Ambac Financial Group Stock Market Value
| AMBC Stock | USD 12.70 0.02 0.16% |
| Symbol | Ambac |
Ambac Financial Group Price To Book Ratio
Is Property & Casualty Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ambac Financial. If investors know Ambac will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ambac Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.81) | Earnings Share (0.47) | Revenue Per Share 8.59 | Quarterly Revenue Growth 0.681 | Return On Assets 0.0041 |
The market value of Ambac Financial Group is measured differently than its book value, which is the value of Ambac that is recorded on the company's balance sheet. Investors also form their own opinion of Ambac Financial's value that differs from its market value or its book value, called intrinsic value, which is Ambac Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ambac Financial's market value can be influenced by many factors that don't directly affect Ambac Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ambac Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ambac Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ambac Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ambac Financial '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 Ambac Financial'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 Ambac Financial.
| 08/31/2024 |
| 11/29/2024 |
If you would invest 0.00 in Ambac Financial on August 31, 2024 and sell it all today you would earn a total of 0.00 from holding Ambac Financial Group or generate 0.0% return on investment in Ambac Financial over 90 days. Ambac Financial is related to or competes with Employers Holdings, James River, Assured Guaranty, ICC Holdings, Radian, MGIC Investment, and AMERISAFE. Ambac Financial Group, Inc., a financial services holding company, provides financial guarantees in the United States, t... More
Ambac Financial 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 Ambac Financial'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 Ambac Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.0332 | |||
| Maximum Drawdown | 16.3 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.27 |
Ambac Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambac Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambac Financial's standard deviation. In reality, there are many statistical measures that can use Ambac Financial historical prices to predict the future Ambac Financial's volatility.| Risk Adjusted Performance | 0.0764 | |||
| Jensen Alpha | 0.0688 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | 0.1825 |
Ambac Financial Group Backtested Returns
At this point, Ambac Financial is somewhat reliable. Ambac Financial Group secures Sharpe Ratio (or Efficiency) of 0.0815, which signifies that the company had a 0.0815% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Ambac Financial Group, which you can use to evaluate the volatility of the firm. Please confirm Ambac Financial's mean deviation of 1.35, and Risk Adjusted Performance of 0.0764 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Ambac Financial has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.02, which signifies a somewhat significant risk relative to the market. Ambac Financial returns are very sensitive to returns on the market. As the market goes up or down, Ambac Financial is expected to follow. Ambac Financial Group right now shows a risk of 2.16%. Please confirm Ambac Financial Group mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if Ambac Financial Group will be following its price patterns.
Auto-correlation | 0.11 |
Insignificant predictability
Ambac Financial Group has insignificant predictability. Overlapping area represents the amount of predictability between Ambac Financial time series from 31st of August 2024 to 15th of October 2024 and 15th of October 2024 to 29th of November 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 Ambac Financial Group price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Ambac Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Ambac Financial Group lagged returns against current returns
Autocorrelation, which is Ambac Financial 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 Ambac Financial's stock expected returns. We can calculate the autocorrelation of Ambac Financial returns to help us make a trade decision. For example, suppose you find that Ambac Financial 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 |
Ambac Financial 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 Ambac Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambac Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambac Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Ambac Financial Lagged Returns
When evaluating Ambac Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambac Financial stock have on its future price. Ambac Financial 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, Ambac Financial autocorrelation shows the relationship between Ambac Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Ambac Financial Group.
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.When determining whether Ambac Financial Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ambac Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ambac Financial Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ambac Financial Group Stock:Check out Ambac Financial Correlation, Ambac Financial Volatility and Ambac Financial Alpha and Beta module to complement your research on Ambac Financial. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Ambac Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.