AMOTIV (Australia) Market Value
| AOV Stock | 10.65 0.01 0.09% |
| Symbol | AMOTIV |
AMOTIV '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 AMOTIV'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 AMOTIV.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in AMOTIV on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding AMOTIV LTD or generate 0.0% return on investment in AMOTIV over 30 days. AMOTIV is related to or competes with Future Generation, Rubicon Water, Kinatico, and Morphic Ethical. More
AMOTIV 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 AMOTIV'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 AMOTIV LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 12.35 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.73 |
AMOTIV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMOTIV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMOTIV's standard deviation. In reality, there are many statistical measures that can use AMOTIV historical prices to predict the future AMOTIV's volatility.| Risk Adjusted Performance | 0.021 | |||
| Jensen Alpha | 0.0335 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0016 | |||
| Treynor Ratio | (0.06) |
AMOTIV LTD Backtested Returns
Currently, AMOTIV LTD is not too volatile. AMOTIV LTD secures Sharpe Ratio (or Efficiency) of 0.0195, which signifies that the company had a 0.0195% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AMOTIV LTD, which you can use to evaluate the volatility of the firm. Please confirm AMOTIV's mean deviation of 1.12, and Risk Adjusted Performance of 0.021 to double-check if the risk estimate we provide is consistent with the expected return of 0.0343%. AMOTIV has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AMOTIV are expected to decrease at a much lower rate. During the bear market, AMOTIV is likely to outperform the market. AMOTIV LTD now shows a risk of 1.76%. Please confirm AMOTIV LTD standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if AMOTIV LTD will be following its price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
AMOTIV LTD has very good reverse predictability. Overlapping area represents the amount of predictability between AMOTIV time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th 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 AMOTIV LTD price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current AMOTIV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
AMOTIV LTD lagged returns against current returns
Autocorrelation, which is AMOTIV 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 AMOTIV's stock expected returns. We can calculate the autocorrelation of AMOTIV returns to help us make a trade decision. For example, suppose you find that AMOTIV 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 |
AMOTIV 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 AMOTIV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMOTIV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMOTIV stock over time.
Current vs Lagged Prices |
| Timeline |
AMOTIV Lagged Returns
When evaluating AMOTIV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMOTIV stock have on its future price. AMOTIV 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, AMOTIV autocorrelation shows the relationship between AMOTIV stock current value and its past values and can show if there is a momentum factor associated with investing in AMOTIV LTD.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for AMOTIV Stock Analysis
When running AMOTIV's price analysis, check to measure AMOTIV's 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 AMOTIV is operating at the current time. Most of AMOTIV's value examination focuses on studying past and present price action to predict the probability of AMOTIV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMOTIV's price. Additionally, you may evaluate how the addition of AMOTIV to your portfolios can decrease your overall portfolio volatility.