Agro Capital Management Stock Market Value
| ACMB Stock | USD 0.06 0.00 0.00% |
| Symbol | Agro |
Agro Capital '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 Agro Capital'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 Agro Capital.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Agro Capital on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Agro Capital Management or generate 0.0% return on investment in Agro Capital over 150 days. Agro Capital is related to or competes with 1847 Holdings, Ayala, and Alliance Global. Agro Capital Management Corp. does not have significant operations More
Agro Capital 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 Agro Capital'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 Agro Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.24 | |||
| Information Ratio | 0.1892 | |||
| Maximum Drawdown | 176.06 | |||
| Value At Risk | (31.19) | |||
| Potential Upside | 77.68 |
Agro Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agro Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agro Capital's standard deviation. In reality, there are many statistical measures that can use Agro Capital historical prices to predict the future Agro Capital's volatility.| Risk Adjusted Performance | 0.1708 | |||
| Jensen Alpha | 4.67 | |||
| Total Risk Alpha | 2.3 | |||
| Sortino Ratio | 0.1757 | |||
| Treynor Ratio | 0.8399 |
Agro Capital Management Backtested Returns
Agro Capital is out of control given 3 months investment horizon. Agro Capital Management secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. We have collected data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 5.95% are justified by taking the suggested risk. Use Agro Capital Risk Adjusted Performance of 0.1708, mean deviation of 15.57, and Downside Deviation of 29.24 to evaluate company specific risk that cannot be diversified away. Agro Capital holds a performance score of 17 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 6.22, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Agro Capital will likely underperform. Use Agro Capital total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to analyze future returns on Agro Capital.
Auto-correlation | -0.26 |
Weak reverse predictability
Agro Capital Management has weak reverse predictability. Overlapping area represents the amount of predictability between Agro Capital time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 Agro Capital Management price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Agro Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Agro Capital Management lagged returns against current returns
Autocorrelation, which is Agro Capital 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 Agro Capital's pink sheet expected returns. We can calculate the autocorrelation of Agro Capital returns to help us make a trade decision. For example, suppose you find that Agro Capital 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 |
Agro Capital 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 Agro Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agro Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agro Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Agro Capital Lagged Returns
When evaluating Agro Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agro Capital pink sheet have on its future price. Agro Capital 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, Agro Capital autocorrelation shows the relationship between Agro Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Agro Capital Management.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Agro Pink Sheet
Agro Capital financial ratios help investors to determine whether Agro Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Agro with respect to the benefits of owning Agro Capital security.