Agri Dynamics Stock Market Value
| AGDY Stock | USD 0 0.00 0.00% |
| Symbol | Agri |
Agri Dynamics '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 Agri Dynamics' 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 Agri Dynamics.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in Agri Dynamics on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding Agri Dynamics or generate 0.0% return on investment in Agri Dynamics over 90 days. Agri Dynamics is related to or competes with Crown Point, Bri-Chem Corp, and McChip Resources. Agri Dynamics, Inc. is a holding company providing management consulting services More
Agri Dynamics 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 Agri Dynamics' 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 Agri Dynamics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0781 | |||
| Maximum Drawdown | 353.68 |
Agri Dynamics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agri Dynamics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agri Dynamics' standard deviation. In reality, there are many statistical measures that can use Agri Dynamics historical prices to predict the future Agri Dynamics' volatility.| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 2.99 | |||
| Total Risk Alpha | 0.3841 | |||
| Treynor Ratio | (1.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Agri Dynamics' 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.
Agri Dynamics Backtested Returns
Agri Dynamics is out of control given 3 months investment horizon. Agri Dynamics secures Sharpe Ratio (or Efficiency) of 0.0803, which signifies that the company had a 0.0803 % return per unit of risk over the last 3 months. We were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 2.94% are justified by taking the suggested risk. Use Agri Dynamics Mean Deviation of 8.91, standard deviation of 36.36, and Risk Adjusted Performance of 0.066 to evaluate company specific risk that cannot be diversified away. Agri Dynamics holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.2, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Agri Dynamics are expected to decrease by larger amounts. On the other hand, during market turmoil, Agri Dynamics is expected to outperform it. Use Agri Dynamics information ratio and rate of daily change , to analyze future returns on Agri Dynamics.
Auto-correlation | -0.66 |
Very good reverse predictability
Agri Dynamics has very good reverse predictability. Overlapping area represents the amount of predictability between Agri Dynamics time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Agri Dynamics price movement. The serial correlation of -0.66 indicates that around 66.0% of current Agri Dynamics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Agri Dynamics lagged returns against current returns
Autocorrelation, which is Agri Dynamics 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 Agri Dynamics' pink sheet expected returns. We can calculate the autocorrelation of Agri Dynamics returns to help us make a trade decision. For example, suppose you find that Agri Dynamics 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 |
Agri Dynamics 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 Agri Dynamics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agri Dynamics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agri Dynamics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Agri Dynamics Lagged Returns
When evaluating Agri Dynamics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agri Dynamics pink sheet have on its future price. Agri Dynamics 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, Agri Dynamics autocorrelation shows the relationship between Agri Dynamics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Agri Dynamics.
Regressed Prices |
| Timeline |
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Additional Tools for Agri Pink Sheet Analysis
When running Agri Dynamics' price analysis, check to measure Agri Dynamics' 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 Agri Dynamics is operating at the current time. Most of Agri Dynamics' value examination focuses on studying past and present price action to predict the probability of Agri Dynamics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agri Dynamics' price. Additionally, you may evaluate how the addition of Agri Dynamics to your portfolios can decrease your overall portfolio volatility.