AMALGAMATED FIN (Germany) Market Value
| A0B0 Stock | EUR 28.20 0.40 1.44% |
| Symbol | AMALGAMATED |
AMALGAMATED FIN '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 AMALGAMATED FIN'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 AMALGAMATED FIN.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in AMALGAMATED FIN on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding AMALGAMATED FIN DL 01 or generate 0.0% return on investment in AMALGAMATED FIN over 90 days. AMALGAMATED FIN is related to or competes with DAIDO METAL, Meiko Electronics, SIMS METAL, METHODE ELECTRONICS, and Nippon Light. More
AMALGAMATED FIN 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 AMALGAMATED FIN'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 AMALGAMATED FIN DL 01 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.1179 | |||
| Maximum Drawdown | 12.74 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 3.17 |
AMALGAMATED FIN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMALGAMATED FIN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMALGAMATED FIN's standard deviation. In reality, there are many statistical measures that can use AMALGAMATED FIN historical prices to predict the future AMALGAMATED FIN's volatility.| Risk Adjusted Performance | 0.1722 | |||
| Jensen Alpha | 0.4977 | |||
| Total Risk Alpha | 0.079 | |||
| Sortino Ratio | 0.1244 | |||
| Treynor Ratio | (0.59) |
AMALGAMATED FIN DL Backtested Returns
AMALGAMATED FIN appears to be very steady, given 3 months investment horizon. AMALGAMATED FIN DL retains Efficiency (Sharpe Ratio) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AMALGAMATED FIN, which you can use to evaluate the volatility of the firm. Please makes use of AMALGAMATED FIN's coefficient of variation of 561.91, and Market Risk Adjusted Performance of (0.58) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AMALGAMATED FIN holds a performance score of 15. The firm owns a Beta (Systematic Risk) of -0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AMALGAMATED FIN are expected to decrease at a much lower rate. During the bear market, AMALGAMATED FIN is likely to outperform the market. Please check AMALGAMATED FIN's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether AMALGAMATED FIN's current price history will revert.
Auto-correlation | 0.55 |
Modest predictability
AMALGAMATED FIN DL 01 has modest predictability. Overlapping area represents the amount of predictability between AMALGAMATED FIN time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 AMALGAMATED FIN DL price movement. The serial correlation of 0.55 indicates that about 55.0% of current AMALGAMATED FIN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
AMALGAMATED FIN DL lagged returns against current returns
Autocorrelation, which is AMALGAMATED FIN 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 AMALGAMATED FIN's stock expected returns. We can calculate the autocorrelation of AMALGAMATED FIN returns to help us make a trade decision. For example, suppose you find that AMALGAMATED FIN 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 |
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AMALGAMATED FIN 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 AMALGAMATED FIN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMALGAMATED FIN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMALGAMATED FIN stock over time.
Current vs Lagged Prices |
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AMALGAMATED FIN Lagged Returns
When evaluating AMALGAMATED FIN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMALGAMATED FIN stock have on its future price. AMALGAMATED FIN 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, AMALGAMATED FIN autocorrelation shows the relationship between AMALGAMATED FIN stock current value and its past values and can show if there is a momentum factor associated with investing in AMALGAMATED FIN DL 01.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in AMALGAMATED Stock
AMALGAMATED FIN financial ratios help investors to determine whether AMALGAMATED Stock 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 AMALGAMATED with respect to the benefits of owning AMALGAMATED FIN security.