Admiral Group Plc Stock Market Value
| AMIGY Stock | USD 34.46 0.12 0.35% |
| Symbol | Admiral |
Admiral Group '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 Admiral Group'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 Admiral Group.
| 05/23/2022 |
| 05/12/2024 |
If you would invest 0.00 in Admiral Group on May 23, 2022 and sell it all today you would earn a total of 0.00 from holding Admiral Group PLC or generate 0.0% return on investment in Admiral Group over 720 days. Admiral Group is related to or competes with AmTrust Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Aspen Insurance, and AmTrust Financial. Admiral Group plc provides financial services in the United Kingdom, Spain, Italy, France, Canada, India, and the United... More
Admiral Group 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 Admiral Group'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 Admiral Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.026 | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 1.99 |
Admiral Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Admiral Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Admiral Group's standard deviation. In reality, there are many statistical measures that can use Admiral Group historical prices to predict the future Admiral Group's volatility.| Risk Adjusted Performance | 0.0594 | |||
| Jensen Alpha | 0.1191 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0251 | |||
| Treynor Ratio | (0.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Admiral Group'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.
Admiral Group PLC Backtested Returns
We consider Admiral Group very steady. Admiral Group PLC secures Sharpe Ratio (or Efficiency) of 0.0874, which signifies that the company had a 0.0874% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Admiral Group PLC, which you can use to evaluate the volatility of the firm. Please confirm Admiral Group's Mean Deviation of 1.02, downside deviation of 1.4, and Risk Adjusted Performance of 0.0594 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Admiral Group has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Admiral Group are expected to decrease at a much lower rate. During the bear market, Admiral Group is likely to outperform the market. Admiral Group PLC right now shows a risk of 1.36%. Please confirm Admiral Group PLC treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if Admiral Group PLC will be following its price patterns.
Auto-correlation | 0.40 |
Average predictability
Admiral Group PLC has average predictability. Overlapping area represents the amount of predictability between Admiral Group time series from 23rd of May 2022 to 18th of May 2023 and 18th of May 2023 to 12th 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 Admiral Group PLC price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Admiral Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 8.53 |
Admiral Group PLC lagged returns against current returns
Autocorrelation, which is Admiral Group 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 Admiral Group's pink sheet expected returns. We can calculate the autocorrelation of Admiral Group returns to help us make a trade decision. For example, suppose you find that Admiral Group 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 |
Admiral Group 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 Admiral Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Admiral Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Admiral Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Admiral Group Lagged Returns
When evaluating Admiral Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Admiral Group pink sheet have on its future price. Admiral Group 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, Admiral Group autocorrelation shows the relationship between Admiral Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Admiral Group PLC.
Regressed Prices |
| Timeline |
Check out Admiral Group Correlation, Admiral Group Volatility and Admiral Group Alpha and Beta module to complement your research on Admiral Group. Note that the Admiral Group PLC information on this page should be used as a complementary analysis to other Admiral Group'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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Complementary Tools for Admiral Pink Sheet analysis
When running Admiral Group's price analysis, check to measure Admiral Group'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 Admiral Group is operating at the current time. Most of Admiral Group's value examination focuses on studying past and present price action to predict the probability of Admiral Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Admiral Group's price. Additionally, you may evaluate how the addition of Admiral Group to your portfolios can decrease your overall portfolio volatility.
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Admiral Group 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.