Ampol (Australia) Market Value
| ALD Stock | 28.15 0.20 0.72% |
| Symbol | Ampol |
Ampol '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 Ampol'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 Ampol.
| 11/20/2024 |
| 02/18/2025 |
If you would invest 0.00 in Ampol on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Ampol or generate 0.0% return on investment in Ampol over 90 days. Ampol is related to or competes with IDP Education, Duxton Broadacre, Sports Entertainment, Janison Education, and G8 Education. Ampol is entity of Australia. It is traded as Stock on AU exchange. More
Ampol 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 Ampol'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 Ampol upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.002 | |||
| Maximum Drawdown | 8.3 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.35 |
Ampol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ampol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ampol's standard deviation. In reality, there are many statistical measures that can use Ampol historical prices to predict the future Ampol's volatility.| Risk Adjusted Performance | 0.012 | |||
| Jensen Alpha | 0.0038 | |||
| Total Risk Alpha | 0.0017 | |||
| Sortino Ratio | 0.002 | |||
| Treynor Ratio | 0.0303 |
Ampol Backtested Returns
Ampol secures Sharpe Ratio (or Efficiency) of -0.0181, which signifies that the company had a -0.0181 % return per unit of risk over the last 3 months. Ampol exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ampol's Risk Adjusted Performance of 0.012, downside deviation of 1.38, and Mean Deviation of 1.05 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ampol's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ampol is expected to be smaller as well. At this point, Ampol has a negative expected return of -0.0241%. Please make sure to confirm Ampol's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Ampol performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.41 |
Average predictability
Ampol has average predictability. Overlapping area represents the amount of predictability between Ampol time series from 20th of November 2024 to 4th of January 2025 and 4th of January 2025 to 18th of February 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 Ampol price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Ampol price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Ampol lagged returns against current returns
Autocorrelation, which is Ampol 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 Ampol's stock expected returns. We can calculate the autocorrelation of Ampol returns to help us make a trade decision. For example, suppose you find that Ampol 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 |
Ampol 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 Ampol stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ampol stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ampol stock over time.
Current vs Lagged Prices |
| Timeline |
Ampol Lagged Returns
When evaluating Ampol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ampol stock have on its future price. Ampol 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, Ampol autocorrelation shows the relationship between Ampol stock current value and its past values and can show if there is a momentum factor associated with investing in Ampol.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ampol Stock Analysis
When running Ampol's price analysis, check to measure Ampol'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 Ampol is operating at the current time. Most of Ampol's value examination focuses on studying past and present price action to predict the probability of Ampol's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ampol's price. Additionally, you may evaluate how the addition of Ampol to your portfolios can decrease your overall portfolio volatility.