Ammb Holdings Berhad Stock Market Value
| AMMHF Stock | USD 0.90 0.00 0.00% |
| Symbol | AMMB |
AMMB Holdings '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 AMMB Holdings' 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 AMMB Holdings.
| 06/01/2024 |
| 02/26/2025 |
If you would invest 0.00 in AMMB Holdings on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding AMMB Holdings Berhad or generate 0.0% return on investment in AMMB Holdings over 270 days. AMMB Holdings is related to or competes with Dennys Corp, Life Time, John B, NH Foods, Rave Restaurant, Starbucks, and Astral Foods. AMMB Holdings Berhad, through its subsidiaries, provides a range of financial products and services to retail, corporate... More
AMMB Holdings 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 AMMB Holdings' 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 AMMB Holdings Berhad upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.121 | |||
| Maximum Drawdown | 12.5 |
AMMB Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMMB Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMMB Holdings' standard deviation. In reality, there are many statistical measures that can use AMMB Holdings historical prices to predict the future AMMB Holdings' volatility.| Risk Adjusted Performance | 0.1012 | |||
| Jensen Alpha | 0.1966 | |||
| Total Risk Alpha | 0.1909 | |||
| Treynor Ratio | 0.1887 |
AMMB Holdings Berhad Backtested Returns
AMMB Holdings appears to be very risky, given 3 months investment horizon. AMMB Holdings Berhad secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of return volatility over the last 3 months. We have found seventeen technical indicators for AMMB Holdings Berhad, which you can use to evaluate the volatility of the firm. Please makes use of AMMB Holdings' Coefficient Of Variation of 768.11, risk adjusted performance of 0.1012, and Mean Deviation of 0.4165 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AMMB Holdings holds a performance score of 10. The firm shows a Beta (market volatility) of 1.07, which signifies a somewhat significant risk relative to the market. AMMB Holdings returns are very sensitive to returns on the market. As the market goes up or down, AMMB Holdings is expected to follow. Please check AMMB Holdings' jensen alpha, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether AMMB Holdings' price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
AMMB Holdings Berhad has average predictability. Overlapping area represents the amount of predictability between AMMB Holdings time series from 1st of June 2024 to 14th of October 2024 and 14th of October 2024 to 26th of February 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 AMMB Holdings Berhad price movement. The serial correlation of 0.42 indicates that just about 42.0% of current AMMB Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AMMB Holdings Berhad lagged returns against current returns
Autocorrelation, which is AMMB Holdings 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 AMMB Holdings' otc stock expected returns. We can calculate the autocorrelation of AMMB Holdings returns to help us make a trade decision. For example, suppose you find that AMMB Holdings 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 |
AMMB Holdings 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 AMMB Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMMB Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMMB Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
AMMB Holdings Lagged Returns
When evaluating AMMB Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMMB Holdings otc stock have on its future price. AMMB Holdings 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, AMMB Holdings autocorrelation shows the relationship between AMMB Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in AMMB Holdings Berhad.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMMB OTC Stock
AMMB Holdings financial ratios help investors to determine whether AMMB OTC Stock 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 AMMB with respect to the benefits of owning AMMB Holdings security.