AMBRA SA (Germany) Market Value
| 1W7 Stock | EUR 5.00 0.10 1.96% |
| Symbol | AMBRA |
AMBRA SA '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 AMBRA SA'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 AMBRA SA.
| 02/04/2023 |
| 12/25/2024 |
If you would invest 0.00 in AMBRA SA on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding AMBRA SA A or generate 0.0% return on investment in AMBRA SA over 690 days. AMBRA SA is related to or competes with Diageo Plc, Brown Forman, Davide Campari, LANSON BCC, MASI AGRICOLA, VIRGIN WINES. Ambra S.A. manufactures, imports, and distributes wines in Central and Eastern Europe More
AMBRA SA 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 AMBRA SA'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 AMBRA SA A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.0692 | |||
| Maximum Drawdown | 25.43 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 3.12 |
AMBRA SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMBRA SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMBRA SA's standard deviation. In reality, there are many statistical measures that can use AMBRA SA historical prices to predict the future AMBRA SA's volatility.| Risk Adjusted Performance | 0.0747 | |||
| Jensen Alpha | 0.2369 | |||
| Total Risk Alpha | 0.1106 | |||
| Sortino Ratio | 0.0873 | |||
| Treynor Ratio | 4.36 |
AMBRA SA A Backtested Returns
AMBRA SA appears to be slightly risky, given 3 months investment horizon. AMBRA SA A retains Efficiency (Sharpe Ratio) of 0.0742, which signifies that the company had a 0.0742% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for AMBRA SA, which you can use to evaluate the volatility of the firm. Please makes use of AMBRA SA's coefficient of variation of 1185.67, and Market Risk Adjusted Performance of 4.37 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AMBRA SA holds a performance score of 5. The firm owns a Beta (Systematic Risk) of 0.0548, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AMBRA SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMBRA SA is expected to be smaller as well. Please check AMBRA SA's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether AMBRA SA's current price history will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
AMBRA SA A has poor reverse predictability. Overlapping area represents the amount of predictability between AMBRA SA time series from 4th of February 2023 to 15th of January 2024 and 15th of January 2024 to 25th 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 AMBRA SA A price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current AMBRA SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
AMBRA SA A lagged returns against current returns
Autocorrelation, which is AMBRA SA 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 AMBRA SA's stock expected returns. We can calculate the autocorrelation of AMBRA SA returns to help us make a trade decision. For example, suppose you find that AMBRA SA 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 |
AMBRA SA 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 AMBRA SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMBRA SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMBRA SA stock over time.
Current vs Lagged Prices |
| Timeline |
AMBRA SA Lagged Returns
When evaluating AMBRA SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMBRA SA stock have on its future price. AMBRA SA 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, AMBRA SA autocorrelation shows the relationship between AMBRA SA stock current value and its past values and can show if there is a momentum factor associated with investing in AMBRA SA A.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMBRA Stock
AMBRA SA financial ratios help investors to determine whether AMBRA 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 AMBRA with respect to the benefits of owning AMBRA SA security.