AMPHENOL P NEW Market Value
| 032095AH4 | 98.46 0.34 0.35% |
| Symbol | AMPHENOL |
AMPHENOL '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 AMPHENOL'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 AMPHENOL.
| 02/18/2023 |
| 02/07/2025 |
If you would invest 0.00 in AMPHENOL on February 18, 2023 and sell it all today you would earn a total of 0.00 from holding AMPHENOL P NEW or generate 0.0% return on investment in AMPHENOL over 720 days. AMPHENOL is related to or competes with Nasdaq, Small Cap, Nippon Steel, Titan International, and ArcelorMittal. More
AMPHENOL 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 AMPHENOL'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 AMPHENOL P NEW upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 2.21 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.6952 |
AMPHENOL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMPHENOL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMPHENOL's standard deviation. In reality, there are many statistical measures that can use AMPHENOL historical prices to predict the future AMPHENOL's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.14) |
AMPHENOL P NEW Backtested Returns
At this point, AMPHENOL is very steady. AMPHENOL P NEW secures Sharpe Ratio (or Efficiency) of 0.0331, which signifies that the bond had a 0.0331 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for AMPHENOL P NEW, which you can use to evaluate the volatility of the entity. Please confirm AMPHENOL's risk adjusted performance of (0.01), and Mean Deviation of 0.2937 to double-check if the risk estimate we provide is consistent with the expected return of 0.0135%. The bond shows a Beta (market volatility) of 0.0891, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMPHENOL's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMPHENOL is expected to be smaller as well.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
AMPHENOL P NEW has almost perfect reverse predictability. Overlapping area represents the amount of predictability between AMPHENOL time series from 18th of February 2023 to 13th of February 2024 and 13th of February 2024 to 7th 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 AMPHENOL P NEW price movement. The serial correlation of -0.71 indicates that around 71.0% of current AMPHENOL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 2.03 |
AMPHENOL P NEW lagged returns against current returns
Autocorrelation, which is AMPHENOL 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 AMPHENOL's bond expected returns. We can calculate the autocorrelation of AMPHENOL returns to help us make a trade decision. For example, suppose you find that AMPHENOL 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 |
AMPHENOL 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 AMPHENOL bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMPHENOL bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMPHENOL bond over time.
Current vs Lagged Prices |
| Timeline |
AMPHENOL Lagged Returns
When evaluating AMPHENOL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMPHENOL bond have on its future price. AMPHENOL 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, AMPHENOL autocorrelation shows the relationship between AMPHENOL bond current value and its past values and can show if there is a momentum factor associated with investing in AMPHENOL P NEW.
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 AMPHENOL Bond
AMPHENOL financial ratios help investors to determine whether AMPHENOL 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 AMPHENOL with respect to the benefits of owning AMPHENOL security.