Amphenol Stock Market Value
| APH Stock | USD 63.00 1.38 2.24% |
| Symbol | Amphenol |
Amphenol Price To Book Ratio
Is Electronic Equipment, Instruments & Components 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 Amphenol. If investors know Amphenol 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 Amphenol listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.438 | Dividend Share 0.55 | Earnings Share 1.92 | Revenue Per Share | Quarterly Revenue Growth 0.298 |
The market value of Amphenol is measured differently than its book value, which is the value of Amphenol that is recorded on the company's balance sheet. Investors also form their own opinion of Amphenol's value that differs from its market value or its book value, called intrinsic value, which is Amphenol'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 Amphenol's market value can be influenced by many factors that don't directly affect Amphenol'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 Amphenol's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amphenol is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amphenol'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.
Amphenol '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 Amphenol'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 Amphenol.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Amphenol on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Amphenol or generate 0.0% return on investment in Amphenol over 90 days. Amphenol is related to or competes with Littelfuse, TTM Technologies, Fabrinet, Plexus Corp, Sanmina, Methode Electronics, and OSI Systems. Amphenol Corporation, together with its subsidiaries, primarily designs, manufactures, and markets electrical, electroni... More
Amphenol 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 Amphenol'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 Amphenol upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 19.61 | |||
| Value At Risk | (4.57) | |||
| Potential Upside | 2.87 |
Amphenol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amphenol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amphenol's standard deviation. In reality, there are many statistical measures that can use Amphenol historical prices to predict the future Amphenol's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | 0.1056 | |||
| Treynor Ratio | (0.24) |
Amphenol Backtested Returns
Amphenol secures Sharpe Ratio (or Efficiency) of -0.0947, which signifies that the company had a -0.0947 % return per unit of risk over the last 3 months. Amphenol exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amphenol's Mean Deviation of 1.71, standard deviation of 2.6, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.92, which signifies possible diversification benefits within a given portfolio. Amphenol returns are very sensitive to returns on the market. As the market goes up or down, Amphenol is expected to follow. At this point, Amphenol has a negative expected return of -0.25%. Please make sure to confirm Amphenol's accumulation distribution, and the relationship between the value at risk and day typical price , to decide if Amphenol performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Amphenol has very weak reverse predictability. Overlapping area represents the amount of predictability between Amphenol time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Amphenol price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Amphenol price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 10.99 |
Amphenol lagged returns against current returns
Autocorrelation, which is Amphenol 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 Amphenol's stock expected returns. We can calculate the autocorrelation of Amphenol returns to help us make a trade decision. For example, suppose you find that Amphenol 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 |
Amphenol 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 Amphenol stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amphenol stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amphenol stock over time.
Current vs Lagged Prices |
| Timeline |
Amphenol Lagged Returns
When evaluating Amphenol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amphenol stock have on its future price. Amphenol 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, Amphenol autocorrelation shows the relationship between Amphenol stock current value and its past values and can show if there is a momentum factor associated with investing in Amphenol.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Amphenol offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Amphenol'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 Amphenol Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Amphenol Stock:Check out Amphenol Correlation, Amphenol Volatility and Amphenol Alpha and Beta module to complement your research on Amphenol. For more detail on how to invest in Amphenol Stock please use our How to Invest in Amphenol guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Amphenol 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.