Amdocs (Germany) Market Value
| AOS Stock | EUR 81.16 0.48 0.59% |
| Symbol | Amdocs |
Amdocs '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 Amdocs' 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 Amdocs.
| 01/18/2023 |
| 01/07/2025 |
If you would invest 0.00 in Amdocs on January 18, 2023 and sell it all today you would earn a total of 0.00 from holding Amdocs Limited or generate 0.0% return on investment in Amdocs over 720 days. Amdocs is related to or competes with INTERSHOP Communications, Telecom Argentina, Ecotel Communication, PTT Global, Singapore Telecommunicatio, and Entravision Communications. More
Amdocs 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 Amdocs' 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 Amdocs Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0479 | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.43 |
Amdocs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amdocs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amdocs' standard deviation. In reality, there are many statistical measures that can use Amdocs historical prices to predict the future Amdocs' volatility.| Risk Adjusted Performance | 0.0611 | |||
| Jensen Alpha | 0.0811 | |||
| Total Risk Alpha | 0.0484 | |||
| Sortino Ratio | 0.0501 | |||
| Treynor Ratio | (0.22) |
Amdocs Limited Backtested Returns
Currently, Amdocs Limited is very steady. Amdocs Limited secures Sharpe Ratio (or Efficiency) of 0.0715, which signifies that the company had a 0.0715% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Amdocs Limited, which you can use to evaluate the volatility of the firm. Please confirm Amdocs' mean deviation of 0.8927, and Risk Adjusted Performance of 0.0611 to double-check if the risk estimate we provide is consistent with the expected return of 0.0849%. Amdocs has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Amdocs are expected to decrease at a much lower rate. During the bear market, Amdocs is likely to outperform the market. Amdocs Limited right now shows a risk of 1.19%. Please confirm Amdocs Limited treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Amdocs Limited will be following its price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Amdocs Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Amdocs time series from 18th of January 2023 to 13th of January 2024 and 13th of January 2024 to 7th of January 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 Amdocs Limited price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Amdocs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 18.03 |
Amdocs Limited lagged returns against current returns
Autocorrelation, which is Amdocs 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 Amdocs' stock expected returns. We can calculate the autocorrelation of Amdocs returns to help us make a trade decision. For example, suppose you find that Amdocs 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 |
Amdocs 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 Amdocs stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amdocs stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amdocs stock over time.
Current vs Lagged Prices |
| Timeline |
Amdocs Lagged Returns
When evaluating Amdocs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amdocs stock have on its future price. Amdocs 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, Amdocs autocorrelation shows the relationship between Amdocs stock current value and its past values and can show if there is a momentum factor associated with investing in Amdocs Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Amdocs Stock Analysis
When running Amdocs' price analysis, check to measure Amdocs' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Amdocs is operating at the current time. Most of Amdocs' value examination focuses on studying past and present price action to predict the probability of Amdocs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amdocs' price. Additionally, you may evaluate how the addition of Amdocs to your portfolios can decrease your overall portfolio volatility.