Amb Financial Corp Stock Volatility
| AMFC Stock | USD 30.60 0.09 0.29% |
At this point, AMB Financial is very steady. AMB Financial Corp retains Efficiency (Sharpe Ratio) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for AMB Financial, which you can use to evaluate the volatility of the firm. Please confirm AMB Financial's market risk adjusted performance of 0.9711, and Coefficient Of Variation of 534.88 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%.
Sharpe Ratio = 0.2261
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Based on monthly moving average AMB Financial is performing at about 17% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of AMB Financial by adding it to a well-diversified portfolio.
Key indicators related to AMB Financial's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
AMB Financial Pink Sheet volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of AMB daily returns, and it is calculated using variance and standard deviation. We also use AMB's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of AMB Financial volatility.
AMB |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as AMB Financial can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of AMB Financial at lower prices to lower their average cost per share. Similarly, when the prices of AMB Financial's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to AMB Financial's market risk premium analysis include:
Beta 0.11 | Alpha 0.0943 | Risk 0.59 | Sharpe Ratio 0.23 | Expected Return 0.13 |
Moving together with AMB Pink Sheet
| 0.78 | MUFG | Mitsubishi UFJ Financial Normal Trading | PairCorr |
| 0.69 | MBFJF | Mitsubishi UFJ Financial Normal Trading | PairCorr |
| 0.89 | SMFG | Sumitomo Mitsui Financial | PairCorr |
| 0.84 | SMFNF | Sumitomo Mitsui Financial | PairCorr |
| 0.74 | KB | KB Financial Group | PairCorr |
| 0.92 | MFG | Mizuho Financial | PairCorr |
| 0.69 | MZHOF | Mizuho Financial Normal Trading | PairCorr |
| 0.73 | SHG | Shinhan Financial | PairCorr |
| 0.67 | TRV | The Travelers Companies | PairCorr |
| 0.75 | JPM | JPMorgan Chase Earnings Call This Week | PairCorr |
| 0.84 | MRK | Merck Company Aggressive Push | PairCorr |
| 0.93 | BAC | Bank of America Earnings Call This Week | PairCorr |
| 0.83 | AA | Alcoa Corp | PairCorr |
| 0.84 | CAT | Caterpillar | PairCorr |
| 0.74 | CSCO | Cisco Systems Sell-off Trend | PairCorr |
| 0.69 | WMT | Walmart Common Stock | PairCorr |
| 0.93 | DD | Dupont De Nemours | PairCorr |
| 0.84 | XOM | Exxon Mobil Corp | PairCorr |
Moving against AMB Pink Sheet
AMB Financial Market Sensitivity And Downside Risk
AMB Financial's beta coefficient measures the volatility of AMB pink sheet compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents AMB pink sheet's returns against your selected market. In other words, AMB Financial's beta of 0.11 provides an investor with an approximation of how much risk AMB Financial pink sheet can potentially add to one of your existing portfolios. AMB Financial Corp has relatively low volatility with skewness of 0.05 and kurtosis of 6.25. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure AMB Financial's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact AMB Financial's pink sheet price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze AMB Financial Corp Demand TrendCheck current 90 days AMB Financial correlation with market (Dow Jones Industrial)AMB Financial Volatility and Downside Risk
AMB standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
AMB Financial Corp Pink Sheet Volatility Analysis
Volatility refers to the frequency at which AMB Financial pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with AMB Financial's price changes. Investors will then calculate the volatility of AMB Financial's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of AMB Financial's volatility:
Historical Volatility
This type of pink sheet volatility measures AMB Financial's fluctuations based on previous trends. It's commonly used to predict AMB Financial's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for AMB Financial's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on AMB Financial's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. AMB Financial Corp Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
AMB Financial Projected Return Density Against Market
Given the investment horizon of 90 days AMB Financial has a beta of 0.1075 . This suggests as returns on the market go up, AMB Financial average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding AMB Financial Corp will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to AMB Financial or Banks sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that AMB Financial's price will be affected by overall pink sheet market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a AMB pink sheet's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
AMB Financial Corp has an alpha of 0.0943, implying that it can generate a 0.0943 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an AMB Financial Price Volatility?
