Ap Mller Stock Market Value
| AMKBF Stock | USD 1,750 18.25 1.05% |
| Symbol | AMKBF |
AP Møller '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 AP Møller's 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 AP Møller.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in AP Møller on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AP Mller or generate 0.0% return on investment in AP Møller over 90 days. AP Møller is related to or competes with Mitsui OSK, Hapag-Lloyd Aktiengesellscha, Orient Overseas, Hapag Lloyd, AP Moeller, AP Moeller-Maersk, and Nippon Yusen. Mller - Mrsk AS operates as an integrated transport and logistics company worldwide More
AP Møller 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 AP Møller's 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 AP Mller upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.77 | |||
| Information Ratio | 0.0541 | |||
| Maximum Drawdown | 22.83 | |||
| Value At Risk | (5.31) | |||
| Potential Upside | 6.37 |
AP Møller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Møller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Møller's standard deviation. In reality, there are many statistical measures that can use AP Møller historical prices to predict the future AP Møller's volatility.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | 0.1313 | |||
| Total Risk Alpha | 0.4909 | |||
| Sortino Ratio | 0.048 | |||
| Treynor Ratio | 0.1318 |
AP Møller Backtested Returns
AP Møller appears to be very steady, given 3 months investment horizon. AP Møller retains Efficiency (Sharpe Ratio) of 0.0608, which signifies that the company had a 0.0608 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for AP Møller, which you can use to evaluate the volatility of the firm. Please makes use of AP Møller's Standard Deviation of 3.35, market risk adjusted performance of 0.1418, and Coefficient Of Variation of 4086.29 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AP Møller holds a performance score of 4. The firm owns a Beta (Systematic Risk) of 0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AP Møller's returns are expected to increase less than the market. However, during the bear market, the loss of holding AP Møller is expected to be smaller as well. Please check AP Møller's semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to make a quick decision on whether AP Møller's current price history will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
AP Mller has modest reverse predictability. Overlapping area represents the amount of predictability between AP Møller time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 AP Møller price movement. The serial correlation of -0.46 indicates that about 46.0% of current AP Møller price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 18.2 K |
AP Møller lagged returns against current returns
Autocorrelation, which is AP Møller 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 AP Møller's pink sheet expected returns. We can calculate the autocorrelation of AP Møller returns to help us make a trade decision. For example, suppose you find that AP Møller 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 |
AP Møller 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 AP Møller pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Møller pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AP Møller pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AP Møller Lagged Returns
When evaluating AP Møller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Møller pink sheet have on its future price. AP Møller 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, AP Møller autocorrelation shows the relationship between AP Møller pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AP Mller .
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMKBF Pink Sheet
AP Møller financial ratios help investors to determine whether AMKBF 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 AMKBF with respect to the benefits of owning AP Møller security.