Agl Energy Stock Probability of Future Pink Sheet Price Finishing Under 6.17
| AGLXY Stock | USD 7.05 0.03 0.42% |
AGL |
AGL Energy Target Price Odds to finish below 6.17
The tendency of AGL Pink Sheet price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 6.17 or more in 90 days |
| 7.05 | 90 days | 6.17 | near 1 |
Based on a normal probability distribution, the odds of AGL Energy to drop to $ 6.17 or more in 90 days from now is near 1 (This AGL Energy probability density function shows the probability of AGL Pink Sheet to fall within a particular range of prices over 90 days) . Probability of AGL Energy price to stay between $ 6.17 and its current price of $7.05 at the end of the 90-day period is about 7.3 .
Assuming the 90 days horizon AGL Energy has a beta of -0.16. This suggests as returns on the benchmark increase, returns on holding AGL Energy are expected to decrease at a much lower rate. During a bear market, however, AGL Energy is likely to outperform the market. Additionally AGL Energy has an alpha of 0.0365, implying that it can generate a 0.0365 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). AGL Energy Price Density |
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Predictive Modules for AGL Energy
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AGL Energy. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AGL Energy'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.
AGL Energy Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. AGL Energy is not an exception. The market had few large corrections towards the AGL Energy's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold AGL Energy, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of AGL Energy within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | -0.16 | |
σ | Overall volatility | 0.42 | |
Ir | Information ratio | -0.03 |
AGL Energy Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of AGL Energy for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for AGL Energy can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| AGL Energy generated a negative expected return over the last 90 days | |
| AGL Energy has high likelihood to experience some financial distress in the next 2 years |
AGL Energy Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of AGL Pink Sheet often depends not only on the future outlook of the current and potential AGL Energy's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. AGL Energy's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 640.7 M | |
| Cash And Short Term Investments | 127 M |
AGL Energy Technical Analysis
AGL Energy's future price can be derived by breaking down and analyzing its technical indicators over time. AGL Pink Sheet technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of AGL Energy. In general, you should focus on analyzing AGL Pink Sheet price patterns and their correlations with different microeconomic environments and drivers.
AGL Energy Predictive Forecast Models
AGL Energy's time-series forecasting models is one of many AGL Energy's pink sheet analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary AGL Energy's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the pink sheet market movement and maximize returns from investment trading.
Things to note about AGL Energy
Checking the ongoing alerts about AGL Energy for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for AGL Energy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| AGL Energy generated a negative expected return over the last 90 days | |
| AGL Energy has high likelihood to experience some financial distress in the next 2 years |
Additional Tools for AGL Pink Sheet Analysis
When running AGL Energy's price analysis, check to measure AGL Energy'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 AGL Energy is operating at the current time. Most of AGL Energy's value examination focuses on studying past and present price action to predict the probability of AGL Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGL Energy's price. Additionally, you may evaluate how the addition of AGL Energy to your portfolios can decrease your overall portfolio volatility.