AMERCO's market value is the price at which a share of AMERCO trades on a public exchange. It measures the collective expectations of AMERCO investors about its performance. AMERCO is trading at 50.50 as of the 1st of August 2025. This is a 2.88% down since the beginning of the trading day. The stock's lowest day price was 50.5. With this module, you can estimate the performance of a buy and hold strategy of AMERCO and determine expected loss or profit from investing in AMERCO over a given investment horizon. Check out AMERCO Correlation, AMERCO Volatility and AMERCO Alpha and Beta module to complement your research on AMERCO.
Please note, there is a significant difference between AMERCO's value and its price as these two are different measures arrived at by different means. Investors typically determine if AMERCO is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMERCO's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AMERCO '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 AMERCO'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 AMERCO.
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07/02/2025
No Change 0.00
0.0
In 31 days
08/01/2025
0.00
If you would invest 0.00 in AMERCO on July 2, 2025 and sell it all today you would earn a total of 0.00 from holding AMERCO or generate 0.0% return on investment in AMERCO over 30 days. AMERCO is related to or competes with Virtus Investment, Guangdong Investment, MAANSHAN IRON, and WisdomTree Investments. AMERCO operates as a do-it-yourself moving and storage operator for household and commercial goods in the United States ... More
AMERCO 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 AMERCO'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 AMERCO upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMERCO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMERCO's standard deviation. In reality, there are many statistical measures that can use AMERCO historical prices to predict the future AMERCO's volatility.
AMERCO secures Sharpe Ratio (or Efficiency) of -0.0969, which signifies that the company had a -0.0969 % return per unit of risk over the last 3 months. AMERCO exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMERCO's Risk Adjusted Performance of 0.006, mean deviation of 1.28, and Downside Deviation of 1.93 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AMERCO are expected to decrease at a much lower rate. During the bear market, AMERCO is likely to outperform the market. At this point, AMERCO has a negative expected return of -0.16%. Please make sure to confirm AMERCO's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if AMERCO performance from the past will be repeated in the future.
Auto-correlation
-0.15
Insignificant reverse predictability
AMERCO has insignificant reverse predictability. Overlapping area represents the amount of predictability between AMERCO time series from 2nd of July 2025 to 17th of July 2025 and 17th of July 2025 to 1st 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 AMERCO price movement. The serial correlation of -0.15 indicates that less than 15.0% of current AMERCO price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
0.29
Residual Average
0.0
Price Variance
0.68
AMERCO lagged returns against current returns
Autocorrelation, which is AMERCO 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 AMERCO's stock expected returns. We can calculate the autocorrelation of AMERCO returns to help us make a trade decision. For example, suppose you find that AMERCO 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
AMERCO 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 AMERCO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMERCO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMERCO stock over time.
Current vs Lagged Prices
Timeline
AMERCO Lagged Returns
When evaluating AMERCO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMERCO stock have on its future price. AMERCO 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, AMERCO autocorrelation shows the relationship between AMERCO stock current value and its past values and can show if there is a momentum factor associated with investing in AMERCO.
AMERCO financial ratios help investors to determine whether AMERCO 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 AMERCO with respect to the benefits of owning AMERCO security.