Amazon's market value is the price at which a share of Amazon trades on a public exchange. It measures the collective expectations of Amazon Inc investors about its performance. Amazon is trading at 4230.00 as of the 24th of July 2025; that is 0.38 percent decrease since the beginning of the trading day. The stock's open price was 4245.93. With this module, you can estimate the performance of a buy and hold strategy of Amazon Inc and determine expected loss or profit from investing in Amazon over a given investment horizon. Check out Amazon Correlation, Amazon Volatility and Amazon Alpha and Beta module to complement your research on Amazon.
Please note, there is a significant difference between Amazon's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amazon is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amazon'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.
Amazon '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 Amazon'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 Amazon.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Amazon'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 Amazon Inc 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 Amazon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amazon's standard deviation. In reality, there are many statistical measures that can use Amazon historical prices to predict the future Amazon's volatility.
Amazon appears to be very steady, given 3 months investment horizon. Amazon Inc secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Amazon Inc, which you can use to evaluate the volatility of the firm. Please makes use of Amazon's mean deviation of 1.08, and Risk Adjusted Performance of 0.1431 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amazon holds a performance score of 11. The firm shows a Beta (market volatility) of -0.0263, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amazon are expected to decrease at a much lower rate. During the bear market, Amazon is likely to outperform the market. Please check Amazon'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 Amazon's price patterns will revert.
Auto-correlation
0.41
Average predictability
Amazon Inc has average predictability. Overlapping area represents the amount of predictability between Amazon time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Amazon Inc price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Amazon price fluctuation can be explain by its past prices.
Correlation Coefficient
0.41
Spearman Rank Test
0.45
Residual Average
0.0
Price Variance
5977.29
Amazon Inc lagged returns against current returns
Autocorrelation, which is Amazon 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 Amazon's stock expected returns. We can calculate the autocorrelation of Amazon returns to help us make a trade decision. For example, suppose you find that Amazon 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
Amazon 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 Amazon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amazon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amazon stock over time.
Current vs Lagged Prices
Timeline
Amazon Lagged Returns
When evaluating Amazon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amazon stock have on its future price. Amazon 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, Amazon autocorrelation shows the relationship between Amazon stock current value and its past values and can show if there is a momentum factor associated with investing in Amazon Inc.
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.
When running Amazon's price analysis, check to measure Amazon'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 Amazon is operating at the current time. Most of Amazon's value examination focuses on studying past and present price action to predict the probability of Amazon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amazon's price. Additionally, you may evaluate how the addition of Amazon to your portfolios can decrease your overall portfolio volatility.