Applied Materials, Stock Market Value
| AMAT Stock | 20.39 0.07 0.34% |
| Symbol | Applied |
Applied Materials, '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 Applied Materials,'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 Applied Materials,.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Applied Materials, on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Applied Materials, or generate 0.0% return on investment in Applied Materials, over 90 days. Applied Materials, is related to or competes with Atrium Mortgage, BluMetric Environmental, Northstar Clean, CNJ Capital, Canaf Investments, and Canlan Ice. More
Applied Materials, 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 Applied Materials,'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 Applied Materials, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0531 | |||
| Maximum Drawdown | 12.95 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 3.38 |
Applied Materials, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Applied Materials,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Applied Materials,'s standard deviation. In reality, there are many statistical measures that can use Applied Materials, historical prices to predict the future Applied Materials,'s volatility.| Risk Adjusted Performance | 0.0942 | |||
| Jensen Alpha | 0.1306 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0589 | |||
| Treynor Ratio | 0.2637 |
Applied Materials, Backtested Returns
Applied Materials, appears to be very steady, given 3 months investment horizon. Applied Materials, secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Applied Materials,, which you can use to evaluate the volatility of the firm. Please makes use of Applied Materials,'s Risk Adjusted Performance of 0.0942, downside deviation of 1.96, and Mean Deviation of 1.57 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Applied Materials, holds a performance score of 8. The firm shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Applied Materials, returns are very sensitive to returns on the market. As the market goes up or down, Applied Materials, is expected to follow. Please check Applied Materials,'s standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Applied Materials,'s price patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
Applied Materials, has poor reverse predictability. Overlapping area represents the amount of predictability between Applied Materials, time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th of August 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 Applied Materials, price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Applied Materials, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Applied Materials, lagged returns against current returns
Autocorrelation, which is Applied Materials, 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 Applied Materials,'s stock expected returns. We can calculate the autocorrelation of Applied Materials, returns to help us make a trade decision. For example, suppose you find that Applied Materials, 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 |
Applied Materials, 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 Applied Materials, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Applied Materials, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Applied Materials, stock over time.
Current vs Lagged Prices |
| Timeline |
Applied Materials, Lagged Returns
When evaluating Applied Materials,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Applied Materials, stock have on its future price. Applied Materials, 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, Applied Materials, autocorrelation shows the relationship between Applied Materials, stock current value and its past values and can show if there is a momentum factor associated with investing in Applied Materials,.
Regressed Prices |
| Timeline |
Pair Trading with Applied Materials,
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 Applied Materials, 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 Applied Materials, will appreciate offsetting losses from the drop in the long position's value.Moving against Applied Stock
The ability to find closely correlated positions to Applied Materials, could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Applied Materials, 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 Applied Materials, - 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 Applied Materials, to buy it.
The correlation of Applied Materials, 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 Applied Materials, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Applied Materials, 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 Applied Materials, 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.Other Information on Investing in Applied Stock
Applied Materials, financial ratios help investors to determine whether Applied 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 Applied with respect to the benefits of owning Applied Materials, security.