Ameriprise Financial (Germany) Market Value
| A4S Stock | EUR 540.20 0.40 0.07% |
| Symbol | Ameriprise |
Ameriprise Financial '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 Ameriprise Financial'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 Ameriprise Financial.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Ameriprise Financial on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Ameriprise Financial or generate 0.0% return on investment in Ameriprise Financial over 30 days. Ameriprise Financial is related to or competes with Ares Management, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and NorAm Drilling. Ameriprise Financial, Inc., through its subsidiaries, provides various financial products and services to individual and... More
Ameriprise Financial 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 Ameriprise Financial'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 Ameriprise Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.184 | |||
| Maximum Drawdown | 16.93 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 2.33 |
Ameriprise Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ameriprise Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ameriprise Financial's standard deviation. In reality, there are many statistical measures that can use Ameriprise Financial historical prices to predict the future Ameriprise Financial's volatility.| Risk Adjusted Performance | 0.1959 | |||
| Jensen Alpha | 0.4886 | |||
| Total Risk Alpha | 0.1811 | |||
| Sortino Ratio | 0.2624 | |||
| Treynor Ratio | (4.88) |
Ameriprise Financial Backtested Returns
Ameriprise Financial appears to be very steady, given 3 months investment horizon. Ameriprise Financial secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Ameriprise Financial, which you can use to evaluate the volatility of the firm. Please makes use of Ameriprise Financial's mean deviation of 1.09, and Risk Adjusted Performance of 0.1959 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ameriprise Financial holds a performance score of 19. The firm shows a Beta (market volatility) of -0.0979, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ameriprise Financial are expected to decrease at a much lower rate. During the bear market, Ameriprise Financial is likely to outperform the market. Please check Ameriprise Financial's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Ameriprise Financial's price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
Ameriprise Financial has very good predictability. Overlapping area represents the amount of predictability between Ameriprise Financial time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Ameriprise Financial price movement. The serial correlation of 0.83 indicates that around 83.0% of current Ameriprise Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 35.49 |
Ameriprise Financial lagged returns against current returns
Autocorrelation, which is Ameriprise Financial 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 Ameriprise Financial's stock expected returns. We can calculate the autocorrelation of Ameriprise Financial returns to help us make a trade decision. For example, suppose you find that Ameriprise Financial 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 |
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Ameriprise Financial 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 Ameriprise Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ameriprise Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ameriprise Financial stock over time.
Current vs Lagged Prices |
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Ameriprise Financial Lagged Returns
When evaluating Ameriprise Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ameriprise Financial stock have on its future price. Ameriprise Financial 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, Ameriprise Financial autocorrelation shows the relationship between Ameriprise Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Ameriprise Financial.
Regressed Prices |
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Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Ameriprise Stock
When determining whether Ameriprise Financial is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Ameriprise Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ameriprise Financial Stock. Highlighted below are key reports to facilitate an investment decision about Ameriprise Financial Stock:Check out Ameriprise Financial Correlation, Ameriprise Financial Volatility and Ameriprise Financial Alpha and Beta module to complement your research on Ameriprise Financial. For more detail on how to invest in Ameriprise Stock please use our How to Invest in Ameriprise Financial guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Ameriprise Financial 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.