Amper SA (Spain) Market Value
| AMP Stock | EUR 0.11 0.01 10.00% |
| Symbol | Amper |
Amper 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 Amper 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 Amper SA.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Amper SA on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Amper SA or generate 0.0% return on investment in Amper SA over 30 days. Amper SA is related to or competes with Ercros, Duro Felguera, ENCE Energa, and Faes Farma. Amper, S.A. provides technological solutions in Madrid and internationally More
Amper 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 Amper 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 Amper SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.44 | |||
| Information Ratio | 0.0481 | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.0 |
Amper SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amper SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amper SA's standard deviation. In reality, there are many statistical measures that can use Amper SA historical prices to predict the future Amper SA's volatility.| Risk Adjusted Performance | 0.0655 | |||
| Jensen Alpha | 0.3417 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0297 | |||
| Treynor Ratio | (0.97) |
Amper SA Backtested Returns
Amper SA appears to be out of control, given 3 months investment horizon. Amper SA secures Sharpe Ratio (or Efficiency) of 0.0865, which signifies that the company had a 0.0865% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Amper SA, which you can use to evaluate the volatility of the firm. Please makes use of Amper SA's Downside Deviation of 6.44, risk adjusted performance of 0.0655, and Mean Deviation of 2.09 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amper SA holds a performance score of 6. The firm shows a Beta (market volatility) of -0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Amper SA are expected to decrease at a much lower rate. During the bear market, Amper SA is likely to outperform the market. Please check Amper SA's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Amper SA's price patterns will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Amper SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Amper SA time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Amper SA price movement. The serial correlation of -0.17 indicates that over 17.0% of current Amper SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Amper SA lagged returns against current returns
Autocorrelation, which is Amper 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 Amper SA's stock expected returns. We can calculate the autocorrelation of Amper SA returns to help us make a trade decision. For example, suppose you find that Amper 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 |
Amper 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 Amper SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amper SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amper SA stock over time.
Current vs Lagged Prices |
| Timeline |
Amper SA Lagged Returns
When evaluating Amper SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amper SA stock have on its future price. Amper 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, Amper SA autocorrelation shows the relationship between Amper SA stock current value and its past values and can show if there is a momentum factor associated with investing in Amper SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Amper Stock
Amper SA financial ratios help investors to determine whether Amper 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 Amper with respect to the benefits of owning Amper SA security.