Agilysys Stock Alpha and Beta Analysis
| AGYS Stock | USD 137.48 5.50 4.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Agilysys. It also helps investors analyze the systematic and unsystematic risks associated with investing in Agilysys over a specified time horizon. Remember, high Agilysys' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Agilysys' market risk premium analysis include:
Beta 2.46 | Alpha 0.0888 | Risk 2.88 | Sharpe Ratio 0.13 | Expected Return 0.38 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Agilysys |
Agilysys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Agilysys market risk premium is the additional return an investor will receive from holding Agilysys long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Agilysys. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Agilysys' performance over market.| α | 0.09 | β | 2.46 |
Agilysys expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Agilysys' Buy-and-hold return. Our buy-and-hold chart shows how Agilysys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Agilysys Market Price Analysis
Market price analysis indicators help investors to evaluate how Agilysys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Agilysys shares will generate the highest return on investment. By understating and applying Agilysys stock market price indicators, traders can identify Agilysys position entry and exit signals to maximize returns.
Agilysys Return and Market Media
The median price of Agilysys for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 108.97 with a coefficient of variation of 7.7. The daily time series for the period is distributed with a sample standard deviation of 8.56, arithmetic mean of 111.27, and mean deviation of 6.89. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Ramesh Srinivasan of Agilysys at 109.77 subject to Rule 16b-3 | 09/03/2024 |
2 | Disposition of 10000 shares by Ramesh Srinivasan of Agilysys at 106.59 subject to Rule 16b-3 | 09/04/2024 |
3 | Disposition of 10000 shares by Ramesh Srinivasan of Agilysys at 106.78 subject to Rule 16b-3 | 09/05/2024 |
4 | Disposition of 10000 shares by Ramesh Srinivasan of Agilysys at 104.71 subject to Rule 16b-3 | 09/06/2024 |
5 | Disposition of 10000 shares by Ramesh Srinivasan of Agilysys at 102.03 subject to Rule 16b-3 | 09/09/2024 |
6 | Agilysys guestsense.aiTM Powering Agilysys Spa Wins Top Productivity Technology Award at G2E 2024 and Will Be Featured in The Lab | 10/03/2024 |
7 | Point of Sale Terminal Global Market Forecast Report and Company Analysis 2024-2032 Featuring Samsung, Panasonic, NEC, PAX Technology, NCR Voyix, Fujitsu, Agily... | 10/23/2024 |
8 | Global Hospitality Study Exposes Critical Aspiration-Reality Gap in Measuring Per-Guest Revenue Beyond the Room | 10/30/2024 |
9 | Disposition of 3500 shares by Keating Melvin L of Agilysys at 114.19 subject to Rule 16b-3 | 11/06/2024 |
10 | Disposition of 1920 shares by Keating Melvin L of Agilysys at 117.55 subject to Rule 16b-3 | 11/07/2024 |
11 | Insider Sale Director John Mutch Sells Shares of Agilysys Inc | 11/08/2024 |
12 | Lisanti Capital Growth LLC Makes New 1.79 Million Investment in Agilysys, Inc. | 11/11/2024 |
13 | Agilysys delivers shareholders massive 38 percent CAGR over 5 years, surging 19 percent in the last week alone | 11/12/2024 |
14 | Agilysys Inc Trading 3.83 percent Higher on Nov 13 | 11/13/2024 |
15 | Agilysys Is Doing The Right Things To Multiply Its Share Price | 11/15/2024 |
16 | Agilysys Hits New 12-Month High Heres Why | 11/21/2024 |
About Agilysys Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Agilysys or other stocks. Alpha measures the amount that position in Agilysys has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.00189 | 9.01E-4 | 7.64E-4 | 7.25E-4 | Price To Sales Ratio | 5.97 | 10.29 | 9.17 | 9.63 |
Agilysys Upcoming Company Events
As portrayed in its financial statements, the presentation of Agilysys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Agilysys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Agilysys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Agilysys. Please utilize our Beneish M Score to check the likelihood of Agilysys' management manipulating its earnings.
| 21st of May 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 21st of May 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Additional Tools for Agilysys Stock Analysis
When running Agilysys' price analysis, check to measure Agilysys' 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 Agilysys is operating at the current time. Most of Agilysys' value examination focuses on studying past and present price action to predict the probability of Agilysys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agilysys' price. Additionally, you may evaluate how the addition of Agilysys to your portfolios can decrease your overall portfolio volatility.