predict the probability of Amerize's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amerize's price. Additionally, you may evaluate how the addition of Amerize to your portfolios can decrease your overall portfolio volatility.