Amicorp FS (UK) Market Value
| AMIF Stock | 1.67 0.00 0.00% |
| Symbol | Amicorp |
Amicorp FS '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 Amicorp FS'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 Amicorp FS.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Amicorp FS on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Amicorp FS PLC or generate 0.0% return on investment in Amicorp FS over 90 days. Amicorp FS is related to or competes with Batm Advanced, Anglesey Mining, Aeorema Communications, British American, Resolute Mining, Invesco Physical, and Spirent Communications. Amicorp FS is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Amicorp FS 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 Amicorp FS'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 Amicorp FS PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.13 |
Amicorp FS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amicorp FS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amicorp FS's standard deviation. In reality, there are many statistical measures that can use Amicorp FS historical prices to predict the future Amicorp FS's volatility.| Risk Adjusted Performance | 0.1368 | |||
| Jensen Alpha | 0.0551 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 11.85 |
Amicorp FS PLC Backtested Returns
Currently, Amicorp FS PLC is not too volatile. Amicorp FS PLC secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Amicorp FS PLC, which you can use to evaluate the volatility of the firm. Please confirm Amicorp FS's Risk Adjusted Performance of 0.1368, mean deviation of 0.1274, and Standard Deviation of 0.4104 to double-check if the risk estimate we provide is consistent with the expected return of 0.0688%. Amicorp FS has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0047, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amicorp FS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amicorp FS is expected to be smaller as well. Amicorp FS PLC right now shows a risk of 0.42%. Please confirm Amicorp FS PLC information ratio, total risk alpha, and the relationship between the variance and jensen alpha , to decide if Amicorp FS PLC will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Amicorp FS PLC has no correlation between past and present. Overlapping area represents the amount of predictability between Amicorp FS 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 Amicorp FS PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Amicorp FS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Amicorp FS PLC lagged returns against current returns
Autocorrelation, which is Amicorp FS 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 Amicorp FS's stock expected returns. We can calculate the autocorrelation of Amicorp FS returns to help us make a trade decision. For example, suppose you find that Amicorp FS 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 |
Amicorp FS 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 Amicorp FS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amicorp FS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amicorp FS stock over time.
Current vs Lagged Prices |
| Timeline |
Amicorp FS Lagged Returns
When evaluating Amicorp FS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amicorp FS stock have on its future price. Amicorp FS 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, Amicorp FS autocorrelation shows the relationship between Amicorp FS stock current value and its past values and can show if there is a momentum factor associated with investing in Amicorp FS PLC.
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 Amicorp Stock Analysis
When running Amicorp FS's price analysis, check to measure Amicorp FS'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 Amicorp FS is operating at the current time. Most of Amicorp FS's value examination focuses on studying past and present price action to predict the probability of Amicorp FS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amicorp FS's price. Additionally, you may evaluate how the addition of Amicorp FS to your portfolios can decrease your overall portfolio volatility.