AMUNDI GAGU (Netherlands) Market Value
| GAGU Etf | USD 56.54 0.02 0.04% |
| Symbol | AMUNDI |
Please note, there is a significant difference between AMUNDI GAGU's value and its price as these two are different measures arrived at by different means. Investors typically determine if AMUNDI GAGU is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMUNDI GAGU's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AMUNDI GAGU '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 AMUNDI GAGU's etf 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 AMUNDI GAGU.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in AMUNDI GAGU on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding AMUNDI GAGU 500 or generate 0.0% return on investment in AMUNDI GAGU over 90 days. AMUNDI GAGU is related to or competes with IShares II, and IShares China. More
AMUNDI GAGU 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 AMUNDI GAGU's etf 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 AMUNDI GAGU 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.52 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 31.49 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.5501 |
AMUNDI GAGU Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMUNDI GAGU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMUNDI GAGU's standard deviation. In reality, there are many statistical measures that can use AMUNDI GAGU historical prices to predict the future AMUNDI GAGU's volatility.| Risk Adjusted Performance | 0.0227 | |||
| Jensen Alpha | 0.0523 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.3733 |
AMUNDI GAGU 500 Backtested Returns
Currently, AMUNDI GAGU 500 is very steady. AMUNDI GAGU 500 secures Sharpe Ratio (or Efficiency) of 0.0211, which signifies that the etf had a 0.0211 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for AMUNDI GAGU 500, which you can use to evaluate the volatility of the entity. Please confirm AMUNDI GAGU's mean deviation of 1.09, and Risk Adjusted Performance of 0.0227 to double-check if the risk estimate we provide is consistent with the expected return of 0.086%. The etf shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMUNDI GAGU's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMUNDI GAGU is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
AMUNDI GAGU 500 has very weak reverse predictability. Overlapping area represents the amount of predictability between AMUNDI GAGU time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th 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 AMUNDI GAGU 500 price movement. The serial correlation of -0.02 indicates that only 2.0% of current AMUNDI GAGU price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 2.33 |
AMUNDI GAGU 500 lagged returns against current returns
Autocorrelation, which is AMUNDI GAGU etf'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 AMUNDI GAGU's etf expected returns. We can calculate the autocorrelation of AMUNDI GAGU returns to help us make a trade decision. For example, suppose you find that AMUNDI GAGU has exhibited high autocorrelation historically, and you observe that the etf 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 |
AMUNDI GAGU 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 AMUNDI GAGU etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMUNDI GAGU etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMUNDI GAGU etf over time.
Current vs Lagged Prices |
| Timeline |
AMUNDI GAGU Lagged Returns
When evaluating AMUNDI GAGU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMUNDI GAGU etf have on its future price. AMUNDI GAGU 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, AMUNDI GAGU autocorrelation shows the relationship between AMUNDI GAGU etf current value and its past values and can show if there is a momentum factor associated with investing in AMUNDI GAGU 500.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in AMUNDI Etf
AMUNDI GAGU financial ratios help investors to determine whether AMUNDI Etf 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 AMUNDI with respect to the benefits of owning AMUNDI GAGU security.