Ams Ag Stock Market Value
| AUKUF Stock | USD 7.35 0.00 0.00% |
| Symbol | Ams |
Ams AG '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 Ams AG'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 Ams AG.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Ams AG on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding ams AG or generate 0.0% return on investment in Ams AG over 30 days. Ams AG is related to or competes with Alphawave, Arteris, Rohm Co, Ams AG, Intchains Group, Guerrilla, and NVE. ams-OSRAM AG designs, manufactures, and sells LED and optical sensor solutions in Europe, the Middle East, Africa, the A... More
Ams AG 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 Ams AG'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 ams AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1081 | |||
| Maximum Drawdown | 1157.41 | |||
| Value At Risk | (7.45) |
Ams AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ams AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ams AG's standard deviation. In reality, there are many statistical measures that can use Ams AG historical prices to predict the future Ams AG's volatility.| Risk Adjusted Performance | 0.0958 | |||
| Jensen Alpha | 15.67 | |||
| Total Risk Alpha | 11.17 | |||
| Treynor Ratio | (0.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ams AG'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.
ams AG Backtested Returns
Ams AG is out of control given 3 months investment horizon. ams AG secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We are able to break down and analyze data for eighteen different technical indicators, which can help you to evaluate if expected returns of 13.39% are justified by taking the suggested risk. Use Ams AG Standard Deviation of 139.18, risk adjusted performance of 0.0958, and Coefficient Of Variation of 923.24 to evaluate company specific risk that cannot be diversified away. Ams AG holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -27.28, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Ams AG are expected to decrease by larger amounts. On the other hand, during market turmoil, Ams AG is expected to outperform it. Use Ams AG information ratio and kurtosis , to analyze future returns on Ams AG.
Auto-correlation | 0.00 |
No correlation between past and present
ams AG has no correlation between past and present. Overlapping area represents the amount of predictability between Ams AG time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 ams AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Ams AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ams AG lagged returns against current returns
Autocorrelation, which is Ams AG 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 Ams AG's pink sheet expected returns. We can calculate the autocorrelation of Ams AG returns to help us make a trade decision. For example, suppose you find that Ams AG 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 |
Ams AG 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 Ams AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ams AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ams AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ams AG Lagged Returns
When evaluating Ams AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ams AG pink sheet have on its future price. Ams AG 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, Ams AG autocorrelation shows the relationship between Ams AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ams AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ams Pink Sheet
Ams AG financial ratios help investors to determine whether Ams 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 Ams with respect to the benefits of owning Ams AG security.