Agile Content (Spain) Market Value
| AGIL Stock | EUR 3.40 0.04 1.16% |
| Symbol | Agile |
Agile Content '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 Agile Content's stock 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 Agile Content.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Agile Content on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Agile Content SA or generate 0.0% return on investment in Agile Content over 30 days. Agile Content is related to or competes with Atrys Health, Gigas Hosting, Grenergy Renovables, and Lleidanetworks Serveis. Agile Content, S.A. offers cloud solutions to media companies, telecom enterprises, and corporations in Spain More
Agile Content 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 Agile Content's stock 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 Agile Content SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.96 | |||
| Value At Risk | (4.07) | |||
| Potential Upside | 3.23 |
Agile Content Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agile Content's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agile Content's standard deviation. In reality, there are many statistical measures that can use Agile Content historical prices to predict the future Agile Content's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (0.44) |
Agile Content SA Backtested Returns
Agile Content SA secures Sharpe Ratio (or Efficiency) of -0.0211, which signifies that the company had a -0.0211% return per unit of risk over the last 3 months. Agile Content SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agile Content's Mean Deviation of 1.6, standard deviation of 2.2, and insignificant Risk Adjusted Performance to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0878, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Agile Content's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agile Content is expected to be smaller as well. At this point, Agile Content SA has a negative expected return of -0.0473%. Please make sure to confirm Agile Content's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Agile Content SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Agile Content SA has below average predictability. Overlapping area represents the amount of predictability between Agile Content time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Agile Content SA price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Agile Content price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Agile Content SA lagged returns against current returns
Autocorrelation, which is Agile Content stock'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 Agile Content's stock expected returns. We can calculate the autocorrelation of Agile Content returns to help us make a trade decision. For example, suppose you find that Agile Content has exhibited high autocorrelation historically, and you observe that the stock 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 |
Agile Content 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 Agile Content stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agile Content stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agile Content stock over time.
Current vs Lagged Prices |
| Timeline |
Agile Content Lagged Returns
When evaluating Agile Content's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agile Content stock have on its future price. Agile Content 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, Agile Content autocorrelation shows the relationship between Agile Content stock current value and its past values and can show if there is a momentum factor associated with investing in Agile Content SA.
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.Other Information on Investing in Agile Stock
Agile Content financial ratios help investors to determine whether Agile Stock 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 Agile with respect to the benefits of owning Agile Content security.