Amazonas Florestal Stock Market Value
| AZFL Stock | USD 0.0001 0.00 0.00% |
| Symbol | Amazonas |
Amazonas Florestal '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 Amazonas Florestal's 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 Amazonas Florestal.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Amazonas Florestal on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Amazonas Florestal or generate 0.0% return on investment in Amazonas Florestal over 720 days. Amazonas Florestal is related to or competes with Avicanna, and Bionoid Pharma. The company was incorporated in 2008 and is based in Miami, Florida More
Amazonas Florestal 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 Amazonas Florestal's 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 Amazonas Florestal upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1596 | |||
| Maximum Drawdown | 1100.0 |
Amazonas Florestal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amazonas Florestal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amazonas Florestal's standard deviation. In reality, there are many statistical measures that can use Amazonas Florestal historical prices to predict the future Amazonas Florestal's volatility.| Risk Adjusted Performance | 0.1325 | |||
| Jensen Alpha | 30.82 | |||
| Total Risk Alpha | 0.4952 | |||
| Treynor Ratio | (1.53) |
Amazonas Florestal Backtested Returns
Amazonas Florestal is out of control given 3 months investment horizon. Amazonas Florestal secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for seventeen different technical indicators, which can help you to evaluate if expected returns of 28.57% are justified by taking the suggested risk. Use Amazonas Florestal mean deviation of 61.68, and Risk Adjusted Performance of 0.1325 to evaluate company specific risk that cannot be diversified away. Amazonas Florestal holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -18.73, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Amazonas Florestal are expected to decrease by larger amounts. On the other hand, during market turmoil, Amazonas Florestal is expected to outperform it. Use Amazonas Florestal standard deviation, as well as the relationship between the maximum drawdown and day median price , to analyze future returns on Amazonas Florestal.
Auto-correlation | 0.09 |
Virtually no predictability
Amazonas Florestal has virtually no predictability. Overlapping area represents the amount of predictability between Amazonas Florestal time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Amazonas Florestal price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Amazonas Florestal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Amazonas Florestal lagged returns against current returns
Autocorrelation, which is Amazonas Florestal 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 Amazonas Florestal's pink sheet expected returns. We can calculate the autocorrelation of Amazonas Florestal returns to help us make a trade decision. For example, suppose you find that Amazonas Florestal 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 |
| Timeline |
Amazonas Florestal 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 Amazonas Florestal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amazonas Florestal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amazonas Florestal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Amazonas Florestal Lagged Returns
When evaluating Amazonas Florestal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amazonas Florestal pink sheet have on its future price. Amazonas Florestal 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, Amazonas Florestal autocorrelation shows the relationship between Amazonas Florestal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Amazonas Florestal.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Amazonas Pink Sheet
Amazonas Florestal financial ratios help investors to determine whether Amazonas 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 Amazonas with respect to the benefits of owning Amazonas Florestal security.