Amundi Actions (Germany) Market Value
| 0P00008W4N | EUR 32.94 0.00 0.00% |
| Symbol | Amundi |
Amundi Actions '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 Actions' fund 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 Actions.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in Amundi Actions on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding Amundi Actions Internationales or generate 0.0% return on investment in Amundi Actions over 180 days. Amundi Actions is related to or competes with Superior Plus, Intel, Volkswagen, Reliance Steel, Rolls Royce, and RYOHIN UNSPADR1. Amundi Actions is traded on Frankfurt Stock Exchange in Germany. More
Amundi Actions 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 Actions' fund 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 Actions Internationales upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7014 | |||
| Information Ratio | 0.121 | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.9718 |
Amundi Actions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi Actions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi Actions' standard deviation. In reality, there are many statistical measures that can use Amundi Actions historical prices to predict the future Amundi Actions' volatility.| Risk Adjusted Performance | 0.1321 | |||
| Jensen Alpha | 0.1063 | |||
| Total Risk Alpha | 0.0864 | |||
| Sortino Ratio | 0.1188 | |||
| Treynor Ratio | (2.96) |
Amundi Actions Inter Backtested Returns
At this point, Amundi Actions is very steady. Amundi Actions Inter secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Amundi Actions Internationales, which you can use to evaluate the volatility of the entity. Please confirm Amundi Actions' Mean Deviation of 0.46, downside deviation of 0.7014, and Risk Adjusted Performance of 0.1321 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of -0.0356, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amundi Actions are expected to decrease at a much lower rate. During the bear market, Amundi Actions is likely to outperform the market.
Auto-correlation | -0.04 |
Very weak reverse predictability
Amundi Actions Internationales has very weak reverse predictability. Overlapping area represents the amount of predictability between Amundi Actions time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 Amundi Actions Inter price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Amundi Actions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
Amundi Actions Inter lagged returns against current returns
Autocorrelation, which is Amundi Actions fund'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 Actions' fund expected returns. We can calculate the autocorrelation of Amundi Actions returns to help us make a trade decision. For example, suppose you find that Amundi Actions has exhibited high autocorrelation historically, and you observe that the fund 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 Actions 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 Actions fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amundi Actions fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amundi Actions fund over time.
Current vs Lagged Prices |
| Timeline |
Amundi Actions Lagged Returns
When evaluating Amundi Actions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amundi Actions fund have on its future price. Amundi Actions 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 Actions autocorrelation shows the relationship between Amundi Actions fund current value and its past values and can show if there is a momentum factor associated with investing in Amundi Actions Internationales.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Amundi Fund
Amundi Actions financial ratios help investors to determine whether Amundi Fund 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 Actions security.
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