Amp Stock Market Value
AMLTF Stock | USD 0.95 0.14 17.28% |
Symbol | AMP |
AMP '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 AMP'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 AMP.
04/18/2025 |
| 07/17/2025 |
If you would invest 0.00 in AMP on April 18, 2025 and sell it all today you would earn a total of 0.00 from holding AMP or generate 0.0% return on investment in AMP over 90 days. AMP is related to or competes with Voya Financial, Admiral Group, Aegon NV, Aviva Plc, Banco Bilbao, and PT Bank. AMP Limited operates as a wealth management company in Australia and internationally More
AMP 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 AMP'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 AMP upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.05) | |||
Maximum Drawdown | 17.28 |
AMP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMP's standard deviation. In reality, there are many statistical measures that can use AMP historical prices to predict the future AMP's volatility.Risk Adjusted Performance | 0.0238 | |||
Jensen Alpha | 0.1118 | |||
Total Risk Alpha | (0.41) | |||
Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AMP'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.
AMP Backtested Returns
At this point, AMP is dangerous. AMP secures Sharpe Ratio (or Efficiency) of 0.0193, which signifies that the company had a 0.0193 % return per unit of risk over the last 3 months. We have found twenty technical indicators for AMP, which you can use to evaluate the volatility of the firm. Please confirm AMP's risk adjusted performance of 0.0238, and Mean Deviation of 0.5223 to double-check if the risk estimate we provide is consistent with the expected return of 0.0526%. AMP has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AMP are expected to decrease at a much lower rate. During the bear market, AMP is likely to outperform the market. AMP now shows a risk of 2.73%. Please confirm AMP skewness, as well as the relationship between the day median price and relative strength index , to decide if AMP will be following its price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
AMP has modest reverse predictability. Overlapping area represents the amount of predictability between AMP time series from 18th of April 2025 to 2nd of June 2025 and 2nd of June 2025 to 17th 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 AMP price movement. The serial correlation of -0.47 indicates that about 47.0% of current AMP price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.47 | |
Spearman Rank Test | -0.74 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
AMP lagged returns against current returns
Autocorrelation, which is AMP 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 AMP's pink sheet expected returns. We can calculate the autocorrelation of AMP returns to help us make a trade decision. For example, suppose you find that AMP 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 |
AMP 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 AMP pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMP pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMP pink sheet over time.
Current vs Lagged Prices |
Timeline |
AMP Lagged Returns
When evaluating AMP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMP pink sheet have on its future price. AMP 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, AMP autocorrelation shows the relationship between AMP pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AMP.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AMP Pink Sheet
AMP financial ratios help investors to determine whether AMP 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 AMP with respect to the benefits of owning AMP security.