Amundi Treasury (Switzerland) Market Value
| US3 Etf | USD 235.22 0.04 0.02% |
| Symbol | Amundi |
Amundi Treasury '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 Treasury'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 Treasury.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Amundi Treasury on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Amundi Treasury Bond or generate 0.0% return on investment in Amundi Treasury over 180 days. Amundi Treasury is related to or competes with IShares VII, SPDR MSCI, and IShares BRIC. More
Amundi Treasury 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 Treasury'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 Treasury Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1633 | |||
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 0.7851 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.2387 |
Amundi Treasury Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi Treasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi Treasury's standard deviation. In reality, there are many statistical measures that can use Amundi Treasury historical prices to predict the future Amundi Treasury's volatility.| Risk Adjusted Performance | 0.0198 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 0.1143 |
Amundi Treasury Bond Backtested Returns
At this stage we consider Amundi Etf to be very steady. Amundi Treasury Bond secures Sharpe Ratio (or Efficiency) of 0.0909, which signifies that the etf had a 0.0909 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Amundi Treasury Bond, which you can use to evaluate the volatility of the entity. Please confirm Amundi Treasury's Downside Deviation of 0.1633, risk adjusted performance of 0.0198, and Mean Deviation of 0.1178 to double-check if the risk estimate we provide is consistent with the expected return of 0.0144%. The etf shows a Beta (market volatility) of 0.0194, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amundi Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi Treasury is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
Amundi Treasury Bond has average predictability. Overlapping area represents the amount of predictability between Amundi Treasury time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 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 Amundi Treasury Bond price movement. The serial correlation of 0.48 indicates that about 48.0% of current Amundi Treasury price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Amundi Treasury Bond lagged returns against current returns
Autocorrelation, which is Amundi Treasury 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 Treasury's etf expected returns. We can calculate the autocorrelation of Amundi Treasury returns to help us make a trade decision. For example, suppose you find that Amundi Treasury 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 Treasury 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 Treasury etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amundi Treasury etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amundi Treasury etf over time.
Current vs Lagged Prices |
| Timeline |
Amundi Treasury Lagged Returns
When evaluating Amundi Treasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amundi Treasury etf have on its future price. Amundi Treasury 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 Treasury autocorrelation shows the relationship between Amundi Treasury etf current value and its past values and can show if there is a momentum factor associated with investing in Amundi Treasury Bond.
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 Amundi Etf
Amundi Treasury 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 Treasury security.