AP Moeller (UK) Market Value
| 0O76 Stock | 10,980 70.00 0.63% |
| Symbol | 0O76 |
AP Moeller '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 AP Moeller's stock 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 AP Moeller.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in AP Moeller on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding AP Moeller Maersk AS or generate 0.0% return on investment in AP Moeller over 30 days. AP Moeller is related to or competes with Austevoll Seafood, Fonix Mobile, Science In, British American, Bell Food, Edita Food, and Infrastrutture Wireless. AP Moeller is entity of United Kingdom. It is traded as Stock on LSE exchange. More
AP Moeller 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 AP Moeller's stock 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 AP Moeller Maersk AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.75 | |||
| Information Ratio | 0.0334 | |||
| Maximum Drawdown | 11.35 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 4.31 |
AP Moeller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Moeller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Moeller's standard deviation. In reality, there are many statistical measures that can use AP Moeller historical prices to predict the future AP Moeller's volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | 0.1057 | |||
| Total Risk Alpha | 0.0364 | |||
| Sortino Ratio | 0.0317 | |||
| Treynor Ratio | 0.6457 |
AP Moeller Maersk Backtested Returns
Currently, AP Moeller Maersk AS is very steady. AP Moeller Maersk retains Efficiency (Sharpe Ratio) of 0.0366, which signifies that the company had a 0.0366% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for AP Moeller, which you can use to evaluate the volatility of the firm. Please confirm AP Moeller's Coefficient Of Variation of 2184.21, standard deviation of 2.61, and Market Risk Adjusted Performance of 0.6557 to double-check if the risk estimate we provide is consistent with the expected return of 0.0953%. AP Moeller has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AP Moeller's returns are expected to increase less than the market. However, during the bear market, the loss of holding AP Moeller is expected to be smaller as well. AP Moeller Maersk today owns a risk of 2.6%. Please confirm AP Moeller Maersk AS market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if AP Moeller Maersk AS will be following its current price history.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
AP Moeller Maersk AS has almost perfect reverse predictability. Overlapping area represents the amount of predictability between AP Moeller time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 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 AP Moeller Maersk price movement. The serial correlation of -0.71 indicates that around 71.0% of current AP Moeller price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 72.2 K |
AP Moeller Maersk lagged returns against current returns
Autocorrelation, which is AP Moeller stock'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 AP Moeller's stock expected returns. We can calculate the autocorrelation of AP Moeller returns to help us make a trade decision. For example, suppose you find that AP Moeller has exhibited high autocorrelation historically, and you observe that the stock 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 |
AP Moeller 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 AP Moeller stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Moeller stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AP Moeller stock over time.
Current vs Lagged Prices |
| Timeline |
AP Moeller Lagged Returns
When evaluating AP Moeller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Moeller stock have on its future price. AP Moeller 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, AP Moeller autocorrelation shows the relationship between AP Moeller stock current value and its past values and can show if there is a momentum factor associated with investing in AP Moeller Maersk AS.
Regressed Prices |
| Timeline |
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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.Additional Tools for 0O76 Stock Analysis
When running AP Moeller's price analysis, check to measure AP Moeller'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 AP Moeller is operating at the current time. Most of AP Moeller's value examination focuses on studying past and present price action to predict the probability of AP Moeller's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AP Moeller's price. Additionally, you may evaluate how the addition of AP Moeller to your portfolios can decrease your overall portfolio volatility.