AmTrust Financial's market value is the price at which a share of AmTrust Financial trades on a public exchange. It measures the collective expectations of AmTrust Financial Services investors about its performance. AmTrust Financial is selling at 15.49 as of the 24th of January 2026; that is 0.06 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 15.49. With this module, you can estimate the performance of a buy and hold strategy of AmTrust Financial Services and determine expected loss or profit from investing in AmTrust Financial over a given investment horizon. Check out AmTrust Financial Correlation, AmTrust Financial Volatility and AmTrust Financial Alpha and Beta module to complement your research on AmTrust Financial.
Please note, there is a significant difference between AmTrust Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if AmTrust Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AmTrust Financial'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.
AmTrust Financial '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 AmTrust Financial'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 AmTrust Financial.
0.00
10/26/2025
No Change 0.00
0.0
In 3 months and 1 day
01/24/2026
0.00
If you would invest 0.00 in AmTrust Financial on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding AmTrust Financial Services or generate 0.0% return on investment in AmTrust Financial over 90 days. AmTrust Financial is related to or competes with AmTrust Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, AmTrust Financial, Intact Financial, and AmTrust Financial. AmTrust Financial Services, Inc. operates as a property and casualty company More
AmTrust Financial 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 AmTrust Financial'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 AmTrust Financial Services 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 AmTrust Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AmTrust Financial's standard deviation. In reality, there are many statistical measures that can use AmTrust Financial historical prices to predict the future AmTrust Financial's volatility.
Currently, AmTrust Financial Services is not too volatile. AmTrust Financial secures Sharpe Ratio (or Efficiency) of 0.0527, which signifies that the company had a 0.0527 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for AmTrust Financial Services, which you can use to evaluate the volatility of the firm. Please confirm AmTrust Financial's mean deviation of 1.21, and Risk Adjusted Performance of 0.0454 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. AmTrust Financial has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AmTrust Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding AmTrust Financial is expected to be smaller as well. AmTrust Financial right now shows a risk of 2.31%. Please confirm AmTrust Financial value at risk, as well as the relationship between the skewness and price action indicator , to decide if AmTrust Financial will be following its price patterns.
Auto-correlation
0.54
Modest predictability
AmTrust Financial Services has modest predictability. Overlapping area represents the amount of predictability between AmTrust Financial time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AmTrust Financial price movement. The serial correlation of 0.54 indicates that about 54.0% of current AmTrust Financial price fluctuation can be explain by its past prices.
Correlation Coefficient
0.54
Spearman Rank Test
0.46
Residual Average
0.0
Price Variance
0.24
Pair Trading with AmTrust Financial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AmTrust Financial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AmTrust Financial will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to AmTrust Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AmTrust Financial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AmTrust Financial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AmTrust Financial Services to buy it.
The correlation of AmTrust Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AmTrust Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AmTrust Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AmTrust Financial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
When running AmTrust Financial's price analysis, check to measure AmTrust Financial'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 AmTrust Financial is operating at the current time. Most of AmTrust Financial's value examination focuses on studying past and present price action to predict the probability of AmTrust Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AmTrust Financial's price. Additionally, you may evaluate how the addition of AmTrust Financial to your portfolios can decrease your overall portfolio volatility.