Amazon (Brazil) Market Value
| AMZO34 Stock | BRL 63.22 1.24 2.00% |
| Symbol | Amazon |
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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Amazon on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Amazon Inc or generate 0.0% return on investment in Amazon over 90 days. Amazon is related to or competes with Trade Desk, Vulcan Materials, Zoom Video, Cognizant Technology, Charter Communications, Verizon Communications, and Taiwan Semiconductor. Amazon.com, Inc. engages in the retail sale of consumer products and subscriptions in North America and internationally More
Amazon 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 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.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.0731 | |||
| Maximum Drawdown | 11.9 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 3.26 |
Amazon Market Risk Indicators
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.| Risk Adjusted Performance | 0.1397 | |||
| Jensen Alpha | 0.2108 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1044 | |||
| Treynor Ratio | 0.5541 |
Amazon Inc Backtested Returns
Amazon appears to be very steady, given 3 months investment horizon. Amazon Inc secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % 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 1.45, and Risk Adjusted Performance of 0.1397 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 16. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amazon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amazon is expected to be smaller as well. Please check Amazon's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether Amazon's price patterns will revert.
Auto-correlation | 0.54 |
Modest predictability
Amazon Inc has modest predictability. Overlapping area represents the amount of predictability between Amazon time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 0.54 indicates that about 54.0% of current Amazon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 2.23 |
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 |
Also Currently Popular
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 Information and Resources on Investing in Amazon Stock
When determining whether Amazon Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Amazon's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Amazon Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Amazon Inc Stock:Check out Amazon Correlation, Amazon Volatility and Amazon Alpha and Beta module to complement your research on Amazon. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Amazon technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.