Agfa Gevaert Nv Stock Market Value
| AFGVY Stock | USD 2.29 0.00 0.00% |
| Symbol | Agfa |
Agfa Gevaert '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 Agfa Gevaert'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 Agfa Gevaert.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Agfa Gevaert on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Agfa Gevaert NV or generate 0.0% return on investment in Agfa Gevaert over 360 days. Agfa Gevaert is related to or competes with Vow ASA, Lead Innovation, DATA Communications, Aquarius Engines, BQE Water, and Global Crossing. Agfa-Gevaert NV develops, produces, and distributes various analog and digital imaging systems, and IT solutions worldwi... More
Agfa Gevaert 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 Agfa Gevaert'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 Agfa Gevaert NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 13.55 |
Agfa Gevaert Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agfa Gevaert's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agfa Gevaert's standard deviation. In reality, there are many statistical measures that can use Agfa Gevaert historical prices to predict the future Agfa Gevaert's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | 0.751 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Agfa Gevaert'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.
Agfa Gevaert NV Backtested Returns
Agfa Gevaert NV secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of standard deviation over the last 3 months. Agfa Gevaert NV exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agfa Gevaert's risk adjusted performance of (0.1), and Mean Deviation of 0.4854 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Agfa Gevaert are expected to decrease at a much lower rate. During the bear market, Agfa Gevaert is likely to outperform the market. At this point, Agfa Gevaert NV has a negative expected return of -0.26%. Please make sure to confirm Agfa Gevaert's market risk adjusted performance, treynor ratio, as well as the relationship between the Treynor Ratio and day typical price , to decide if Agfa Gevaert NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Agfa Gevaert NV has no correlation between past and present. Overlapping area represents the amount of predictability between Agfa Gevaert time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Agfa Gevaert NV price movement. The serial correlation of 0.0 indicates that just 0.0% of current Agfa Gevaert price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Agfa Gevaert NV lagged returns against current returns
Autocorrelation, which is Agfa Gevaert 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 Agfa Gevaert's pink sheet expected returns. We can calculate the autocorrelation of Agfa Gevaert returns to help us make a trade decision. For example, suppose you find that Agfa Gevaert 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 |
Agfa Gevaert 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 Agfa Gevaert pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agfa Gevaert pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agfa Gevaert pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Agfa Gevaert Lagged Returns
When evaluating Agfa Gevaert's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agfa Gevaert pink sheet have on its future price. Agfa Gevaert 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, Agfa Gevaert autocorrelation shows the relationship between Agfa Gevaert pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Agfa Gevaert NV.
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.Additional Tools for Agfa Pink Sheet Analysis
When running Agfa Gevaert's price analysis, check to measure Agfa Gevaert'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 Agfa Gevaert is operating at the current time. Most of Agfa Gevaert's value examination focuses on studying past and present price action to predict the probability of Agfa Gevaert's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agfa Gevaert's price. Additionally, you may evaluate how the addition of Agfa Gevaert to your portfolios can decrease your overall portfolio volatility.