American Films Stock Market Value
| AMFL Stock | USD 0.11 0.02 22.22% |
| Symbol | American |
American Films '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 American Films' pink sheet 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 American Films.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in American Films on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding American Films or generate 0.0% return on investment in American Films over 30 days. American Films is related to or competes with Roku, Color Star, LiveOne, Cineverse Corp, AMC Entertainment, and Manchester United. The company intends to merge or acquire one or more properties or businesses More
American Films 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 American Films' pink sheet 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 American Films upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.91 | |||
| Information Ratio | 0.0645 | |||
| Maximum Drawdown | 169.23 | |||
| Value At Risk | (31.25) | |||
| Potential Upside | 40.0 |
American Films Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Films' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Films' standard deviation. In reality, there are many statistical measures that can use American Films historical prices to predict the future American Films' volatility.| Risk Adjusted Performance | 0.0619 | |||
| Jensen Alpha | 1.51 | |||
| Total Risk Alpha | 0.8886 | |||
| Sortino Ratio | 0.064 | |||
| Treynor Ratio | 0.812 |
American Films Backtested Returns
American Films is out of control given 3 months investment horizon. American Films secures Sharpe Ratio (or Efficiency) of 0.0659, which signifies that the company had a 0.0659% return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.56% are justified by taking the suggested risk. Use American Films mean deviation of 12.04, and Risk Adjusted Performance of 0.0619 to evaluate company specific risk that cannot be diversified away. American Films holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.91, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, American Films will likely underperform. Use American Films coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to analyze future returns on American Films.
Auto-correlation | -0.33 |
Poor reverse predictability
American Films has poor reverse predictability. Overlapping area represents the amount of predictability between American Films time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 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 American Films price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current American Films price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
American Films lagged returns against current returns
Autocorrelation, which is American Films pink sheet'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 American Films' pink sheet expected returns. We can calculate the autocorrelation of American Films returns to help us make a trade decision. For example, suppose you find that American Films has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
American Films 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 American Films pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Films pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Films pink sheet over time.
Current vs Lagged Prices |
| Timeline |
American Films Lagged Returns
When evaluating American Films' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Films pink sheet have on its future price. American Films 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, American Films autocorrelation shows the relationship between American Films pink sheet current value and its past values and can show if there is a momentum factor associated with investing in American Films.
Regressed Prices |
| Timeline |
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American Films financial ratios help investors to determine whether American Pink Sheet 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 American with respect to the benefits of owning American Films security.