Ambev SA (Germany) Market Value
| AMNA Stock | EUR 1.96 0.12 6.52% |
| Symbol | Ambev |
Ambev SA '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 Ambev SA's 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 Ambev SA.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Ambev SA on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Ambev SA or generate 0.0% return on investment in Ambev SA over 720 days. Ambev SA is related to or competes with FOMECONMEXSAB DCV, Heineken, HEINEKEN, Heineken Holding, Carlsberg, and Carlsberg. Ambev S.A., through its subsidiaries, produces, distributes, and sells beer, draft beer, carbonated soft drinks , other ... More
Ambev SA 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 Ambev SA's 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 Ambev SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 3.57 |
Ambev SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambev SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambev SA's standard deviation. In reality, there are many statistical measures that can use Ambev SA historical prices to predict the future Ambev SA's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.0204 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1325 |
Ambev SA Backtested Returns
At this point, Ambev SA is risky. Ambev SA secures Sharpe Ratio (or Efficiency) of 0.0106, which signifies that the company had a 0.0106% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Ambev SA, which you can use to evaluate the volatility of the firm. Please confirm Ambev SA's risk adjusted performance of 0.0204, and Mean Deviation of 1.61 to double-check if the risk estimate we provide is consistent with the expected return of 0.0228%. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ambev SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ambev SA is expected to be smaller as well. Ambev SA right now shows a risk of 2.16%. Please confirm Ambev SA semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Ambev SA will be following its price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Ambev SA has very good reverse predictability. Overlapping area represents the amount of predictability between Ambev SA time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Ambev SA price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Ambev SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Ambev SA lagged returns against current returns
Autocorrelation, which is Ambev SA 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 Ambev SA's stock expected returns. We can calculate the autocorrelation of Ambev SA returns to help us make a trade decision. For example, suppose you find that Ambev SA has exhibited high autocorrelation historically, and you observe that the 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 |
Ambev SA 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 Ambev SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambev SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambev SA stock over time.
Current vs Lagged Prices |
| Timeline |
Ambev SA Lagged Returns
When evaluating Ambev SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambev SA stock have on its future price. Ambev SA 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, Ambev SA autocorrelation shows the relationship between Ambev SA stock current value and its past values and can show if there is a momentum factor associated with investing in Ambev SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ambev Stock
Ambev SA financial ratios help investors to determine whether Ambev 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 Ambev with respect to the benefits of owning Ambev SA security.