Ams AG (Switzerland) Market Value
| AMS Stock | CHF 5.71 0.20 3.38% |
| Symbol | Ams |
Ams AG '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 Ams AG'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 Ams AG.
| 10/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in Ams AG on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding Ams AG or generate 0.0% return on investment in Ams AG over 390 days. Ams AG is related to or competes with Logitech International, Temenos Group, Swiss Re, and UBS Group. The company operates through Consumer, Non-Consumer, and Foundry segments More
Ams AG 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 Ams AG'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 Ams AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 25.22 | |||
| Value At Risk | (7.65) | |||
| Potential Upside | 6.66 |
Ams AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ams AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ams AG's standard deviation. In reality, there are many statistical measures that can use Ams AG historical prices to predict the future Ams AG's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (1.06) | |||
| Total Risk Alpha | (1.58) | |||
| Treynor Ratio | (0.56) |
Ams AG Backtested Returns
Ams AG secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the company had a -0.17% return per unit of risk over the last 3 months. Ams AG exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ams AG's Risk Adjusted Performance of (0.14), mean deviation of 3.56, and Standard Deviation of 4.54 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.54, 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, Ams AG will likely underperform. At this point, Ams AG has a negative expected return of -0.78%. Please make sure to confirm Ams AG's potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Ams AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Ams AG has average predictability. Overlapping area represents the amount of predictability between Ams AG time series from 30th of October 2023 to 12th of May 2024 and 12th of May 2024 to 23rd 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 Ams AG price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Ams AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 4.08 |
Ams AG lagged returns against current returns
Autocorrelation, which is Ams AG 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 Ams AG's stock expected returns. We can calculate the autocorrelation of Ams AG returns to help us make a trade decision. For example, suppose you find that Ams AG 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 |
Ams AG 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 Ams AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ams AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ams AG stock over time.
Current vs Lagged Prices |
| Timeline |
Ams AG Lagged Returns
When evaluating Ams AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ams AG stock have on its future price. Ams AG 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, Ams AG autocorrelation shows the relationship between Ams AG stock current value and its past values and can show if there is a momentum factor associated with investing in Ams AG.
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 Ams Stock Analysis
When running Ams AG's price analysis, check to measure Ams AG'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 Ams AG is operating at the current time. Most of Ams AG's value examination focuses on studying past and present price action to predict the probability of Ams AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ams AG's price. Additionally, you may evaluate how the addition of Ams AG to your portfolios can decrease your overall portfolio volatility.