Amundi Obligataire (Germany) Market Value
| 0P00008W5X | EUR 149.71 0.75 0.50% |
| Symbol | Amundi |
Amundi Obligataire '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 Obligataire's 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 Obligataire.
| 01/31/2023 |
| 01/20/2025 |
If you would invest 0.00 in Amundi Obligataire on January 31, 2023 and sell it all today you would earn a total of 0.00 from holding Amundi Obligataire Diversifi or generate 0.0% return on investment in Amundi Obligataire over 720 days. Amundi Obligataire is related to or competes with Amundi Label, Amundi 3, Amundi Actions, Esfera Robotics, and R Co. Le Fonds AMUNDI OBLIGATAIRE DIVERSIFIE ESR est nourricier du Fonds AMUNDI RESA OBLIG DIVERSIFIE galement class en Obliga... More
Amundi Obligataire 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 Obligataire's 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 Obligataire Diversifi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 0.5578 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.2818 |
Amundi Obligataire Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi Obligataire's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi Obligataire's standard deviation. In reality, there are many statistical measures that can use Amundi Obligataire historical prices to predict the future Amundi Obligataire's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.82) |
Amundi Obligataire Backtested Returns
Amundi Obligataire secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. Amundi Obligataire Diversifi exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amundi Obligataire's Risk Adjusted Performance of (0.05), standard deviation of 0.1433, and Mean Deviation of 0.1059 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0127, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amundi Obligataire's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi Obligataire is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Amundi Obligataire Diversifi has weak predictability. Overlapping area represents the amount of predictability between Amundi Obligataire time series from 31st of January 2023 to 26th of January 2024 and 26th of January 2024 to 20th of January 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 Obligataire price movement. The serial correlation of 0.24 indicates that over 24.0% of current Amundi Obligataire price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5.11 |
Amundi Obligataire lagged returns against current returns
Autocorrelation, which is Amundi Obligataire 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 Obligataire's fund expected returns. We can calculate the autocorrelation of Amundi Obligataire returns to help us make a trade decision. For example, suppose you find that Amundi Obligataire 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 Obligataire 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 Obligataire fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amundi Obligataire fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amundi Obligataire fund over time.
Current vs Lagged Prices |
| Timeline |
Amundi Obligataire Lagged Returns
When evaluating Amundi Obligataire's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amundi Obligataire fund have on its future price. Amundi Obligataire 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 Obligataire autocorrelation shows the relationship between Amundi Obligataire fund current value and its past values and can show if there is a momentum factor associated with investing in Amundi Obligataire Diversifi.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Amundi Fund
Amundi Obligataire 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 Obligataire security.
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