Ambac Financial Group Stock Market Value
| AMBC Stock | USD 14.32 0.63 4.21% |
| Symbol | Ambac |
Ambac Financial Group Price To Book Ratio
Is Ambac Financial's industry 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 Ambac Financial. If investors know Ambac 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 Ambac Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.81) | Earnings Share 0.18 | Revenue Per Share 5.894 | Quarterly Revenue Growth (0.42) | Return On Assets 0.0058 |
The market value of Ambac Financial Group is measured differently than its book value, which is the value of Ambac that is recorded on the company's balance sheet. Investors also form their own opinion of Ambac Financial's value that differs from its market value or its book value, called intrinsic value, which is Ambac Financial's 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 Ambac Financial's market value can be influenced by many factors that don't directly affect Ambac Financial's 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 Ambac Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ambac Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ambac Financial's 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.
Ambac 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 Ambac 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 Ambac Financial.
| 04/27/2022 |
| 04/16/2024 |
If you would invest 0.00 in Ambac Financial on April 27, 2022 and sell it all today you would earn a total of 0.00 from holding Ambac Financial Group or generate 0.0% return on investment in Ambac Financial over 720 days. Ambac Financial is related to or competes with Stewart Information, Old Republic, American Financial, and Reinsurance Group. Ambac Financial Group, Inc., a financial services holding company, provides financial guarantees in the United States, t... More
Ambac 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 Ambac 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 Ambac Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.03 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 3.12 |
Ambac Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambac Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambac Financial's standard deviation. In reality, there are many statistical measures that can use Ambac Financial historical prices to predict the future Ambac Financial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ambac Financial'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.
Ambac Financial Group Backtested Returns
Ambac Financial Group secures Sharpe Ratio (or Efficiency) of -0.047, which signifies that the company had a -0.047% return per unit of standard deviation over the last 3 months. Ambac Financial Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ambac Financial's mean deviation of 1.5, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ambac Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ambac Financial is expected to be smaller as well. Ambac Financial Group has an expected return of -0.0986%. Please make sure to confirm Ambac Financial Group mean deviation, jensen alpha, potential upside, as well as the relationship between the standard deviation and treynor ratio , to decide if Ambac Financial Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Ambac Financial Group has below average predictability. Overlapping area represents the amount of predictability between Ambac Financial time series from 27th of April 2022 to 22nd of April 2023 and 22nd of April 2023 to 16th of April 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 Ambac Financial Group price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Ambac Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.91 |
Ambac Financial Group lagged returns against current returns
Autocorrelation, which is Ambac 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 Ambac Financial's stock expected returns. We can calculate the autocorrelation of Ambac Financial returns to help us make a trade decision. For example, suppose you find that Ambac 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 |
| Timeline |
Ambac 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 Ambac Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambac Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambac Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Ambac Financial Lagged Returns
When evaluating Ambac Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambac Financial stock have on its future price. Ambac 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, Ambac Financial autocorrelation shows the relationship between Ambac Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Ambac Financial Group.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ambac Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ambac Financial's short interest history, or implied volatility extrapolated from Ambac Financial options trading.
Pair Trading with Ambac Financial
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 Ambac Financial 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 Ambac Financial will appreciate offsetting losses from the drop in the long position's value.Moving against Ambac Stock
| 0.53 | RDN | Radian Group Financial Report 1st of May 2024 | PairCorr |
| 0.49 | HIPO | Hippo Holdings Financial Report 14th of May 2024 | PairCorr |
| 0.48 | ACT | Enact Holdings Financial Report 1st of May 2024 | PairCorr |
| 0.43 | MTG | MGIC Investment Corp Financial Report 1st of May 2024 | PairCorr |
The ability to find closely correlated positions to Ambac Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ambac Financial 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 Ambac Financial - 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 Ambac Financial Group to buy it.
The correlation of Ambac Financial 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 Ambac Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ambac Financial Group 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 Ambac Financial 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 Ambac Financial Correlation, Ambac Financial Volatility and Ambac Financial Alpha and Beta module to complement your research on Ambac Financial. Note that the Ambac Financial Group information on this page should be used as a complementary analysis to other Ambac Financial's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Ambac Stock analysis
When running Ambac Financial's price analysis, check to measure Ambac Financial'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 Ambac Financial is operating at the current time. Most of Ambac Financial's value examination focuses on studying past and present price action to predict the probability of Ambac Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ambac Financial's price. Additionally, you may evaluate how the addition of Ambac Financial to your portfolios can decrease your overall portfolio volatility.
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Ambac 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.