AP Møller (Germany) Market Value
| DP4B Stock | EUR 1,634 39.00 2.45% |
| Symbol | DP4B |
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.
| 11/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in AP Møller on November 29, 2023 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 360 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 | 1.88 | |||
| Information Ratio | 0.0527 | |||
| Maximum Drawdown | 11.88 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 4.45 |
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 | 0.0894 | |||
| Jensen Alpha | 0.1986 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0666 | |||
| Treynor Ratio | 0.6264 |
AP Møller Backtested Returns
AP Møller appears to be very steady, given 3 months investment horizon. AP Møller retains Efficiency (Sharpe Ratio) of 0.12, which signifies that the company had a 0.12% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for AP Møller, which you can use to evaluate the volatility of the firm. Please makes use of AP Møller's Market Risk Adjusted Performance of 0.6364, coefficient of variation of 928.77, and Standard Deviation of 2.38 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AP Møller holds a performance score of 9. The firm owns a Beta (Systematic Risk) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AP Møller's returns are expected to increase less than the market. However, during the bear market, the loss of holding AP Møller is expected to be smaller as well. Please check AP Møller's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether AP Møller's current price history will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
AP Mller has insignificant reverse predictability. Overlapping area represents the amount of predictability between AP Møller time series from 29th of November 2023 to 27th of May 2024 and 27th 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 AP Møller price movement. The serial correlation of -0.2 indicates that over 20.0% of current AP Møller price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 12.3 K |
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 DP4B Stock
AP Møller financial ratios help investors to determine whether DP4B 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 DP4B with respect to the benefits of owning AP Møller security.