Amir Marketing (Israel) Market Value
| AMRK Stock | ILS 2,675 74.00 2.85% |
| Symbol | Amir |
Amir Marketing '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 Amir Marketing'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 Amir Marketing.
| 06/10/2023 |
| 06/04/2024 |
If you would invest 0.00 in Amir Marketing on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Amir Marketing and or generate 0.0% return on investment in Amir Marketing over 360 days. Amir Marketing is related to or competes with Nice, Bank Leumi, ICL Israel, Israel Discount, Ormat Technologies, and Tower Semiconductor. Amir Marketing and Investments in Agriculture Ltd More
Amir Marketing 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 Amir Marketing'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 Amir Marketing and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.2377 | |||
| Maximum Drawdown | 11.38 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 3.83 |
Amir Marketing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amir Marketing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amir Marketing's standard deviation. In reality, there are many statistical measures that can use Amir Marketing historical prices to predict the future Amir Marketing's volatility.| Risk Adjusted Performance | 0.1672 | |||
| Jensen Alpha | 0.5118 | |||
| Total Risk Alpha | 0.4213 | |||
| Sortino Ratio | 0.2966 | |||
| Treynor Ratio | (1.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amir Marketing'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.
Amir Marketing Backtested Returns
Amir Marketing appears to be very steady, given 3 months investment horizon. Amir Marketing secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25% return per unit of risk over the last 3 months. By analyzing Amir Marketing's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Amir Marketing's Downside Deviation of 1.61, mean deviation of 1.5, and Risk Adjusted Performance of 0.1672 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amir Marketing holds a performance score of 19. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amir Marketing are expected to decrease at a much lower rate. During the bear market, Amir Marketing is likely to outperform the market. Please check Amir Marketing's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Amir Marketing's price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Amir Marketing and has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Amir Marketing time series from 10th of June 2023 to 7th of December 2023 and 7th of December 2023 to 4th of June 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 Amir Marketing price movement. The serial correlation of -0.76 indicates that around 76.0% of current Amir Marketing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 66.4 K |
Amir Marketing lagged returns against current returns
Autocorrelation, which is Amir Marketing 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 Amir Marketing's stock expected returns. We can calculate the autocorrelation of Amir Marketing returns to help us make a trade decision. For example, suppose you find that Amir Marketing 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 |
Amir Marketing 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 Amir Marketing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amir Marketing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amir Marketing stock over time.
Current vs Lagged Prices |
| Timeline |
Amir Marketing Lagged Returns
When evaluating Amir Marketing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amir Marketing stock have on its future price. Amir Marketing 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, Amir Marketing autocorrelation shows the relationship between Amir Marketing stock current value and its past values and can show if there is a momentum factor associated with investing in Amir Marketing and.
Regressed Prices |
| Timeline |
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.| MSFT | Microsoft | |
| CRM | Salesforce | |
| GOOG | Alphabet Inc Class C |
Other Information on Investing in Amir Stock
Amir Marketing financial ratios help investors to determine whether Amir Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Amir with respect to the benefits of owning Amir Marketing security.