Several factors can influence a pink sheet's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.AMB Financial Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of AMB Financial is 442.28. The daily returns are distributed with a variance of 0.35 and standard deviation of 0.59. The mean deviation of AMB Financial Corp is currently at 0.32. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 0.11 | |
σ | Overall volatility | 0.59 | |
Ir | Information ratio | 0.03 |
AMB Financial Pink Sheet Return Volatility
AMB Financial historical daily return volatility represents how much of AMB Financial pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.5932% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7029% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between AMB Pink Sheet performing well and AMB Financial Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze AMB Financial's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ELMA | 0.17 | 0.04 | 0.00 | (1.33) | 0.00 | 0.57 | 2.45 | |||
| CNBZ | 0.07 | 0.03 | 0.00 | (0.42) | 0.00 | 0.00 | 2.41 | |||
| HVLM | 0.04 | 0.01 | 0.00 | 0.29 | 0.00 | 0.00 | 1.38 | |||
| FSBH | 1.81 | 1.02 | 0.00 | (0.47) | 0.00 | 0.26 | 55.52 | |||
| BKUTK | 1.28 | 0.10 | 0.02 | 0.48 | 1.51 | 2.51 | 8.53 | |||
| EFSG | 1.00 | 0.32 | 0.00 | 0.66 | 0.00 | 2.39 | 24.02 | |||
| JFWV | 0.40 | (0.01) | 0.00 | 0.03 | 0.00 | 0.00 | 9.47 | |||
| FBPA | 0.41 | (0.07) | 0.00 | 0.83 | 0.00 | 0.71 | 11.25 | |||
| WOBK | 0.66 | 0.19 | 0.00 | 1.42 | 0.00 | 2.78 | 13.20 | |||
| RBNK | 0.78 | 0.25 | 0.00 | (2.97) | 0.00 | 4.00 | 9.97 |
About AMB Financial Volatility
Volatility is a rate at which the price of AMB Financial or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of AMB Financial may increase or decrease. In other words, similar to AMB's beta indicator, it measures the risk of AMB Financial and helps estimate the fluctuations that may happen in a short period of time. So if prices of AMB Financial fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.AMB Financial Corp. operates as the bank holding company for American Community Bank of Indiana that provides financial services to customers primarily located within northwest Indiana. AMB Financial Corp. was founded in 1910 and is headquartered in Saint John, Indiana. A M operates under BanksRegional classification in the United States and is traded on OTC Exchange.
AMB Financial's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on AMB Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much AMB Financial's price varies over time.
3 ways to utilize AMB Financial's volatility to invest better
Higher AMB Financial's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of AMB Financial Corp stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. AMB Financial Corp stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of AMB Financial Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in AMB Financial's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of AMB Financial's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
AMB Financial Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.7 and is 1.19 times more volatile than AMB Financial Corp. 5 percent of all equities and portfolios are less risky than AMB Financial. You can use AMB Financial Corp to enhance the returns of your portfolios. The pink sheet experiences a normal upward fluctuation. Check odds of AMB Financial to be traded at $32.13 in 90 days.Average diversification
The correlation between AMB Financial Corp and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding AMB Financial Corp and DJI in the same portfolio, assuming nothing else is changed.
AMB Financial Additional Risk Indicators
The analysis of AMB Financial's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in AMB Financial's investment and either accepting that risk or mitigating it. Along with some common measures of AMB Financial pink sheet's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1368 | |||
| Market Risk Adjusted Performance | 0.9711 | |||
| Mean Deviation | 0.3292 | |||
| Semi Deviation | 0.3668 | |||
| Downside Deviation | 1.4 | |||
| Coefficient Of Variation | 534.88 | |||
| Standard Deviation | 0.6061 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
AMB Financial Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against AMB Financial as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. AMB Financial's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, AMB Financial's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to AMB Financial Corp.
Complementary Tools for AMB Pink Sheet analysis
When running AMB Financial's price analysis, check to measure AMB Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AMB Financial is operating at the current time. Most of AMB Financial's value examination focuses on studying past and present price action to predict the probability of AMB Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMB Financial's price. Additionally, you may evaluate how the addition of AMB Financial to your portfolios can decrease your overall portfolio volatility.
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