AMP (Germany) Market Value
| AMP Stock | EUR 0.72 0.01 1.37% |
| Symbol | AMP |
AMP '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 AMP'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 AMP.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in AMP on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding AMP Limited or generate 0.0% return on investment in AMP over 90 days. AMP is related to or competes with COFCO Joycome, Harmony Gold, Aluminumof China, Perseus Mining, Molson Coors, and Yuexiu Transport. AMP Limited operates as a wealth management company in Australia and internationally More
AMP 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 AMP'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 AMP Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 24.63 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.15 |
AMP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMP's standard deviation. In reality, there are many statistical measures that can use AMP historical prices to predict the future AMP's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.83 |
AMP Limited Backtested Returns
AMP Limited secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. AMP Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMP's mean deviation of 1.63, and Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. 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, returns on owning AMP are expected to decrease at a much lower rate. During the bear market, AMP is likely to outperform the market. At this point, AMP Limited has a negative expected return of -0.37%. Please make sure to confirm AMP's total risk alpha, skewness, day median price, as well as the relationship between the maximum drawdown and daily balance of power , to decide if AMP Limited performance from the past will be repeated in the future.
Auto-correlation | -0.65 |
Very good reverse predictability
AMP Limited has very good reverse predictability. Overlapping area represents the amount of predictability between AMP time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 AMP Limited price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current AMP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
AMP Limited lagged returns against current returns
Autocorrelation, which is AMP 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 AMP's stock expected returns. We can calculate the autocorrelation of AMP returns to help us make a trade decision. For example, suppose you find that AMP 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 |
AMP 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 AMP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMP stock over time.
Current vs Lagged Prices |
| Timeline |
AMP Lagged Returns
When evaluating AMP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMP stock have on its future price. AMP 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, AMP autocorrelation shows the relationship between AMP stock current value and its past values and can show if there is a momentum factor associated with investing in AMP Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMP Stock
AMP financial ratios help investors to determine whether AMP 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 AMP with respect to the benefits of owning AMP security.