AMMB Holdings (Malaysia) Market Value
| 1015 Stock | 5.42 0.10 1.88% |
| Symbol | AMMB |
AMMB Holdings '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 AMMB Holdings' 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 AMMB Holdings.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in AMMB Holdings on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding AMMB Holdings Bhd or generate 0.0% return on investment in AMMB Holdings over 30 days. AMMB Holdings is related to or competes with Alliance Financial, Aeon Credit, OSK Holdings, Kuala Lumpur, FARM FRESH, and Resintech Bhd. More
AMMB Holdings 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 AMMB Holdings' 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 AMMB Holdings Bhd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.0332 | |||
| Maximum Drawdown | 6.57 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.78 |
AMMB Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMMB Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMMB Holdings' standard deviation. In reality, there are many statistical measures that can use AMMB Holdings historical prices to predict the future AMMB Holdings' volatility.| Risk Adjusted Performance | 0.0498 | |||
| Jensen Alpha | 0.0617 | |||
| Total Risk Alpha | 0.0289 | |||
| Sortino Ratio | 0.0335 | |||
| Treynor Ratio | 0.4022 |
AMMB Holdings Bhd Backtested Returns
As of now, AMMB Stock is somewhat reliable. AMMB Holdings Bhd secures Sharpe Ratio (or Efficiency) of 0.0776, which signifies that the company had a 0.0776% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for AMMB Holdings Bhd, which you can use to evaluate the volatility of the firm. Please confirm AMMB Holdings' Semi Deviation of 1.1, mean deviation of 0.9279, and Risk Adjusted Performance of 0.0498 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. AMMB Holdings has a performance score of 6 on a scale of 0 to 100. 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, AMMB Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding AMMB Holdings is expected to be smaller as well. AMMB Holdings Bhd now shows a risk of 1.34%. Please confirm AMMB Holdings Bhd semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if AMMB Holdings Bhd will be following its price patterns.
Auto-correlation | -0.56 |
Good reverse predictability
AMMB Holdings Bhd has good reverse predictability. Overlapping area represents the amount of predictability between AMMB Holdings time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AMMB Holdings Bhd price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current AMMB Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AMMB Holdings Bhd lagged returns against current returns
Autocorrelation, which is AMMB Holdings 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 AMMB Holdings' stock expected returns. We can calculate the autocorrelation of AMMB Holdings returns to help us make a trade decision. For example, suppose you find that AMMB Holdings 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 |
AMMB Holdings 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 AMMB Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMMB Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMMB Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
AMMB Holdings Lagged Returns
When evaluating AMMB Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMMB Holdings stock have on its future price. AMMB Holdings 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, AMMB Holdings autocorrelation shows the relationship between AMMB Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in AMMB Holdings Bhd.
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.Other Information on Investing in AMMB Stock
AMMB Holdings financial ratios help investors to determine whether AMMB Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in AMMB with respect to the benefits of owning AMMB Holdings security.