Amundi MSCI's market value is the price at which a share of Amundi MSCI trades on a public exchange. It measures the collective expectations of Amundi MSCI Europe investors about its performance. Amundi MSCI is trading at 186.08 as of the 1st of January 2025, a 1.16% increase since the beginning of the trading day. The etf's open price was 183.94. With this module, you can estimate the performance of a buy and hold strategy of Amundi MSCI Europe and determine expected loss or profit from investing in Amundi MSCI over a given investment horizon. Check out Amundi MSCI Correlation, Amundi MSCI Volatility and Amundi MSCI Alpha and Beta module to complement your research on Amundi MSCI.
Please note, there is a significant difference between Amundi MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amundi MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amundi MSCI'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.
Amundi MSCI '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 MSCI's etf 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 MSCI.
0.00
01/12/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/01/2025
0.00
If you would invest 0.00 in Amundi MSCI on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding Amundi MSCI Europe or generate 0.0% return on investment in Amundi MSCI over 720 days. Amundi MSCI is related to or competes with Amundi Index, Amundi Index, Amundi MSCI, Amundi Index, Amundi SP, Amundi MSCI, and Amundi Stoxx. More
Amundi MSCI 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 MSCI's etf 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 MSCI Europe upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi MSCI's standard deviation. In reality, there are many statistical measures that can use Amundi MSCI historical prices to predict the future Amundi MSCI's volatility.
Amundi MSCI Europe secures Sharpe Ratio (or Efficiency) of -0.0535, which signifies that the etf had a -0.0535% return per unit of risk over the last 3 months. Amundi MSCI Europe exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amundi MSCI's Standard Deviation of 0.9084, risk adjusted performance of (0.04), and Mean Deviation of 0.6703 to double-check the risk estimate we provide. The etf shows a Beta (market volatility) of -0.0245, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amundi MSCI are expected to decrease at a much lower rate. During the bear market, Amundi MSCI is likely to outperform the market.
Auto-correlation
0.22
Weak predictability
Amundi MSCI Europe has weak predictability. Overlapping area represents the amount of predictability between Amundi MSCI time series from 12th of January 2023 to 7th of January 2024 and 7th of January 2024 to 1st of January 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 MSCI Europe price movement. The serial correlation of 0.22 indicates that over 22.0% of current Amundi MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient
0.22
Spearman Rank Test
-0.12
Residual Average
0.0
Price Variance
42.01
Amundi MSCI Europe lagged returns against current returns
Autocorrelation, which is Amundi MSCI etf'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 MSCI's etf expected returns. We can calculate the autocorrelation of Amundi MSCI returns to help us make a trade decision. For example, suppose you find that Amundi MSCI has exhibited high autocorrelation historically, and you observe that the etf 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 MSCI 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 MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amundi MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amundi MSCI etf over time.
Current vs Lagged Prices
Timeline
Amundi MSCI Lagged Returns
When evaluating Amundi MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amundi MSCI etf have on its future price. Amundi MSCI 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 MSCI autocorrelation shows the relationship between Amundi MSCI etf current value and its past values and can show if there is a momentum factor associated with investing in Amundi MSCI Europe.
Regressed Prices
Timeline
Also Currently Popular
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.
Amundi MSCI financial ratios help investors to determine whether Amundi Etf 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 Amundi with respect to the benefits of owning Amundi MSCI security.