American Superconductor Stock Market Value
| AMSC Stock | USD 20.00 1.36 7.30% |
| Symbol | American |
American Superconductor Price To Book Ratio
Is Electrical Components & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of American Superconductor. If investors know American will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about American Superconductor listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.09 | Revenue Per Share | Quarterly Revenue Growth 0.56 | Return On Assets | Return On Equity |
The market value of American Superconductor is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American Superconductor's value that differs from its market value or its book value, called intrinsic value, which is American Superconductor's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because American Superconductor's market value can be influenced by many factors that don't directly affect American Superconductor's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between American Superconductor's value and its price as these two are different measures arrived at by different means. Investors typically determine if American Superconductor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American Superconductor's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
American Superconductor '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 American Superconductor'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 American Superconductor.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in American Superconductor on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding American Superconductor or generate 0.0% return on investment in American Superconductor over 90 days. American Superconductor is related to or competes with Nel ASA, Graham, Watts Water, CVD Equipment, Dover, Graco, and Illinois Tool. American Superconductor Corporation, together with its subsidiaries, provides megawatt-scale power resiliency solutions ... More
American Superconductor 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 American Superconductor'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 American Superconductor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 46.06 | |||
| Value At Risk | (10.37) | |||
| Potential Upside | 6.29 |
American Superconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Superconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Superconductor's standard deviation. In reality, there are many statistical measures that can use American Superconductor historical prices to predict the future American Superconductor's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | 0.3414 | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of American Superconductor's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
American Superconductor Backtested Returns
American Superconductor secures Sharpe Ratio (or Efficiency) of -0.0347, which signifies that the company had a -0.0347 % return per unit of standard deviation over the last 3 months. American Superconductor exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm American Superconductor's mean deviation of 4.35, and Risk Adjusted Performance of (0.09) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.08, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, American Superconductor will likely underperform. At this point, American Superconductor has a negative expected return of -0.23%. Please make sure to confirm American Superconductor's maximum drawdown, and the relationship between the information ratio and accumulation distribution , to decide if American Superconductor performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
American Superconductor has weak reverse predictability. Overlapping area represents the amount of predictability between American Superconductor time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 American Superconductor price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current American Superconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 25.25 |
American Superconductor lagged returns against current returns
Autocorrelation, which is American Superconductor 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 American Superconductor's stock expected returns. We can calculate the autocorrelation of American Superconductor returns to help us make a trade decision. For example, suppose you find that American Superconductor 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 |
American Superconductor 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 American Superconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Superconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Superconductor stock over time.
Current vs Lagged Prices |
| Timeline |
American Superconductor Lagged Returns
When evaluating American Superconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Superconductor stock have on its future price. American Superconductor 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, American Superconductor autocorrelation shows the relationship between American Superconductor stock current value and its past values and can show if there is a momentum factor associated with investing in American Superconductor.
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.When determining whether American Superconductor offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of American Superconductor's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of American Superconductor Stock. Outlined below are crucial reports that will aid in making a well-informed decision on American Superconductor Stock:Check out American Superconductor Correlation, American Superconductor Volatility and American Superconductor Alpha and Beta module to complement your research on American Superconductor. For information on how to trade American Stock refer to our How to Trade American Stock guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
American Superconductor technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.