Applied Materials, (Brazil) Market Value
A1MT34 Stock | BRL 116.37 2.61 2.29% |
Symbol | Applied |
Applied Materials, '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 Applied Materials,'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 Applied Materials,.
12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in Applied Materials, on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Applied Materials, or generate 0.0% return on investment in Applied Materials, over 30 days. Applied Materials, is related to or competes with Metalrgica Riosulense, Healthpeak Properties, METISA Metalrgica, Teladoc Health, and CVS Health. Applied Materials, Inc. provides manufacturing equipment, services, and software to the semiconductor, display, and rela... More
Applied Materials, 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 Applied Materials,'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 Applied Materials, upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 2.99 | |||
Information Ratio | 0.0157 | |||
Maximum Drawdown | 13.94 | |||
Value At Risk | (4.69) | |||
Potential Upside | 5.73 |
Applied Materials, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Applied Materials,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Applied Materials,'s standard deviation. In reality, there are many statistical measures that can use Applied Materials, historical prices to predict the future Applied Materials,'s volatility.Risk Adjusted Performance | 0.0287 | |||
Jensen Alpha | 0.0509 | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | 0.0155 | |||
Treynor Ratio | 0.0854 |
Applied Materials, Backtested Returns
Applied Materials, appears to be very steady, given 3 months investment horizon. Applied Materials, secures Sharpe Ratio (or Efficiency) of 0.0804, which signifies that the company had a 0.0804 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Applied Materials,, which you can use to evaluate the volatility of the firm. Please makes use of Applied Materials,'s Downside Deviation of 2.99, risk adjusted performance of 0.0287, and Mean Deviation of 2.14 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Applied Materials, holds a performance score of 6. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Applied Materials,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Applied Materials, is expected to be smaller as well. Please check Applied Materials,'s standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Applied Materials,'s price patterns will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Applied Materials, has insignificant reverse predictability. Overlapping area represents the amount of predictability between Applied Materials, time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 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 Applied Materials, price movement. The serial correlation of -0.17 indicates that over 17.0% of current Applied Materials, price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.17 | |
Spearman Rank Test | -0.04 | |
Residual Average | 0.0 | |
Price Variance | 3.2 |
Applied Materials, lagged returns against current returns
Autocorrelation, which is Applied Materials, 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 Applied Materials,'s stock expected returns. We can calculate the autocorrelation of Applied Materials, returns to help us make a trade decision. For example, suppose you find that Applied Materials, 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 |
Applied Materials, 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 Applied Materials, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Applied Materials, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Applied Materials, stock over time.
Current vs Lagged Prices |
Timeline |
Applied Materials, Lagged Returns
When evaluating Applied Materials,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Applied Materials, stock have on its future price. Applied Materials, 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, Applied Materials, autocorrelation shows the relationship between Applied Materials, stock current value and its past values and can show if there is a momentum factor associated with investing in Applied Materials,.
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 Applied Stock
Applied Materials, financial ratios help investors to determine whether Applied Stock 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 Applied with respect to the benefits of owning Applied Materials, security.