Amedisys Market Value
| AMEDDelisted Stock | USD 100.99 0.03 0.03% |
| Symbol | Amedisys |
Amedisys '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 Amedisys' 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 Amedisys.
| 05/22/2025 |
| 08/20/2025 |
If you would invest 0.00 in Amedisys on May 22, 2025 and sell it all today you would earn a total of 0.00 from holding Amedisys or generate 0.0% return on investment in Amedisys over 90 days. Amedisys is related to or competes with Acadia Healthcare, Addus HomeCare, Encompass Health, Ensign, Option Care, Universal Health, and Surgery Partners. Amedisys, Inc., together with its subsidiaries, provides healthcare services in the United States More
Amedisys 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 Amedisys' 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 Amedisys upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6034 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.82 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.2 |
Amedisys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amedisys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amedisys' standard deviation. In reality, there are many statistical measures that can use Amedisys historical prices to predict the future Amedisys' volatility.| Risk Adjusted Performance | 0.0945 | |||
| Jensen Alpha | 0.0869 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.73) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amedisys' 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.
Amedisys Backtested Returns
At this point, Amedisys is very steady. Amedisys secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Amedisys, which you can use to evaluate the volatility of the firm. Please confirm Amedisys' risk adjusted performance of 0.0945, and Mean Deviation of 0.4196 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Amedisys has a performance score of 16 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amedisys are expected to decrease at a much lower rate. During the bear market, Amedisys is likely to outperform the market. Amedisys right now shows a risk of 0.63%. Please confirm Amedisys treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Amedisys will be following its price patterns.
Auto-correlation | 0.54 |
Modest predictability
Amedisys has modest predictability. Overlapping area represents the amount of predictability between Amedisys time series from 22nd of May 2025 to 6th of July 2025 and 6th of July 2025 to 20th 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 Amedisys price movement. The serial correlation of 0.54 indicates that about 54.0% of current Amedisys price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 2.04 |
Amedisys lagged returns against current returns
Autocorrelation, which is Amedisys 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 Amedisys' stock expected returns. We can calculate the autocorrelation of Amedisys returns to help us make a trade decision. For example, suppose you find that Amedisys 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 |
Amedisys 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 Amedisys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amedisys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amedisys stock over time.
Current vs Lagged Prices |
| Timeline |
Amedisys Lagged Returns
When evaluating Amedisys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amedisys stock have on its future price. Amedisys 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, Amedisys autocorrelation shows the relationship between Amedisys stock current value and its past values and can show if there is a momentum factor associated with investing in Amedisys.
Regressed Prices |
| Timeline |
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Check out Amedisys Correlation, Amedisys Volatility and Amedisys Alpha and Beta module to complement your research on Amedisys. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Other Consideration for investing in Amedisys Stock
If you are still planning to invest in Amedisys check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Amedisys' history and understand the potential risks before investing.
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