Ap Moeller Maersk As Stock Market Value
| AMKBY Stock | USD 8.71 0.06 0.68% |
| Symbol | AMKBY |
AP Moeller-Maersk '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 Moeller-Maersk'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 Moeller-Maersk.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in AP Moeller-Maersk on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AP Moeller Maersk AS or generate 0.0% return on investment in AP Moeller-Maersk over 90 days. AP Moeller-Maersk is related to or competes with Hapag-Lloyd Aktiengesellscha, Nippon Yusen, COSCO SHIPPING, AP Moeller, Hapag Lloyd, Orient Overseas, and Mitsui OSK. Mller - Mrsk AS operates as an integrated transport and logistics company worldwide More
AP Moeller-Maersk 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 Moeller-Maersk'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 Moeller Maersk AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0515 | |||
| Maximum Drawdown | 10.51 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 4.6 |
AP Moeller-Maersk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Moeller-Maersk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Moeller-Maersk's standard deviation. In reality, there are many statistical measures that can use AP Moeller-Maersk historical prices to predict the future AP Moeller-Maersk's volatility.| Risk Adjusted Performance | 0.0174 | |||
| Jensen Alpha | 0.095 | |||
| Total Risk Alpha | 0.3391 | |||
| Sortino Ratio | 0.0556 | |||
| Treynor Ratio | 0.032 |
AP Moeller Maersk Backtested Returns
At this stage we consider AMKBY Pink Sheet to be somewhat reliable. AP Moeller Maersk retains Efficiency (Sharpe Ratio) of 0.0651, which signifies that the company had a 0.0651 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for AP Moeller-Maersk, which you can use to evaluate the volatility of the firm. Please confirm AP Moeller-Maersk's Standard Deviation of 2.54, market risk adjusted performance of 0.042, and Coefficient Of Variation of 8042.84 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. AP Moeller-Maersk has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AP Moeller-Maersk's returns are expected to increase less than the market. However, during the bear market, the loss of holding AP Moeller-Maersk is expected to be smaller as well. AP Moeller Maersk today owns a risk of 2.53%. Please confirm AP Moeller Maersk AS coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if AP Moeller Maersk AS will be following its current price history.
Auto-correlation | -0.62 |
Very good reverse predictability
AP Moeller Maersk AS has very good reverse predictability. Overlapping area represents the amount of predictability between AP Moeller-Maersk 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 Moeller Maersk price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current AP Moeller-Maersk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
AP Moeller Maersk lagged returns against current returns
Autocorrelation, which is AP Moeller-Maersk 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 Moeller-Maersk's pink sheet expected returns. We can calculate the autocorrelation of AP Moeller-Maersk returns to help us make a trade decision. For example, suppose you find that AP Moeller-Maersk 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 Moeller-Maersk 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 Moeller-Maersk pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Moeller-Maersk 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 Moeller-Maersk pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AP Moeller-Maersk Lagged Returns
When evaluating AP Moeller-Maersk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Moeller-Maersk pink sheet have on its future price. AP Moeller-Maersk 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 Moeller-Maersk autocorrelation shows the relationship between AP Moeller-Maersk pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AP Moeller Maersk AS.
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 AMKBY Pink Sheet Analysis
When running AP Moeller-Maersk's price analysis, check to measure AP Moeller-Maersk'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 AP Moeller-Maersk is operating at the current time. Most of AP Moeller-Maersk's value examination focuses on studying past and present price action to predict the probability of AP Moeller-Maersk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AP Moeller-Maersk's price. Additionally, you may evaluate how the addition of AP Moeller-Maersk to your portfolios can decrease your overall portfolio volatility.