Amtrust Financial Services Stock Market Value
| AFSIP Stock | USD 15.25 0.75 5.17% |
| Symbol | AmTrust |
AmTrust 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 AmTrust Financial'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 AmTrust Financial.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in AmTrust Financial on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding AmTrust Financial Services or generate 0.0% return on investment in AmTrust Financial over 90 days. AmTrust Financial is related to or competes with AmTrust Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, and AmTrust Financial. AmTrust Financial Services, Inc. operates as a property and casualty company More
AmTrust 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 AmTrust Financial'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 AmTrust Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.73 | |||
| Information Ratio | 0.0175 | |||
| Maximum Drawdown | 15.55 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 5.8 |
AmTrust Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AmTrust Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AmTrust Financial's standard deviation. In reality, there are many statistical measures that can use AmTrust Financial historical prices to predict the future AmTrust Financial's volatility.| Risk Adjusted Performance | 0.0742 | |||
| Jensen Alpha | 0.4212 | |||
| Total Risk Alpha | (0.53) | |||
| Sortino Ratio | 0.0143 | |||
| Treynor Ratio | (0.30) |
AmTrust Financial Backtested Returns
AmTrust Financial appears to be somewhat reliable, given 3 months investment horizon. AmTrust Financial secures Sharpe Ratio (or Efficiency) of 0.0742, which signifies that the company had a 0.0742 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AmTrust Financial Services, which you can use to evaluate the volatility of the firm. Please makes use of AmTrust Financial's risk adjusted performance of 0.0742, and Mean Deviation of 2.12 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AmTrust Financial holds a performance score of 5. The firm shows a Beta (market volatility) of -0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AmTrust Financial are expected to decrease at a much lower rate. During the bear market, AmTrust Financial is likely to outperform the market. Please check AmTrust Financial's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether AmTrust Financial's price patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
AmTrust Financial Services has very weak reverse predictability. Overlapping area represents the amount of predictability between AmTrust Financial time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AmTrust Financial price movement. The serial correlation of -0.07 indicates that barely 7.0% of current AmTrust Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
AmTrust Financial lagged returns against current returns
Autocorrelation, which is AmTrust Financial 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 AmTrust Financial's pink sheet expected returns. We can calculate the autocorrelation of AmTrust Financial returns to help us make a trade decision. For example, suppose you find that AmTrust Financial 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 |
AmTrust 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 AmTrust Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AmTrust Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AmTrust Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AmTrust Financial Lagged Returns
When evaluating AmTrust Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AmTrust Financial pink sheet have on its future price. AmTrust 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, AmTrust Financial autocorrelation shows the relationship between AmTrust Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AmTrust Financial Services.
Regressed Prices |
| Timeline |
Pair Trading with AmTrust 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 AmTrust 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 AmTrust Financial will appreciate offsetting losses from the drop in the long position's value.Moving against AmTrust Pink Sheet
The ability to find closely correlated positions to AmTrust 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 AmTrust 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 AmTrust 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 AmTrust Financial Services to buy it.
The correlation of AmTrust 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 AmTrust Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AmTrust 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 AmTrust 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.Additional Tools for AmTrust Pink Sheet Analysis
When running AmTrust Financial's price analysis, check to measure AmTrust 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 AmTrust Financial is operating at the current time. Most of AmTrust Financial's value examination focuses on studying past and present price action to predict the probability of AmTrust 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 AmTrust Financial's price. Additionally, you may evaluate how the addition of AmTrust Financial to your portfolios can decrease your overall portfolio volatility.