Amer Sports, Stock Market Value
| AS Stock | 27.70 1.09 4.10% |
| Symbol | Amer |
Is Apparel, Accessories & Luxury Goods 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 Amer Sports,. If investors know Amer 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 Amer Sports, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Amer Sports, is measured differently than its book value, which is the value of Amer that is recorded on the company's balance sheet. Investors also form their own opinion of Amer Sports,'s value that differs from its market value or its book value, called intrinsic value, which is Amer Sports,'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 Amer Sports,'s market value can be influenced by many factors that don't directly affect Amer Sports,'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 Amer Sports,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Amer Sports, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amer Sports,'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.
Amer Sports, '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 Amer Sports,'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 Amer Sports,.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Amer Sports, on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Amer Sports, or generate 0.0% return on investment in Amer Sports, over 90 days. Amer Sports, is related to or competes with ChampionX, Abcellera Biologics, Tscan Therapeutics, Highway Holdings, Meritage, FMC, and RBC Bearings. More
Amer Sports, 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 Amer Sports,'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 Amer Sports, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.2 | |||
| Information Ratio | 0.0497 | |||
| Maximum Drawdown | 10.91 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.49 |
Amer Sports, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amer Sports,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amer Sports,'s standard deviation. In reality, there are many statistical measures that can use Amer Sports, historical prices to predict the future Amer Sports,'s volatility.| Risk Adjusted Performance | 0.0202 | |||
| Jensen Alpha | 0.0665 | |||
| Total Risk Alpha | 0.3932 | |||
| Sortino Ratio | 0.0445 | |||
| Treynor Ratio | 0.112 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amer Sports,'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.
Amer Sports, Backtested Returns
Currently, Amer Sports, is very steady. Amer Sports, secures Sharpe Ratio (or Efficiency) of 0.0152, which signifies that the company had a 0.0152 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Amer Sports,, which you can use to evaluate the volatility of the firm. Please confirm Amer Sports,'s risk adjusted performance of 0.0202, and Mean Deviation of 2.27 to double-check if the risk estimate we provide is consistent with the expected return of 0.0437%. Amer Sports, has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amer Sports,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Amer Sports, is expected to be smaller as well. Amer Sports, right now shows a risk of 2.87%. Please confirm Amer Sports, potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Amer Sports, will be following its price patterns.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Amer Sports, has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Amer Sports, 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 Amer Sports, price movement. The serial correlation of -0.8 indicates that around 80.0% of current Amer Sports, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 3.55 |
Amer Sports, lagged returns against current returns
Autocorrelation, which is Amer Sports, 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 Amer Sports,'s stock expected returns. We can calculate the autocorrelation of Amer Sports, returns to help us make a trade decision. For example, suppose you find that Amer Sports, 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 |
Amer Sports, 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 Amer Sports, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amer Sports, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amer Sports, stock over time.
Current vs Lagged Prices |
| Timeline |
Amer Sports, Lagged Returns
When evaluating Amer Sports,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amer Sports, stock have on its future price. Amer Sports, 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, Amer Sports, autocorrelation shows the relationship between Amer Sports, stock current value and its past values and can show if there is a momentum factor associated with investing in Amer Sports,.
Regressed Prices |
| Timeline |
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Additional Tools for Amer Stock Analysis
When running Amer Sports,'s price analysis, check to measure Amer Sports,'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 Amer Sports, is operating at the current time. Most of Amer Sports,'s value examination focuses on studying past and present price action to predict the probability of Amer Sports,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amer Sports,'s price. Additionally, you may evaluate how the addition of Amer Sports, to your portfolios can decrease your overall portfolio volatility.