American Overseas Group Stock Market Value
| AOREF Stock | USD 1,300 0.00 0.00% |
| Symbol | American |
American Overseas '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 American Overseas' pink sheet 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 American Overseas.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in American Overseas on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding American Overseas Group or generate 0.0% return on investment in American Overseas over 30 days. American Overseas is related to or competes with BBX Capital, Glorywin Entertainment, SouthPoint Bancshares, Solera National, Integrated Rail, First Bankers, and Bank of San Francisco. American Overseas Group Limited, through its subsidiaries, provides propertycasualty insurance and reinsurance products ... More
American Overseas 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 American Overseas' pink sheet 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 American Overseas Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.15 | |||
| Information Ratio | 0.1144 | |||
| Maximum Drawdown | 29.09 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 5.56 |
American Overseas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Overseas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Overseas' standard deviation. In reality, there are many statistical measures that can use American Overseas historical prices to predict the future American Overseas' volatility.| Risk Adjusted Performance | 0.1007 | |||
| Jensen Alpha | 0.4406 | |||
| Total Risk Alpha | 0.2059 | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | 7.36 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of American Overseas' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
American Overseas Backtested Returns
American Overseas appears to be very steady, given 3 months investment horizon. American Overseas secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for American Overseas Group, which you can use to evaluate the volatility of the firm. Please makes use of American Overseas' mean deviation of 1.63, and Risk Adjusted Performance of 0.1007 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, American Overseas holds a performance score of 15. The firm shows a Beta (market volatility) of 0.0603, which signifies not very significant fluctuations relative to the market. As returns on the market increase, American Overseas' returns are expected to increase less than the market. However, during the bear market, the loss of holding American Overseas is expected to be smaller as well. Please check American Overseas' treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether American Overseas' price patterns will revert.
Auto-correlation | Huge |
Perfect predictability
American Overseas Group has perfect predictability. Overlapping area represents the amount of predictability between American Overseas time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 American Overseas price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current American Overseas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
American Overseas lagged returns against current returns
Autocorrelation, which is American Overseas pink sheet'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 American Overseas' pink sheet expected returns. We can calculate the autocorrelation of American Overseas returns to help us make a trade decision. For example, suppose you find that American Overseas has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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American Overseas 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 American Overseas pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Overseas pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Overseas pink sheet over time.
Current vs Lagged Prices |
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American Overseas Lagged Returns
When evaluating American Overseas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Overseas pink sheet have on its future price. American Overseas 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, American Overseas autocorrelation shows the relationship between American Overseas pink sheet current value and its past values and can show if there is a momentum factor associated with investing in American Overseas Group.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in American Pink Sheet
American Overseas financial ratios help investors to determine whether American Pink Sheet 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 American with respect to the benefits of owning American Overseas security.