Amada Co Stock Market Value
| AMDLY Stock | USD 38.75 0.00 0.00% |
| Symbol | Amada |
Amada '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 Amada's otc 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 Amada.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Amada on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Amada Co or generate 0.0% return on investment in Amada over 90 days. Amada is related to or competes with Griffon, Canlan Ice, Dream Finders, Sonos, Playtech Plc, Hurco Companies, and Emerson Radio. Amada Co., Ltd., together with its subsidiaries, manufactures, sells, leases, repairs, maintains, checks, and inspects m... More
Amada 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 Amada's otc 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 Amada Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1156 | |||
| Maximum Drawdown | 13.23 |
Amada Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amada's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amada's standard deviation. In reality, there are many statistical measures that can use Amada historical prices to predict the future Amada's volatility.| Risk Adjusted Performance | 0.0333 | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.1867 | |||
| Treynor Ratio | (0.17) |
Amada Backtested Returns
At this stage we consider Amada OTC Stock to be very steady. Amada secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for Amada Co, which you can use to evaluate the volatility of the firm. Please confirm Amada's risk adjusted performance of 0.0333, and Mean Deviation of 0.2999 to double-check if the risk estimate we provide is consistent with the expected return of 0.0109%. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amada are expected to decrease at a much lower rate. During the bear market, Amada is likely to outperform the market. Amada right now shows a risk of 1.25%. Please confirm Amada risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to decide if Amada will be following its price patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
Amada Co has weak reverse predictability. Overlapping area represents the amount of predictability between Amada time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Amada price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Amada price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Amada lagged returns against current returns
Autocorrelation, which is Amada otc 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 Amada's otc stock expected returns. We can calculate the autocorrelation of Amada returns to help us make a trade decision. For example, suppose you find that Amada has exhibited high autocorrelation historically, and you observe that the otc 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 |
Amada 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 Amada otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amada otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amada otc stock over time.
Current vs Lagged Prices |
| Timeline |
Amada Lagged Returns
When evaluating Amada's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amada otc stock have on its future price. Amada 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, Amada autocorrelation shows the relationship between Amada otc stock current value and its past values and can show if there is a momentum factor associated with investing in Amada Co.
Regressed Prices |
| Timeline |
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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.Additional Tools for Amada OTC Stock Analysis
When running Amada's price analysis, check to measure Amada'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 Amada is operating at the current time. Most of Amada's value examination focuses on studying past and present price action to predict the probability of Amada's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amada's price. Additionally, you may evaluate how the addition of Amada to your portfolios can decrease your overall portfolio volatility.