Ammo Preferred Preferred Stock Market Value
| POWWP Preferred Stock | USD 23.50 0.65 2.84% |
| Symbol | Ammo |
Ammo Preferred '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 Ammo Preferred's preferred 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 Ammo Preferred.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Ammo Preferred on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ammo Preferred or generate 0.0% return on investment in Ammo Preferred over 90 days. Ammo Preferred is related to or competes with Ammo, Presidio Property, XOMA, and XOMA Corp. AMMO, Inc. designs, produces, and markets ammunition and ammunition component products for sport and recreational shoote... More
Ammo Preferred 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 Ammo Preferred's preferred 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 Ammo Preferred upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 2.84 |
Ammo Preferred Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ammo Preferred's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ammo Preferred's standard deviation. In reality, there are many statistical measures that can use Ammo Preferred historical prices to predict the future Ammo Preferred's volatility.| Risk Adjusted Performance | 0.0834 | |||
| Jensen Alpha | 0.1887 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (1.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ammo Preferred'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.
Ammo Preferred Backtested Returns
Currently, Ammo Preferred is very steady. Ammo Preferred secures Sharpe Ratio (or Efficiency) of 0.0937, which signifies that the company had a 0.0937 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ammo Preferred, which you can use to evaluate the volatility of the firm. Please confirm Ammo Preferred's Risk Adjusted Performance of 0.0834, mean deviation of 1.14, and Downside Deviation of 1.96 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Ammo Preferred has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ammo Preferred are expected to decrease at a much lower rate. During the bear market, Ammo Preferred is likely to outperform the market. Ammo Preferred right now shows a risk of 1.72%. Please confirm Ammo Preferred value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Ammo Preferred will be following its price patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
Ammo Preferred has poor reverse predictability. Overlapping area represents the amount of predictability between Ammo Preferred time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Ammo Preferred price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Ammo Preferred price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Ammo Preferred lagged returns against current returns
Autocorrelation, which is Ammo Preferred preferred 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 Ammo Preferred's preferred stock expected returns. We can calculate the autocorrelation of Ammo Preferred returns to help us make a trade decision. For example, suppose you find that Ammo Preferred has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Ammo Preferred 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 Ammo Preferred preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ammo Preferred preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ammo Preferred preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Ammo Preferred Lagged Returns
When evaluating Ammo Preferred's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ammo Preferred preferred stock have on its future price. Ammo Preferred 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, Ammo Preferred autocorrelation shows the relationship between Ammo Preferred preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Ammo Preferred.
Regressed Prices |
| Timeline |
Additional Tools for Ammo Preferred Stock Analysis
When running Ammo Preferred's price analysis, check to measure Ammo Preferred's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ammo Preferred is operating at the current time. Most of Ammo Preferred's value examination focuses on studying past and present price action to predict the probability of Ammo Preferred's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ammo Preferred's price. Additionally, you may evaluate how the addition of Ammo Preferred to your portfolios can decrease your overall portfolio volatility.