Amundi SA (Germany) Market Value
| ANI Stock | EUR 80.95 4.10 5.34% |
| Symbol | Amundi |
Amundi SA '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 Amundi SA'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 Amundi SA.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Amundi SA on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Amundi SA or generate 0.0% return on investment in Amundi SA over 90 days. Amundi SA is related to or competes with Grupo Carso, Xenia Hotels, Carsales, Wyndham Hotels, GEELY AUTOMOBILE, Sunstone Hotel, and Motorcar Parts. The company provides a range of retail products and solutions through quasi-exclusive distribution agreements with the r... More
Amundi SA 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 Amundi SA'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 Amundi SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.0732 | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.78 |
Amundi SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi SA's standard deviation. In reality, there are many statistical measures that can use Amundi SA historical prices to predict the future Amundi SA's volatility.| Risk Adjusted Performance | 0.0866 | |||
| Jensen Alpha | 0.1551 | |||
| Total Risk Alpha | 0.0529 | |||
| Sortino Ratio | 0.0615 | |||
| Treynor Ratio | 0.3548 |
Amundi SA February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0866 | |||
| Market Risk Adjusted Performance | 0.3648 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.93 | |||
| Downside Deviation | 2.09 | |||
| Coefficient Of Variation | 910.02 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.09 | |||
| Information Ratio | 0.0732 | |||
| Jensen Alpha | 0.1551 | |||
| Total Risk Alpha | 0.0529 | |||
| Sortino Ratio | 0.0615 | |||
| Treynor Ratio | 0.3548 | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.78 | |||
| Downside Variance | 4.38 | |||
| Semi Variance | 3.71 | |||
| Expected Short fall | (1.22) | |||
| Skewness | (1.63) | |||
| Kurtosis | 10.71 |
Amundi SA Backtested Returns
Amundi SA appears to be very steady, given 3 months investment horizon. Amundi SA secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Amundi SA, which you can use to evaluate the volatility of the firm. Please makes use of Amundi SA's Risk Adjusted Performance of 0.0866, downside deviation of 2.09, and Mean Deviation of 1.15 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amundi SA holds a performance score of 18. The firm shows a Beta (market volatility) of 0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amundi SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi SA is expected to be smaller as well. Please check Amundi SA's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Amundi SA's price patterns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
Amundi SA has insignificant predictability. Overlapping area represents the amount of predictability between Amundi SA time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 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 Amundi SA price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Amundi SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 6.2 |
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Other Information on Investing in Amundi Stock
Amundi SA financial ratios help investors to determine whether Amundi 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 Amundi with respect to the benefits of owning Amundi SA security.