Ambertech (Australia) Market Value
| AMO Stock | 0.15 0.00 0.00% |
| Symbol | Ambertech |
Ambertech '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 Ambertech'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 Ambertech.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Ambertech on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Ambertech or generate 0.0% return on investment in Ambertech over 90 days. Ambertech is related to or competes with Ishares Global, Adriatic Metals, Embelton, Australian Agricultural, and Vaneck Ftse. Ambertech is entity of Australia. It is traded as Stock on AU exchange. More
Ambertech 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 Ambertech'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 Ambertech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.33 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 30.98 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 |
Ambertech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambertech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambertech's standard deviation. In reality, there are many statistical measures that can use Ambertech historical prices to predict the future Ambertech's volatility.| Risk Adjusted Performance | 0.0307 | |||
| Jensen Alpha | 0.1075 | |||
| Total Risk Alpha | (0.61) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 9.49 |
Ambertech Backtested Returns
Currently, Ambertech is out of control. Ambertech secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Ambertech, which you can use to evaluate the volatility of the firm. Please confirm Ambertech's mean deviation of 2.61, and Risk Adjusted Performance of 0.0307 to double-check if the risk estimate we provide is consistent with the expected return of 0.0066%. The firm shows a Beta (market volatility) of 0.0115, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ambertech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ambertech is expected to be smaller as well. Ambertech right now shows a risk of 4.73%. Please confirm Ambertech market risk adjusted performance, semi deviation, variance, as well as the relationship between the mean deviation and downside deviation , to decide if Ambertech will be following its price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Ambertech has weak reverse predictability. Overlapping area represents the amount of predictability between Ambertech time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Ambertech price movement. The serial correlation of -0.22 indicates that over 22.0% of current Ambertech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ambertech lagged returns against current returns
Autocorrelation, which is Ambertech 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 Ambertech's stock expected returns. We can calculate the autocorrelation of Ambertech returns to help us make a trade decision. For example, suppose you find that Ambertech 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 |
Ambertech 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 Ambertech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambertech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambertech stock over time.
Current vs Lagged Prices |
| Timeline |
Ambertech Lagged Returns
When evaluating Ambertech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambertech stock have on its future price. Ambertech 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, Ambertech autocorrelation shows the relationship between Ambertech stock current value and its past values and can show if there is a momentum factor associated with investing in Ambertech.
Regressed Prices |
| Timeline |
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Additional Tools for Ambertech Stock Analysis
When running Ambertech's price analysis, check to measure Ambertech'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 Ambertech is operating at the current time. Most of Ambertech's value examination focuses on studying past and present price action to predict the probability of Ambertech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ambertech's price. Additionally, you may evaluate how the addition of Ambertech to your portfolios can decrease your overall portfolio volatility.