AMFAHI 3833 11 MAR 51 Market Value
| 03115AAC7 | 60.60 0.00 0.00% |
| Symbol | AMFAHI |
Please note, there is a significant difference between AMFAHI's value and its price as these two are different measures arrived at by different means. Investors typically determine if AMFAHI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMFAHI'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.
AMFAHI '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 AMFAHI's bond 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 AMFAHI.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in AMFAHI on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding AMFAHI 3833 11 MAR 51 or generate 0.0% return on investment in AMFAHI over 180 days. AMFAHI is related to or competes with 00108WAF7, 90331HPL1, Bayerische Motoren, Permex Petroleum, Visa, Gilat Satellite, and Check Point. More
AMFAHI 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 AMFAHI's bond 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 AMFAHI 3833 11 MAR 51 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.0032 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.51 |
AMFAHI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMFAHI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMFAHI's standard deviation. In reality, there are many statistical measures that can use AMFAHI historical prices to predict the future AMFAHI's volatility.| Risk Adjusted Performance | 0.0662 | |||
| Jensen Alpha | 0.0934 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0032 | |||
| Treynor Ratio | 9.16 |
AMFAHI 3833 11 Backtested Returns
AMFAHI 3833 11 secures Sharpe Ratio (or Efficiency) of -0.0304, which signifies that the bond had a -0.0304 % return per unit of risk over the last 3 months. AMFAHI 3833 11 MAR 51 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMFAHI's Mean Deviation of 1.0, downside deviation of 1.39, and Risk Adjusted Performance of 0.0662 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0103, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMFAHI's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMFAHI is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
AMFAHI 3833 11 MAR 51 has good predictability. Overlapping area represents the amount of predictability between AMFAHI time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AMFAHI 3833 11 price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current AMFAHI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
AMFAHI 3833 11 lagged returns against current returns
Autocorrelation, which is AMFAHI bond'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 AMFAHI's bond expected returns. We can calculate the autocorrelation of AMFAHI returns to help us make a trade decision. For example, suppose you find that AMFAHI has exhibited high autocorrelation historically, and you observe that the bond 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 |
AMFAHI 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 AMFAHI bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMFAHI bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMFAHI bond over time.
Current vs Lagged Prices |
| Timeline |
AMFAHI Lagged Returns
When evaluating AMFAHI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMFAHI bond have on its future price. AMFAHI 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, AMFAHI autocorrelation shows the relationship between AMFAHI bond current value and its past values and can show if there is a momentum factor associated with investing in AMFAHI 3833 11 MAR 51.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in AMFAHI Bond
AMFAHI financial ratios help investors to determine whether AMFAHI Bond 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 AMFAHI with respect to the benefits of owning AMFAHI security.