Markov Analyzer

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Lookahead Horizon (k weeks)

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AMS - ams-OSRAM AG SWX

Metric	Value
Current State	Neutral
Prob. Up Next Week	0.045
Prob. Up ≤ 2	0.08
Expected Run (Current)	9.78
Expected Run (Up)	5.33
P20 / P80 Bands	-0.392 / 0.286

Quick Read

Prob. Up Next Week

0.045

Prob. Up ≤ k

0.080

Expected Run (Current)

9.780

Expected Run (Up)

5.330

Avg Return in Up (wk)

0.019

Avg Return in Neutral

-0.009

Avg Return in Down

-0.012

Plain-English Interpretation

Current regime: Neutral.

Short-term odds do not favour an Up move yet. Current regime is usually short-lived. If/when it flips Up, rallies often carry for several weeks. Average weekly return while Up is positive - constructive when the regime turns. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.392 and 0.286 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.012	29
1	-0.009	85
2	0.019	29

Transition	Avg Return	Samples
0->0	-0.014	25
0->1	0.006	4
1->0	-0.049	4
1->1	-0.008	78
1->2	0.007	3
2->1	0.015	4
2->2	0.019	25

How to Read These Results

This screener uses a Markov chain model built from past price movements between “Down”, “Neutral”, and “Up” states.

Prob. Up Next Week: Chance that the next weekly move is Up. >0.6 is strong; <0.4 is weak.
Prob. Up ≤ k: Chance of seeing at least one Up week within the next k weeks.
Expected Run (Current / Up): How many weeks a regime tends to last. Longer Up runs are constructive.
P20 / P80: Typical weekly range (20th–80th percentile). Position size accordingly.
Reward Stats: Average weekly returns by state/transition. Positives are favourable; negatives suggest caution.