AEX Amsterdam (Netherlands) Market Value

AEX -  Netherlands Index  

 792.40  289.75  26.78%

AEX Amsterdam's market value is the price at which a share of AEX Amsterdam stock trades on a public exchange. It measures the collective expectations of AEX Amsterdam investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of AEX Amsterdam and determine expected loss or profit from investing in AEX Amsterdam over a given investment horizon. Check out AEX Amsterdam Hype Analysis, AEX Amsterdam Correlation, Portfolio Optimization, AEX Amsterdam Volatility, as well as analyze AEX Amsterdam Alpha and Beta and AEX Amsterdam Performance.
Symbol
Backtest

Please note, there is a significant difference between AEX Amsterdam's value and its price as these two are different measures arrived at by different means. Investors typically determine AEX Amsterdam value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AEX Amsterdam'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.

AEX Amsterdam '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 AEX Amsterdam's index 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 AEX Amsterdam.
0.00
04/01/2021
No Change 0.00  0.0 
In 5 months and 30 days
09/28/2021
0.00
If you would invest  0.00  in AEX Amsterdam on April 1, 2021 and sell it all today you would earn a total of 0.00 from holding AEX Amsterdam or generate 0.0% return on investment in AEX Amsterdam over 180 days.

AEX Amsterdam 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 AEX Amsterdam's index 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 AEX Amsterdam upside and downside potential and time the market with a certain degree of confidence.

AEX Amsterdam Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for AEX Amsterdam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AEX Amsterdam's standard deviation. In reality, there are many statistical measures that can use AEX Amsterdam historical prices to predict the future AEX Amsterdam's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of AEX Amsterdam'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. Please use the tools below to analyze the current value of AEX Amsterdam in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
788.90792.40795.90
Details
Intrinsic
Valuation
LowReal ValueHigh
574.95578.45871.64
Details
Naive
Forecast
LowNext ValueHigh
788.35791.85795.35
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
902.261,0551,207
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as AEX Amsterdam. Your research has to be compared to or analyzed against AEX Amsterdam's peers to derive any actionable benefits. When done correctly, AEX Amsterdam's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in AEX Amsterdam.

AEX Amsterdam Backtested Returns

AEX Amsterdam secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the index had -0.1% of return per unit of volatility over the last 3 months. Macroaxis viewpoint regarding foreseeing the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. AEX Amsterdam exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. Let's try to break down what AEX Amsterdam's beta means in this case. the returns on MARKET and AEX Amsterdam are completely uncorrelated. Even though it is essential to pay attention to AEX Amsterdam historical returns, it is always good to be careful when utilizing equity current trending patterns. Our way of foreseeing any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. AEX Amsterdam exposes twenty-six different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.51   

Modest predictability

AEX Amsterdam has modest predictability. Overlapping area represents the amount of predictability between AEX Amsterdam time series from 1st of April 2021 to 30th of June 2021 and 30th of June 2021 to 28th of September 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AEX Amsterdam price movement. The serial correlation of 0.51 indicates that about 51.0% of current AEX Amsterdam price fluctuation can be explain by its past prices.
Correlation Coefficient0.51
Spearman Rank Test0.3
Residual Average0.0
Price Variance1876.94

AEX Amsterdam lagged returns against current returns

Autocorrelation, which is AEX Amsterdam index'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 AEX Amsterdam's index expected returns. We can calculate the autocorrelation of AEX Amsterdam returns to help us make a trade decision. For example, suppose you find that AEX Amsterdam index 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 stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

AEX Amsterdam 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 AEX Amsterdam index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AEX Amsterdam index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AEX Amsterdam index over time.
 Current vs Lagged Prices 
Share
      Timeline 

AEX Amsterdam Lagged Returns

When evaluating AEX Amsterdam's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AEX Amsterdam index have on its future price. AEX Amsterdam 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, AEX Amsterdam autocorrelation shows the relationship between AEX Amsterdam index current value and its past values and can show if there is a momentum factor associated with investing in AEX Amsterdam.
 Regressed Prices 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in AEX Amsterdam without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Portfolio Backtesting Now

   

Portfolio Backtesting

Avoid under-diversification and over-optimization by backtesting your portfolios
All  Next Launch Module

Also Currently Popular

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..
Check out AEX Amsterdam Hype Analysis, AEX Amsterdam Correlation, Portfolio Optimization, AEX Amsterdam Volatility, as well as analyze AEX Amsterdam Alpha and Beta and AEX Amsterdam Performance. Note that the AEX Amsterdam information on this page should be used as a complementary analysis to other AEX Amsterdam'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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Other Tools for AEX Amsterdam Index

When running AEX Amsterdam price analysis, check to measure AEX Amsterdam'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 AEX Amsterdam is operating at the current time. Most of AEX Amsterdam's value examination focuses on studying past and present price action to predict the probability of AEX Amsterdam's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AEX Amsterdam's price. Additionally, you may evaluate how the addition of AEX Amsterdam to your portfolios can decrease your overall portfolio volatility.
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go