AMP OTC Stock Market Value

AMP's market value is the price at which a share of AMP stock trades on a public exchange. It measures the collective expectations of AMP LIMITED investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of AMP LIMITED and determine expected loss or profit from investing in AMP over a given investment horizon. Please continue to AMP Hype Analysis, AMP Correlation, AMP Valuation, AMP Volatility, as well as analyze AMP Alpha and Beta and AMP Performance.
Symbol


Is AMP's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AMP. If investors know AMP will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AMP listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.28
Market Capitalization
2.4 B
Quarterly Revenue Growth YOY
-0.047
Return On Assets
9.0E-4
Return On Equity
-0.0615
The market value of AMP LIMITED is measured differently than its book value, which is the value of AMP that is recorded on the company's balance sheet. Investors also form their own opinion of AMP's value that differs from its market value or its book value, called intrinsic value, which is AMP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AMP's market value can be influenced by many factors that don't directly affect AMP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AMP's value and its price as these two are different measures arrived at by different means. Investors typically determine AMP value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMP'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.

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 otc 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 AMP.
0.00
08/26/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
08/16/2022
0.00
If you would invest  0.00  in AMP on August 26, 2020 and sell it all today you would earn a total of 0.00 from holding AMP LIMITED or generate 0.0% return on investment in AMP over 720 days. AMP Limited operates as a wealth management company in Australia and internationallyMore

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 otc 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 AMP LIMITED upside and downside potential and time the market with a certain degree of confidence.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of AMP in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.000.001.68
Details
Intrinsic
Valuation
LowReal ValueHigh
0.000.001.68
Details
Naive
Forecast
LowNext ValueHigh
1.252.924.60
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2.952.952.95
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as AMP. Your research has to be compared to or analyzed against AMP's peers to derive any actionable benefits. When done correctly, AMP's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in AMP LIMITED.

AMP LIMITED Backtested Returns

AMP LIMITED secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had -0.14% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. AMP LIMITED exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AMP LIMITED risk adjusted performance of (0.06), and Mean Deviation of 0.4986 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.1549, which signifies not very significant fluctuations relative to the market. Let's try to break down what AMP's beta means in this case. As returns on the market increase, AMP returns are expected to increase less than the market. However, during the bear market, the loss on holding AMP will be expected to be smaller as well. Even though it is essential to pay attention to AMP LIMITED historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. AMP LIMITED exposes twenty-one different technical indicators, which can help you to evaluate its performance. AMP LIMITED has an expected return of -1.85%. Please be advised to confirm AMP LIMITED information ratio and the relationship between the maximum drawdown and skewness to decide if AMP LIMITED performance from the past will be repeated in the future.

Auto-correlation

    
  -0.12  

Insignificant reverse predictability

AMP LIMITED has insignificant reverse predictability. Overlapping area represents the amount of predictability between AMP time series from 26th of August 2020 to 21st of August 2021 and 21st of August 2021 to 16th of August 2022. 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 LIMITED price movement. The serial correlation of -0.12 indicates that less than 12.0% of current AMP price fluctuation can be explain by its past prices.
Correlation Coefficient-0.12
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.05

AMP LIMITED lagged returns against current returns

Autocorrelation, which is AMP otc 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 AMP's otc stock expected returns. We can calculate the autocorrelation of AMP returns to help us make a trade decision. For example, suppose you find that AMP otc stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMP otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMP otc stock over time.
   Current vs Lagged Prices   
Share
       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 otc stock 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 otc stock current value and its past values and can show if there is a momentum factor associated with investing in AMP LIMITED.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in AMP without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please continue to AMP Hype Analysis, AMP Correlation, AMP Valuation, AMP Volatility, as well as analyze AMP Alpha and Beta and AMP Performance. Note that the AMP LIMITED information on this page should be used as a complementary analysis to other AMP's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for AMP OTC Stock analysis

When running AMP LIMITED price analysis, check to measure AMP'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 AMP is operating at the current time. Most of AMP's value examination focuses on studying past and present price action to predict the probability of AMP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AMP's price. Additionally, you may evaluate how the addition of AMP to your portfolios can decrease your overall portfolio volatility.
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AMP technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of AMP technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AMP trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...