Ameriprise Financial Stock Market Value
| AMP Stock | USD 411.79 4.56 1.10% |
| Symbol | Ameriprise |
Ameriprise Financial Price To Book Ratio
Is Ameriprise 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 Ameriprise Financial. If investors know Ameriprise 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 Ameriprise 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 1.496 | Dividend Share 5.4 | Earnings Share 29.39 | Revenue Per Share 158.736 | Quarterly Revenue Growth 0.125 |
The market value of Ameriprise Financial is measured differently than its book value, which is the value of Ameriprise that is recorded on the company's balance sheet. Investors also form their own opinion of Ameriprise Financial's value that differs from its market value or its book value, called intrinsic value, which is Ameriprise 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 Ameriprise Financial's market value can be influenced by many factors that don't directly affect Ameriprise 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 Ameriprise Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ameriprise Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ameriprise 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.
Ameriprise 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 Ameriprise 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 Ameriprise Financial.
| 11/03/2023 |
| 05/01/2024 |
If you would invest 0.00 in Ameriprise Financial on November 3, 2023 and sell it all today you would earn a total of 0.00 from holding Ameriprise Financial or generate 0.0% return on investment in Ameriprise Financial over 180 days. Ameriprise Financial is related to or competes with Pimco Corporate, Pimco Income, Pcm Fund, Pimco High, AllianzGI Convertible, and Blackrock Muniholdings. Ameriprise Financial, Inc., through its subsidiaries, provides various financial products and services to individual and... More
Ameriprise 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 Ameriprise 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 Ameriprise Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0279 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.38 |
Ameriprise Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ameriprise Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ameriprise Financial's standard deviation. In reality, there are many statistical measures that can use Ameriprise Financial historical prices to predict the future Ameriprise Financial's volatility.| Risk Adjusted Performance | 0.0598 | |||
| Jensen Alpha | 0.0366 | |||
| Total Risk Alpha | 5.0E-4 | |||
| Sortino Ratio | 0.0247 | |||
| Treynor Ratio | 0.0942 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ameriprise 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.
Ameriprise Financial Backtested Returns
We consider Ameriprise Financial very steady. Ameriprise Financial secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Ameriprise Financial, which you can use to evaluate the volatility of the firm. Please confirm Ameriprise Financial's risk adjusted performance of 0.0598, and Mean Deviation of 0.7621 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Ameriprise Financial has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ameriprise Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ameriprise Financial is expected to be smaller as well. Ameriprise Financial right now shows a risk of 1.0%. Please confirm Ameriprise Financial standard deviation, expected short fall, relative strength index, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Ameriprise Financial will be following its price patterns.
Auto-correlation | 0.75 |
Good predictability
Ameriprise Financial has good predictability. Overlapping area represents the amount of predictability between Ameriprise Financial time series from 3rd of November 2023 to 1st of February 2024 and 1st of February 2024 to 1st 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 Ameriprise Financial price movement. The serial correlation of 0.75 indicates that around 75.0% of current Ameriprise Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 213.75 |
Ameriprise Financial lagged returns against current returns
Autocorrelation, which is Ameriprise 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 Ameriprise Financial's stock expected returns. We can calculate the autocorrelation of Ameriprise Financial returns to help us make a trade decision. For example, suppose you find that Ameriprise 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 |
Ameriprise 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 Ameriprise Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ameriprise Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ameriprise Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Ameriprise Financial Lagged Returns
When evaluating Ameriprise Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ameriprise Financial stock have on its future price. Ameriprise 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, Ameriprise Financial autocorrelation shows the relationship between Ameriprise Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Ameriprise Financial.
Regressed Prices |
| Timeline |
Ameriprise Financial Investors Sentiment
The influence of Ameriprise Financial's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Ameriprise. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Ameriprise Financial's public news can be used to forecast risks associated with an investment in Ameriprise. The trend in average sentiment can be used to explain how an investor holding Ameriprise can time the market purely based on public headlines and social activities around Ameriprise Financial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Ameriprise Financial's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Ameriprise Financial's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Ameriprise Financial's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Ameriprise Financial.
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 Ameriprise 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, Ameriprise Financial's short interest history, or implied volatility extrapolated from Ameriprise Financial options trading.
Pair Trading with Ameriprise 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 Ameriprise 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 Ameriprise Financial will appreciate offsetting losses from the drop in the long position's value.Moving together with Ameriprise Stock
| 0.69 | AXP | American Express Earnings Call This Week | PairCorr |
Moving against Ameriprise Stock
| 0.86 | HRZN | Horizon Technology Financial Report 7th of May 2024 | PairCorr |
| 0.64 | ECPG | Encore Capital Group | PairCorr |
| 0.51 | FSK | FS KKR Capital Financial Report 3rd of May 2024 | PairCorr |
| 0.49 | PSEC | Prospect Capital Financial Report 14th of May 2024 | PairCorr |
| 0.43 | AC | Associated Capital | PairCorr |
The ability to find closely correlated positions to Ameriprise 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 Ameriprise 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 Ameriprise 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 Ameriprise Financial to buy it.
The correlation of Ameriprise 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 Ameriprise Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ameriprise Financial 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 Ameriprise 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 Ameriprise Financial Correlation, Ameriprise Financial Volatility and Ameriprise Financial Alpha and Beta module to complement your research on Ameriprise Financial. To learn how to invest in Ameriprise Stock, please use our How to Invest in Ameriprise Financial guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Ameriprise Stock analysis
When running Ameriprise Financial's price analysis, check to measure Ameriprise 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 Ameriprise Financial is operating at the current time. Most of Ameriprise Financial's value examination focuses on studying past and present price action to predict the probability of Ameriprise 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 Ameriprise Financial's price. Additionally, you may evaluate how the addition of Ameriprise Financial to your portfolios can decrease your overall portfolio volatility.
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Ameriprise 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.