Amatheon Agri (France) Market Value
| MLAAH Stock | EUR 0.02 0.0005 2.70% |
| Symbol | Amatheon |
Amatheon Agri '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 Amatheon Agri'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 Amatheon Agri.
| 01/04/2023 |
| 12/24/2024 |
If you would invest 0.00 in Amatheon Agri on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding Amatheon Agri Holding or generate 0.0% return on investment in Amatheon Agri over 720 days. Amatheon Agri is related to or competes with Stef SA, Bonduelle SCA, Lisi SA, and Interparfums. Amatheon Agri Holding N.V., an agri-business and food company, engages in the farming, food processing, and trading acti... More
Amatheon Agri 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 Amatheon Agri'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 Amatheon Agri Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 140.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 14.29 |
Amatheon Agri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amatheon Agri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amatheon Agri's standard deviation. In reality, there are many statistical measures that can use Amatheon Agri historical prices to predict the future Amatheon Agri's volatility.| Risk Adjusted Performance | 0.0094 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (0.01) |
Amatheon Agri Holding Backtested Returns
Amatheon Agri Holding secures Sharpe Ratio (or Efficiency) of -0.0067, which signifies that the company had a -0.0067% return per unit of standard deviation over the last 3 months. Amatheon Agri Holding exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amatheon Agri's risk adjusted performance of 0.0094, and Mean Deviation of 8.37 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.07, which signifies a somewhat significant risk relative to the market. Amatheon Agri returns are very sensitive to returns on the market. As the market goes up or down, Amatheon Agri is expected to follow. At this point, Amatheon Agri Holding has a negative expected return of -0.12%. Please make sure to confirm Amatheon Agri's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Amatheon Agri Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.12 |
Insignificant predictability
Amatheon Agri Holding has insignificant predictability. Overlapping area represents the amount of predictability between Amatheon Agri time series from 4th of January 2023 to 30th of December 2023 and 30th of December 2023 to 24th 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 Amatheon Agri Holding price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Amatheon Agri price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Amatheon Agri Holding lagged returns against current returns
Autocorrelation, which is Amatheon Agri 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 Amatheon Agri's stock expected returns. We can calculate the autocorrelation of Amatheon Agri returns to help us make a trade decision. For example, suppose you find that Amatheon Agri 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 |
Amatheon Agri 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 Amatheon Agri stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amatheon Agri stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amatheon Agri stock over time.
Current vs Lagged Prices |
| Timeline |
Amatheon Agri Lagged Returns
When evaluating Amatheon Agri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amatheon Agri stock have on its future price. Amatheon Agri 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, Amatheon Agri autocorrelation shows the relationship between Amatheon Agri stock current value and its past values and can show if there is a momentum factor associated with investing in Amatheon Agri Holding.
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 Amatheon Stock Analysis
When running Amatheon Agri's price analysis, check to measure Amatheon Agri'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 Amatheon Agri is operating at the current time. Most of Amatheon Agri's value examination focuses on studying past and present price action to predict the probability of Amatheon Agri's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amatheon Agri's price. Additionally, you may evaluate how the addition of Amatheon Agri to your portfolios can decrease your overall portfolio volatility.