Ap Moeller Stock Market Value
| AMKAF Stock | USD 1,400 59.00 4.04% |
| Symbol | AMKAF |
AP Moeller '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 AP Moeller's pink sheet 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 AP Moeller.
| 11/09/2023 |
| 05/07/2024 |
If you would invest 0.00 in AP Moeller on November 9, 2023 and sell it all today you would earn a total of 0.00 from holding AP Moeller or generate 0.0% return on investment in AP Moeller over 180 days. AP Moeller is related to or competes with Hapag-Lloyd Aktiengesellscha, Hapag Lloyd, AP Moeller, SITC International, Nippon Yusen, Orient Overseas, and Mitsui OSK. Mller - Mrsk AS operates as an integrated transport and logistics company worldwide More
AP Moeller 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 AP Moeller's pink sheet 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 AP Moeller upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 20.53 | |||
| Value At Risk | (4.04) | |||
| Potential Upside | 5.95 |
AP Moeller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Moeller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Moeller's standard deviation. In reality, there are many statistical measures that can use AP Moeller historical prices to predict the future AP Moeller's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | 0.227 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AP Moeller'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.
AP Moeller Backtested Returns
AP Moeller retains Efficiency (Sharpe Ratio) of -0.0744, which signifies that the company had a -0.0744% return per unit of price deviation over the last 3 months. AP Moeller exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AP Moeller's Information Ratio of (0.09), market risk adjusted performance of 0.237, and Variance of 13.34 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -1.14, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning AP Moeller are expected to decrease slowly. On the other hand, during market turmoil, AP Moeller is expected to outperform it slightly. AP Moeller has an expected return of -0.27%. Please make sure to confirm AP Moeller value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if AP Moeller performance from the past will be repeated sooner or later.
Auto-correlation | -0.35 |
Poor reverse predictability
AP Moeller has poor reverse predictability. Overlapping area represents the amount of predictability between AP Moeller time series from 9th of November 2023 to 7th of February 2024 and 7th of February 2024 to 7th of May 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 AP Moeller price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current AP Moeller price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 7024.9 |
AP Moeller lagged returns against current returns
Autocorrelation, which is AP Moeller pink sheet'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 AP Moeller's pink sheet expected returns. We can calculate the autocorrelation of AP Moeller returns to help us make a trade decision. For example, suppose you find that AP Moeller has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
AP Moeller 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 AP Moeller pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Moeller pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AP Moeller pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AP Moeller Lagged Returns
When evaluating AP Moeller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Moeller pink sheet have on its future price. AP Moeller 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, AP Moeller autocorrelation shows the relationship between AP Moeller pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AP Moeller .
Regressed Prices |
| Timeline |
Pair Trading with AP Moeller
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 AP Moeller 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 AP Moeller will appreciate offsetting losses from the drop in the long position's value.Moving together with AMKAF Pink Sheet
| 0.93 | AMKBY | AP Moeller Maersk | PairCorr |
| 0.9 | AMKBF | AP Mller | PairCorr |
Moving against AMKAF Pink Sheet
| 0.67 | AZZ | AZZ Incorporated Financial Report 5th of July 2024 | PairCorr |
| 0.64 | AIG | American International | PairCorr |
| 0.64 | BAMXF | Bayerische Motoren Werke | PairCorr |
| 0.59 | PGR | Progressive Corp Sell-off Trend | PairCorr |
| 0.44 | PPERF | Bank Mandiri Persero | PairCorr |
The ability to find closely correlated positions to AP Moeller could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AP Moeller 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 AP Moeller - 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 AP Moeller to buy it.
The correlation of AP Moeller 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 AP Moeller moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AP Moeller 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 AP Moeller 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 AP Moeller Correlation, AP Moeller Volatility and AP Moeller Alpha and Beta module to complement your research on AP Moeller. Note that the AP Moeller information on this page should be used as a complementary analysis to other AP Moeller'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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for AMKAF Pink Sheet analysis
When running AP Moeller's price analysis, check to measure AP Moeller'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 AP Moeller is operating at the current time. Most of AP Moeller's value examination focuses on studying past and present price action to predict the probability of AP Moeller's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AP Moeller's price. Additionally, you may evaluate how the addition of AP Moeller to your portfolios can decrease your overall portfolio volatility.
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AP Moeller technical pink sheet 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, pink sheet market cycles, or different charting patterns.