American Films Stock Volatility
| AMFL Stock | USD 0.06 0.01 19.60% |
American Films shows high price volatility over the last 3 months. American Films indicates a Sharpe ratio of -0.0259, reflecting negative risk-adjusted performance over the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0259
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| Negative Returns | AMFL |
American Films posted a Market Risk Adjusted Performance of -0.3%, a Risk of 8.37, and a Risk Adjusted Performance of -0.03% for the reported period. American Films is currently underperforming relative to its full potential based on monthly moving average. Adding it to a well-diversified portfolio context can help capture more of its return potential.
Key indicators related to American Films' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for American Films measures the dispersion of its pink sheet returns around their average. High-volatility pink sheets offer greater return potential but require more active risk management.
American |
Volatility Strategy
Volatility in American Films reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 8.37% with a beta coefficient of 1.19, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0259, evaluates return per unit of total risk. An alpha value of -0.35 reflects performance relative to systematic market exposure. Expected return estimates near -0.22% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to American Films' market risk premium analysis include:
Beta 1.19 | Alpha -0.35 | Risk 8.37 | Sharpe Ratio -0.03 | Expected Return -0.22 |
Moving against American Pink Sheet
| 0.61 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.5 | BAER | Bridger Aerospace | PairCorr |
| 0.46 | SLCJY | SLC Agricola SA | PairCorr |
| 0.44 | ORKLY | Orkla ASA ADR | PairCorr |
| 0.4 | CLTY | Celerity Solutions | PairCorr |
| 0.39 | CUBE | CubeSmart | PairCorr |
| 0.34 | LYV | Live Nation Entertainment | PairCorr |
| 0.32 | NPXYY | Nippon Sanso Holdings | PairCorr |
Sensitivity To Market
The beta coefficient of 1.19 for American Films measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 8.37%.American Films return patterns over the selected horizon reflect a high level of variability, based on dispersion and downside-focused statistics. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze American Films Demand TrendCheck current 90 days American Films correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of American quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 8.37 |
Understanding the asymmetry between upside and downside risk is critical for investors in American Films. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in American Films' returns. American Films posted a Maximum Drawdown of 40.56 for the reported period.
Pink Sheet Volatility Analysis
Volatility is a statistical measure of the dispersion of American Films pink sheet returns over a given period of time. Volatility measures how much American Films' pink sheet price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. American Films Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days American Films has a beta of 1.1939 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, American Films will likely underperform.American Films carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. American Films posted a Mean Deviation of 4.40 and a Standard Deviation of 8.35 for the reported period.
Predicted Return Distribution |
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What Drives American Films' Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Communication Services sector can alter American Films' day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for American Films.American Films' Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in American Films' stock.Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of American Films is -3868.14. The daily returns are distributed with a variance of 70.14 and standard deviation of 8.37. The mean deviation of American Films is currently at 4.27. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.3477 | |
β | Beta against Dow Jones | 1.19 | |
σ | Overall volatility | 8.37 | |
Ir | Information ratio | -0.0432 |
Pink Sheet Return Volatility
Volatility for American Films quantifies the day-to-day dispersion of pink sheet returns around their historical average. The company carries 8.3748% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8457% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Headline performance for American Pink Sheet may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HHSE | 4.42 | 0.13 | 0.03 | -0.52 | 5.82 | 10.39 | 30.90 | |||
| AOECF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SFUNY | 6.33 | 1.80 | 0.00 | 0.58 | 0.00 | 0.00 | 133.41 | |||
| BLIBQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VYRE | 8.51 | -0.72 | 0.00 | 1.44 | 0.00 | 19.05 | 78.07 | |||
| SPTY | 21.84 | 4.11 | 0.15 | 0.33 | 20.43 | 67.24 | 159.38 | |||
| HQGE | 54.09 | 21.73 | 0.40 | -1.47 | 23.82 | 300.00 | 583.33 | |||
| EGLXF | 5.77 | -0.48 | 0.00 | 0.98 | 0.00 | 13.33 | 33.79 | |||
| INEOF | 9.14 | 1.39 | 0.07 | 0.31 | 10.15 | 27.50 | 143.92 | |||
| BMTM | 4.09 | -0.13 | 0.00 | 0.09 | 0.00 | 13.41 | 58.85 |
Risk Metrics, Assumptions & Methodology
Volatility for American Films measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. American Films has a market cap of 18.01 K.
This section for American Films is built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardAmerican Films Investment Opportunity
American Films currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 9.85. Across the current 90-day horizon, that places the security below 75% of the broader equity and portfolio universe on a pure volatility basis.You can use American Films to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative upward sentiment. The trend is possibly hyped up. Check odds of American Films to be traded at $0.0748 in 90 days.Strong inverse diversification
For the present investment horizon, the measured correlation between American Films and Dow Jones stands at -0.24, or Strong inverse diversification. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding American Films alone.
American Films Additional Risk Indicators
A broader risk-indicator set for American Films can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.35 | |||
| Mean Deviation | 4.4 | |||
| Coefficient Of Variation | -1,995 | |||
| Standard Deviation | 8.35 | |||
| Variance | 69.78 | |||
| Information Ratio | -0.04 |
American Films Suggested Diversification Pairs
Pair analysis around American Films matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. American Films' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing American Films' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for American Pink Sheet Analysis
Other Information on Investing in American Pink Sheet
American Films ratios capture relationships across its reported financial data. This helps maintain uniform comparisons across financial reports.