Australian Agricultural Stock Market Value
| AAYYY Stock | USD 10.65 0.00 0.00% |
| Symbol | Australian |
Australian Agricultural '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 Australian Agricultural'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 Australian Agricultural.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Australian Agricultural on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Australian Agricultural or generate 0.0% return on investment in Australian Agricultural over 720 days. Australian Agricultural is related to or competes with Astral Foods, Agape ATP, Synlait Milk, and Eurocash. Australian Agricultural Company Limited produces and sells cattle and beef in Australia More
Australian Agricultural 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 Australian Agricultural'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 Australian Agricultural upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.79 |
Australian Agricultural Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australian Agricultural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australian Agricultural's standard deviation. In reality, there are many statistical measures that can use Australian Agricultural historical prices to predict the future Australian Agricultural's volatility.| Risk Adjusted Performance | 0.037 | |||
| Jensen Alpha | 0.0155 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.1132 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Australian Agricultural'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.
Australian Agricultural Backtested Returns
At this stage we consider Australian Pink Sheet to be not too volatile. Australian Agricultural secures Sharpe Ratio (or Efficiency) of 0.0476, which signifies that the company had a 0.0476 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Australian Agricultural, which you can use to evaluate the volatility of the firm. Please confirm Australian Agricultural's Mean Deviation of 0.2763, risk adjusted performance of 0.037, and Standard Deviation of 1.2 to double-check if the risk estimate we provide is consistent with the expected return of 0.0578%. Australian Agricultural has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Australian Agricultural's returns are expected to increase less than the market. However, during the bear market, the loss of holding Australian Agricultural is expected to be smaller as well. Australian Agricultural right now shows a risk of 1.22%. Please confirm Australian Agricultural information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Australian Agricultural will be following its price patterns.
Auto-correlation | 0.26 |
Poor predictability
Australian Agricultural has poor predictability. Overlapping area represents the amount of predictability between Australian Agricultural time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Australian Agricultural price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Australian Agricultural price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Australian Agricultural lagged returns against current returns
Autocorrelation, which is Australian Agricultural pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Australian Agricultural's pink sheet expected returns. We can calculate the autocorrelation of Australian Agricultural returns to help us make a trade decision. For example, suppose you find that Australian Agricultural has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Australian Agricultural regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Australian Agricultural pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australian Agricultural pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australian Agricultural pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Australian Agricultural Lagged Returns
When evaluating Australian Agricultural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australian Agricultural pink sheet have on its future price. Australian Agricultural autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Australian Agricultural autocorrelation shows the relationship between Australian Agricultural pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Australian Agricultural.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Australian Pink Sheet Analysis
When running Australian Agricultural's price analysis, check to measure Australian Agricultural'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 Australian Agricultural is operating at the current time. Most of Australian Agricultural's value examination focuses on studying past and present price action to predict the probability of Australian Agricultural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Australian Agricultural's price. Additionally, you may evaluate how the addition of Australian Agricultural to your portfolios can decrease your overall portfolio volatility.