Ap Mller Stock Market Value
| AMKBF Stock | USD 2,018 7.30 0.36% |
| Symbol | AMKBF |
AP Mller '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 AP Mller'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 AP Mller.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in AP Mller on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding AP Mller or generate 0.0% return on investment in AP Mller over 90 days. AP Mller is related to or competes with Orient Overseas, Nippon Yusen, COSCO SHIPPING, SITC International, Hapag Lloyd, Hapag Lloyd, and AP Mller. Mller - Mrsk AS operates as an integrated transport and logistics company worldwide More
AP Mller 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 AP Mller'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 AP Mller upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.44 | |||
| Information Ratio | 0.0906 | |||
| Maximum Drawdown | 15.74 | |||
| Value At Risk | (4.61) | |||
| Potential Upside | 5.19 |
AP Mller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AP Mller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AP Mller's standard deviation. In reality, there are many statistical measures that can use AP Mller historical prices to predict the future AP Mller's volatility.| Risk Adjusted Performance | 0.1417 | |||
| Jensen Alpha | 0.361 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0706 | |||
| Treynor Ratio | 2.86 |
AP Mller Backtested Returns
AP Mller appears to be very steady, given 3 months investment horizon. AP Mller retains Efficiency (Sharpe Ratio) of 0.17, which signifies that the company had a 0.17 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for AP Mller, which you can use to evaluate the volatility of the firm. Please makes use of AP Mller's Coefficient Of Variation of 689.44, standard deviation of 2.68, and Market Risk Adjusted Performance of 2.87 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AP Mller holds a performance score of 13. The firm owns a Beta (Systematic Risk) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AP Mller's returns are expected to increase less than the market. However, during the bear market, the loss of holding AP Mller is expected to be smaller as well. Please check AP Mller's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to make a quick decision on whether AP Mller's current price history will revert.
Auto-correlation | 0.24 |
Weak predictability
AP Mller has weak predictability. Overlapping area represents the amount of predictability between AP Mller time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 AP Mller price movement. The serial correlation of 0.24 indicates that over 24.0% of current AP Mller price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 4299.4 |
AP Mller lagged returns against current returns
Autocorrelation, which is AP Mller 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 AP Mller's pink sheet expected returns. We can calculate the autocorrelation of AP Mller returns to help us make a trade decision. For example, suppose you find that AP Mller 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 |
AP Mller 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 AP Mller pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AP Mller pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AP Mller pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AP Mller Lagged Returns
When evaluating AP Mller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AP Mller pink sheet have on its future price. AP Mller 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, AP Mller autocorrelation shows the relationship between AP Mller pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AP Mller .
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMKBF Pink Sheet
AP Mller financial ratios help investors to determine whether AMKBF Pink Sheet 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 AMKBF with respect to the benefits of owning AP Mller security.