AMKOR TECHNOLOGY (Germany) Market Value
| AMK Stock | EUR 18.28 0.19 1.03% |
| Symbol | AMKOR |
AMKOR TECHNOLOGY '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 AMKOR TECHNOLOGY'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 AMKOR TECHNOLOGY.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in AMKOR TECHNOLOGY on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding AMKOR TECHNOLOGY or generate 0.0% return on investment in AMKOR TECHNOLOGY over 90 days. AMKOR TECHNOLOGY is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
AMKOR TECHNOLOGY 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 AMKOR TECHNOLOGY'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 AMKOR TECHNOLOGY upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0755 | |||
| Maximum Drawdown | 16.35 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 4.53 |
AMKOR TECHNOLOGY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMKOR TECHNOLOGY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMKOR TECHNOLOGY's standard deviation. In reality, there are many statistical measures that can use AMKOR TECHNOLOGY historical prices to predict the future AMKOR TECHNOLOGY's volatility.| Risk Adjusted Performance | 0.1262 | |||
| Jensen Alpha | 0.3125 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0993 | |||
| Treynor Ratio | 2.14 |
AMKOR TECHNOLOGY Backtested Returns
AMKOR TECHNOLOGY appears to be not too volatile, given 3 months investment horizon. AMKOR TECHNOLOGY secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for AMKOR TECHNOLOGY, which you can use to evaluate the volatility of the firm. Please makes use of AMKOR TECHNOLOGY's Semi Deviation of 1.78, mean deviation of 2.03, and Risk Adjusted Performance of 0.1262 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AMKOR TECHNOLOGY holds a performance score of 14. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMKOR TECHNOLOGY's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMKOR TECHNOLOGY is expected to be smaller as well. Please check AMKOR TECHNOLOGY's sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether AMKOR TECHNOLOGY's price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
AMKOR TECHNOLOGY has modest predictability. Overlapping area represents the amount of predictability between AMKOR TECHNOLOGY 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 AMKOR TECHNOLOGY price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current AMKOR TECHNOLOGY price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
AMKOR TECHNOLOGY lagged returns against current returns
Autocorrelation, which is AMKOR TECHNOLOGY 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 AMKOR TECHNOLOGY's stock expected returns. We can calculate the autocorrelation of AMKOR TECHNOLOGY returns to help us make a trade decision. For example, suppose you find that AMKOR TECHNOLOGY 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 |
AMKOR TECHNOLOGY 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 AMKOR TECHNOLOGY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMKOR TECHNOLOGY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMKOR TECHNOLOGY stock over time.
Current vs Lagged Prices |
| Timeline |
AMKOR TECHNOLOGY Lagged Returns
When evaluating AMKOR TECHNOLOGY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMKOR TECHNOLOGY stock have on its future price. AMKOR TECHNOLOGY 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, AMKOR TECHNOLOGY autocorrelation shows the relationship between AMKOR TECHNOLOGY stock current value and its past values and can show if there is a momentum factor associated with investing in AMKOR TECHNOLOGY.
Regressed Prices |
| Timeline |
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Additional Tools for AMKOR Stock Analysis
When running AMKOR TECHNOLOGY's price analysis, check to measure AMKOR TECHNOLOGY'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 AMKOR TECHNOLOGY is operating at the current time. Most of AMKOR TECHNOLOGY's value examination focuses on studying past and present price action to predict the probability of AMKOR TECHNOLOGY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMKOR TECHNOLOGY's price. Additionally, you may evaluate how the addition of AMKOR TECHNOLOGY to your portfolios can decrease your overall portfolio volatility.