Amg Advanced Metallurgical Stock Market Value
| AMVMF Stock | USD 17.83 0.39 2.24% |
| Symbol | AMG |
AMG Advanced '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 AMG Advanced's pink sheet 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 AMG Advanced.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in AMG Advanced on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AMG Advanced Metallurgical or generate 0.0% return on investment in AMG Advanced over 90 days. AMG Advanced is related to or competes with Aurelia Metals, Adriatic Metals, American Helium, Progressive Planet, and Almonty Industries. AMG Advanced Metallurgical Group N.V. produces and sells engineered specialty metals and mineral products More
AMG Advanced 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 AMG Advanced's pink sheet 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 AMG Advanced Metallurgical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.27 | |||
| Information Ratio | 0.0784 | |||
| Maximum Drawdown | 28.18 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 9.8 |
AMG Advanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMG Advanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMG Advanced's standard deviation. In reality, there are many statistical measures that can use AMG Advanced historical prices to predict the future AMG Advanced's volatility.| Risk Adjusted Performance | 0.0587 | |||
| Jensen Alpha | 0.2434 | |||
| Total Risk Alpha | 0.8794 | |||
| Sortino Ratio | 0.0722 | |||
| Treynor Ratio | (1.05) |
AMG Advanced Metallu Backtested Returns
AMG Advanced appears to be somewhat reliable, given 3 months investment horizon. AMG Advanced Metallu secures Sharpe Ratio (or Efficiency) of 0.0891, which signifies that the company had a 0.0891 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AMG Advanced Metallurgical, which you can use to evaluate the volatility of the firm. Please makes use of AMG Advanced's Downside Deviation of 5.27, mean deviation of 2.95, and Risk Adjusted Performance of 0.0587 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AMG Advanced holds a performance score of 7. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AMG Advanced are expected to decrease at a much lower rate. During the bear market, AMG Advanced is likely to outperform the market. Please check AMG Advanced's information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether AMG Advanced's price patterns will revert.
Auto-correlation | 0.40 |
Average predictability
AMG Advanced Metallurgical has average predictability. Overlapping area represents the amount of predictability between AMG Advanced time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 AMG Advanced Metallu price movement. The serial correlation of 0.4 indicates that just about 40.0% of current AMG Advanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 2.0 |
AMG Advanced Metallu lagged returns against current returns
Autocorrelation, which is AMG Advanced pink sheet'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 AMG Advanced's pink sheet expected returns. We can calculate the autocorrelation of AMG Advanced returns to help us make a trade decision. For example, suppose you find that AMG Advanced has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
AMG Advanced 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 AMG Advanced pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMG Advanced pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMG Advanced pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AMG Advanced Lagged Returns
When evaluating AMG Advanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMG Advanced pink sheet have on its future price. AMG Advanced 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, AMG Advanced autocorrelation shows the relationship between AMG Advanced pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AMG Advanced Metallurgical.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMG Pink Sheet
AMG Advanced financial ratios help investors to determine whether AMG Pink Sheet 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 AMG with respect to the benefits of owning AMG Advanced security.