American Eagle (Germany) Market Value
| AFG Stock | 17.50 0.40 2.34% |
| Symbol | American |
American Eagle '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 American Eagle'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 American Eagle.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in American Eagle on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding American Eagle Outfitters or generate 0.0% return on investment in American Eagle over 30 days. American Eagle is related to or competes with LPKF Laser, AOI Electronics, CITY OFFICE, ARROW ELECTRONICS, Luckin Coffee, Nucletron Electronic, and Benchmark Electronics. More
American Eagle 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 American Eagle'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 American Eagle Outfitters upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.58 | |||
| Value At Risk | (4.05) | |||
| Potential Upside | 2.89 |
American Eagle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Eagle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Eagle's standard deviation. In reality, there are many statistical measures that can use American Eagle historical prices to predict the future American Eagle's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of American Eagle's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
American Eagle Outfitters Backtested Returns
American Eagle Outfitters secures Sharpe Ratio (or Efficiency) of -0.0231, which signifies that the company had a -0.0231% return per unit of standard deviation over the last 3 months. American Eagle Outfitters exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm American Eagle's mean deviation of 1.59, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, American Eagle's returns are expected to increase less than the market. However, during the bear market, the loss of holding American Eagle is expected to be smaller as well. At this point, American Eagle Outfitters has a negative expected return of -0.0513%. Please make sure to confirm American Eagle's potential upside, day typical price, and the relationship between the total risk alpha and daily balance of power , to decide if American Eagle Outfitters performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
American Eagle Outfitters has weak reverse predictability. Overlapping area represents the amount of predictability between American Eagle time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 American Eagle Outfitters price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current American Eagle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
American Eagle Outfitters lagged returns against current returns
Autocorrelation, which is American Eagle 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 American Eagle's stock expected returns. We can calculate the autocorrelation of American Eagle returns to help us make a trade decision. For example, suppose you find that American Eagle 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 |
American Eagle 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 American Eagle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Eagle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Eagle stock over time.
Current vs Lagged Prices |
| Timeline |
American Eagle Lagged Returns
When evaluating American Eagle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Eagle stock have on its future price. American Eagle 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, American Eagle autocorrelation shows the relationship between American Eagle stock current value and its past values and can show if there is a momentum factor associated with investing in American Eagle Outfitters.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for American Stock Analysis
When running American Eagle's price analysis, check to measure American Eagle'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 American Eagle is operating at the current time. Most of American Eagle's value examination focuses on studying past and present price action to predict the probability of American Eagle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Eagle's price. Additionally, you may evaluate how the addition of American Eagle to your portfolios can decrease your overall portfolio volatility.