AMREP Stock Forecast - Rate Of Daily Change
AMREP Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast AMREP stock prices and determine the direction of AMREP's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of AMREP's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in interest. AMREP |
Most investors in AMREP cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the AMREP's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets AMREP's price structures and extracts relationships that further increase the generated results' accuracy.
Rate Of Daily Change (RDOC) indicator calculates rate of change of a given period over the current closing price of AMREP.| Check AMREP Volatility | Backtest AMREP | Information Ratio |
The rate of daily change can indicate whether a given asset was oversold or over brought during a given period.
Compare AMREP to competition
AMREP Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with AMREP stock to make a market-neutral strategy. Peer analysis of AMREP could also be used in its relative valuation, which is a method of valuing AMREP by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
AMREP Risk Indicators
The analysis of AMREP's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in AMREP's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting amrep stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 2.08 | |||
| Semi Deviation | 2.99 | |||
| Standard Deviation | 2.77 | |||
| Variance | 7.69 | |||
| Downside Variance | 9.25 | |||
| Semi Variance | 8.93 | |||
| Expected Short fall | (2.08) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Pair Trading with AMREP
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AMREP position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AMREP will appreciate offsetting losses from the drop in the long position's value.Moving together with AMREP Stock
| 0.63 | WM | Waste Management Earnings Call Today | PairCorr |
Moving against AMREP Stock
| 0.57 | ACU | Acme United | PairCorr |
| 0.51 | LNZA | LanzaTech Global Financial Report 20th of May 2024 | PairCorr |
The ability to find closely correlated positions to AMREP could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AMREP when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AMREP - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AMREP to buy it.
The correlation of AMREP is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AMREP moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AMREP moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AMREP can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in interest. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Other Tools for AMREP Stock
When running AMREP's price analysis, check to measure AMREP'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 AMREP is operating at the current time. Most of AMREP's value examination focuses on studying past and present price action to predict the probability of AMREP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMREP's price. Additionally, you may evaluate how the addition of AMREP to your portfolios can decrease your overall portfolio volatility.
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