Amundi Physical (UK) Market Value
| GLDA Stock | 9,177 44.88 0.49% |
| Symbol | Amundi |
Amundi Physical '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 Amundi Physical'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 Amundi Physical.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Amundi Physical on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Amundi Physical Gold or generate 0.0% return on investment in Amundi Physical over 90 days. Amundi Physical is related to or competes with Creo Medical, Aptitude Software, Vitec Software, Alfa Financial, Advanced Medical, Ecclesiastical Insurance, and Charter Communications. More
Amundi Physical 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 Amundi Physical'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 Amundi Physical Gold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7197 | |||
| Information Ratio | 0.3137 | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.55 |
Amundi Physical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi Physical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi Physical's standard deviation. In reality, there are many statistical measures that can use Amundi Physical historical prices to predict the future Amundi Physical's volatility.| Risk Adjusted Performance | 0.1713 | |||
| Jensen Alpha | 0.1594 | |||
| Total Risk Alpha | 0.2637 | |||
| Sortino Ratio | 0.3702 | |||
| Treynor Ratio | 8.69 |
Amundi Physical Gold Backtested Returns
Currently, Amundi Physical Gold is very steady. Amundi Physical Gold secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Amundi Physical Gold, which you can use to evaluate the volatility of the firm. Please confirm Amundi Physical's Risk Adjusted Performance of 0.1713, downside deviation of 0.7197, and Mean Deviation of 0.6452 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Amundi Physical has a performance score of 15 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0181, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amundi Physical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi Physical is expected to be smaller as well. Amundi Physical Gold right now shows a risk of 0.85%. Please confirm Amundi Physical Gold sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Amundi Physical Gold will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Amundi Physical Gold has weak reverse predictability. Overlapping area represents the amount of predictability between Amundi Physical 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 Amundi Physical Gold price movement. The serial correlation of -0.25 indicates that over 25.0% of current Amundi Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 13.7 K |
Amundi Physical Gold lagged returns against current returns
Autocorrelation, which is Amundi Physical 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 Amundi Physical's stock expected returns. We can calculate the autocorrelation of Amundi Physical returns to help us make a trade decision. For example, suppose you find that Amundi Physical 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 |
Amundi Physical 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 Amundi Physical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amundi Physical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amundi Physical stock over time.
Current vs Lagged Prices |
| Timeline |
Amundi Physical Lagged Returns
When evaluating Amundi Physical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amundi Physical stock have on its future price. Amundi Physical 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, Amundi Physical autocorrelation shows the relationship between Amundi Physical stock current value and its past values and can show if there is a momentum factor associated with investing in Amundi Physical Gold.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Amundi Stock Analysis
When running Amundi Physical's price analysis, check to measure Amundi Physical'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 Amundi Physical is operating at the current time. Most of Amundi Physical's value examination focuses on studying past and present price action to predict the probability of Amundi Physical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amundi Physical's price. Additionally, you may evaluate how the addition of Amundi Physical to your portfolios can decrease your overall portfolio volatility.