Aemetis Stock Market Value
| AMTX Stock | USD 3.01 0.04 1.31% |
| Symbol | Aemetis |
Aemetis Price To Book Ratio
Is Oil & Gas Refining & Marketing space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Aemetis. If investors know Aemetis will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Aemetis listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.23) | Revenue Per Share 6.727 | Quarterly Revenue Growth 0.186 | Return On Assets (0.09) |
The market value of Aemetis is measured differently than its book value, which is the value of Aemetis that is recorded on the company's balance sheet. Investors also form their own opinion of Aemetis' value that differs from its market value or its book value, called intrinsic value, which is Aemetis' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Aemetis' market value can be influenced by many factors that don't directly affect Aemetis' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Aemetis' value and its price as these two are different measures arrived at by different means. Investors typically determine if Aemetis is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aemetis' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Aemetis '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 Aemetis' 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 Aemetis.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Aemetis on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Aemetis or generate 0.0% return on investment in Aemetis over 30 days. Aemetis is related to or competes with PBF Energy, Clean Energy, Par Pacific, CVR Energy, Marathon Petroleum, Delek Energy, and Valero Energy. Aemetis, Inc. operates as a renewable natural gas and renewable fuels company in North America and India More
Aemetis 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 Aemetis' 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 Aemetis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.56 | |||
| Information Ratio | 0.0633 | |||
| Maximum Drawdown | 39.3 | |||
| Value At Risk | (7.45) | |||
| Potential Upside | 10.2 |
Aemetis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aemetis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aemetis' standard deviation. In reality, there are many statistical measures that can use Aemetis historical prices to predict the future Aemetis' volatility.| Risk Adjusted Performance | 0.0667 | |||
| Jensen Alpha | 0.5637 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.0838 | |||
| Treynor Ratio | (0.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aemetis' 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.
Aemetis Backtested Returns
Aemetis appears to be unstable, given 3 months investment horizon. Aemetis secures Sharpe Ratio (or Efficiency) of 0.0941, which signifies that the company had a 0.0941% return per unit of risk over the last 3 months. By analyzing Aemetis' technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of Aemetis' Risk Adjusted Performance of 0.0667, mean deviation of 4.24, and Downside Deviation of 4.56 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aemetis holds a performance score of 7. The firm shows a Beta (market volatility) of -1.01, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Aemetis are expected to decrease slowly. On the other hand, during market turmoil, Aemetis is expected to outperform it slightly. Please check Aemetis' treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Aemetis' price patterns will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
Aemetis has poor reverse predictability. Overlapping area represents the amount of predictability between Aemetis time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Aemetis price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Aemetis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Aemetis lagged returns against current returns
Autocorrelation, which is Aemetis 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 Aemetis' stock expected returns. We can calculate the autocorrelation of Aemetis returns to help us make a trade decision. For example, suppose you find that Aemetis 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 |
Aemetis 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 Aemetis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aemetis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aemetis stock over time.
Current vs Lagged Prices |
| Timeline |
Aemetis Lagged Returns
When evaluating Aemetis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aemetis stock have on its future price. Aemetis 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, Aemetis autocorrelation shows the relationship between Aemetis stock current value and its past values and can show if there is a momentum factor associated with investing in Aemetis.
Regressed Prices |
| Timeline |
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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 Tools for Aemetis Stock Analysis
When running Aemetis' price analysis, check to measure Aemetis' 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 Aemetis is operating at the current time. Most of Aemetis' value examination focuses on studying past and present price action to predict the probability of Aemetis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aemetis' price. Additionally, you may evaluate how the addition of Aemetis to your portfolios can decrease your overall portfolio volatility.