AP Møller (Germany) Market Value
| DP4A Stock | 1,531 52.00 3.28% |
| Symbol | DP4A |
AP Møller '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 AP Møller'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 AP Møller.
| 02/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in AP Møller on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding AP Mller or generate 0.0% return on investment in AP Møller over 270 days. AP Møller is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. More
AP Møller 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 AP Møller'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 AP Mller upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.023 | |||
| Maximum Drawdown | 13.05 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 4.41 |
AP Møller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Møller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Møller's standard deviation. In reality, there are many statistical measures that can use AP Møller historical prices to predict the future AP Møller's volatility.| Risk Adjusted Performance | 0.0641 | |||
| Jensen Alpha | 0.3197 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | (0.15) |
AP Møller Backtested Returns
At this point, AP Møller is very steady. AP Møller retains Efficiency (Sharpe Ratio) of 0.0758, which signifies that the company had a 0.0758% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for AP Møller, which you can use to evaluate the volatility of the firm. Please confirm AP Møller's Market Risk Adjusted Performance of (0.14), coefficient of variation of 1341.64, and Standard Deviation of 2.54 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. AP Møller has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -1.16, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning AP Møller are expected to decrease by larger amounts. On the other hand, during market turmoil, AP Møller is expected to outperform it. AP Møller today owns a risk of 2.54%. Please confirm AP Mller market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if AP Mller will be following its current price history.
Auto-correlation | -0.18 |
Insignificant reverse predictability
AP Mller has insignificant reverse predictability. Overlapping area represents the amount of predictability between AP Møller time series from 27th of February 2024 to 11th of July 2024 and 11th of July 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 AP Møller price movement. The serial correlation of -0.18 indicates that over 18.0% of current AP Møller price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 4550.0 |
AP Møller lagged returns against current returns
Autocorrelation, which is AP Møller 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 AP Møller's stock expected returns. We can calculate the autocorrelation of AP Møller returns to help us make a trade decision. For example, suppose you find that AP Møller 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 |
AP Møller 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 AP Møller stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Møller stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AP Møller stock over time.
Current vs Lagged Prices |
| Timeline |
AP Møller Lagged Returns
When evaluating AP Møller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Møller stock have on its future price. AP Møller 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, AP Møller autocorrelation shows the relationship between AP Møller stock current value and its past values and can show if there is a momentum factor associated with investing in AP Mller .
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DP4A Stock
AP Møller financial ratios help investors to determine whether DP4A 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 DP4A with respect to the benefits of owning AP Møller security.