Ambac Financial (Germany) Market Value
| FGPN Stock | EUR 11.60 0.10 0.85% |
| Symbol | Ambac |
Ambac Financial '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 Ambac Financial'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 Ambac Financial.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in Ambac Financial on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Ambac Financial Group or generate 0.0% return on investment in Ambac Financial over 30 days. Ambac Financial is related to or competes with WisdomTree Investments, SLR Investment, EAT WELL, New Residential, REINET INVESTMENTS, and Taiwan Semiconductor. Ambac Financial Group, Inc., a financial services holding company, provides financial guarantees to public and private s... More
Ambac Financial 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 Ambac Financial'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 Ambac Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.92 | |||
| Information Ratio | 0.0789 | |||
| Maximum Drawdown | 19.26 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 3.92 |
Ambac Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambac Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambac Financial's standard deviation. In reality, there are many statistical measures that can use Ambac Financial historical prices to predict the future Ambac Financial's volatility.| Risk Adjusted Performance | 0.0795 | |||
| Jensen Alpha | 0.207 | |||
| Total Risk Alpha | 0.1491 | |||
| Sortino Ratio | 0.0675 | |||
| Treynor Ratio | 0.4055 |
Ambac Financial Group Backtested Returns
Ambac Financial appears to be not too volatile, given 3 months investment horizon. Ambac Financial Group secures Sharpe Ratio (or Efficiency) of 0.0918, which signifies that the company had a 0.0918% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Ambac Financial Group, which you can use to evaluate the volatility of the firm. Please makes use of Ambac Financial's mean deviation of 1.55, and Risk Adjusted Performance of 0.0795 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ambac Financial holds a performance score of 7. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ambac Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ambac Financial is expected to be smaller as well. Please check Ambac Financial's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Ambac Financial's price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
Ambac Financial Group has modest predictability. Overlapping area represents the amount of predictability between Ambac Financial time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th of December 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 Ambac Financial Group price movement. The serial correlation of 0.5 indicates that about 50.0% of current Ambac Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Ambac Financial Group lagged returns against current returns
Autocorrelation, which is Ambac Financial 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 Ambac Financial's stock expected returns. We can calculate the autocorrelation of Ambac Financial returns to help us make a trade decision. For example, suppose you find that Ambac Financial 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 |
Ambac Financial 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 Ambac Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambac Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambac Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Ambac Financial Lagged Returns
When evaluating Ambac Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambac Financial stock have on its future price. Ambac Financial 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, Ambac Financial autocorrelation shows the relationship between Ambac Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Ambac Financial Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Ambac Stock
When determining whether Ambac Financial Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ambac Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ambac Financial Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ambac Financial Group Stock:Check out Ambac Financial Correlation, Ambac Financial Volatility and Ambac Financial Alpha and Beta module to complement your research on Ambac Financial. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Ambac Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.