AMPBEV 6 15 JUN 27 Market Value
| 03969YAC2 | 98.78 0.67 0.67% |
| Symbol | AMPBEV |
Please note, there is a significant difference between AMPBEV's value and its price as these two are different measures arrived at by different means. Investors typically determine if AMPBEV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMPBEV'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.
AMPBEV '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 AMPBEV'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 AMPBEV.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in AMPBEV on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding AMPBEV 6 15 JUN 27 or generate 0.0% return on investment in AMPBEV over 30 days. AMPBEV is related to or competes with Usio, Aegean Airlines, Sun Country, Digi International, Amkor Technology, American Airlines, and Delta Air. More
AMPBEV 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 AMPBEV'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 AMPBEV 6 15 JUN 27 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5329 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.3918 |
AMPBEV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMPBEV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMPBEV's standard deviation. In reality, there are many statistical measures that can use AMPBEV historical prices to predict the future AMPBEV's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | (0.07) |
AMPBEV 6 15 Backtested Returns
AMPBEV 6 15 secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the bond had a -0.16% return per unit of risk over the last 3 months. AMPBEV 6 15 JUN 27 exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMPBEV's risk adjusted performance of (0), and Mean Deviation of 0.2712 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMPBEV's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMPBEV is expected to be smaller as well.
Auto-correlation | 0.41 |
Average predictability
AMPBEV 6 15 JUN 27 has average predictability. Overlapping area represents the amount of predictability between AMPBEV time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 AMPBEV 6 15 price movement. The serial correlation of 0.41 indicates that just about 41.0% of current AMPBEV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
AMPBEV 6 15 lagged returns against current returns
Autocorrelation, which is AMPBEV 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 AMPBEV's bond expected returns. We can calculate the autocorrelation of AMPBEV returns to help us make a trade decision. For example, suppose you find that AMPBEV 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 |
AMPBEV 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 AMPBEV bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMPBEV bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMPBEV bond over time.
Current vs Lagged Prices |
| Timeline |
AMPBEV Lagged Returns
When evaluating AMPBEV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMPBEV bond have on its future price. AMPBEV 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, AMPBEV autocorrelation shows the relationship between AMPBEV bond current value and its past values and can show if there is a momentum factor associated with investing in AMPBEV 6 15 JUN 27.
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 AMPBEV Bond
AMPBEV financial ratios help investors to determine whether AMPBEV 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 AMPBEV with respect to the benefits of owning AMPBEV security.