American Graphite Technologies Stock Market Value
| AGIN Stock | USD 0 0 30.77% |
| Symbol | American |
American Graphite '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 American Graphite'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 American Graphite.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in American Graphite on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding American Graphite Technologies or generate 0.0% return on investment in American Graphite over 180 days. American Graphite is related to or competes with Verde Bio, Shanrong Biotechnology, and Skywealth. American Graphite Technologies, Inc., an exploration stage company, engages in the exploration and development of graphi... More
American Graphite 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 American Graphite'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 American Graphite Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.09 | |||
| Information Ratio | 0.047 | |||
| Maximum Drawdown | 80.88 | |||
| Value At Risk | (15.62) | |||
| Potential Upside | 25.93 |
American Graphite Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Graphite's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Graphite's standard deviation. In reality, there are many statistical measures that can use American Graphite historical prices to predict the future American Graphite's volatility.| Risk Adjusted Performance | 0.0467 | |||
| Jensen Alpha | 0.7671 | |||
| Total Risk Alpha | (0.77) | |||
| Sortino Ratio | 0.0504 | |||
| Treynor Ratio | (1.72) |
American Graphite Backtested Returns
American Graphite is out of control given 3 months investment horizon. American Graphite secures Sharpe Ratio (or Efficiency) of 0.0666, which signifies that the company had a 0.0666 % return per unit of standard deviation over the last 3 months. We were able to collect and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.04% are justified by taking the suggested risk. Use American Graphite risk adjusted performance of 0.0467, and Mean Deviation of 9.44 to evaluate company specific risk that cannot be diversified away. American Graphite holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning American Graphite are expected to decrease at a much lower rate. During the bear market, American Graphite is likely to outperform the market. Use American Graphite potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to analyze future returns on American Graphite.
Auto-correlation | -0.11 |
Insignificant reverse predictability
American Graphite Technologies has insignificant reverse predictability. Overlapping area represents the amount of predictability between American Graphite time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 American Graphite price movement. The serial correlation of -0.11 indicates that less than 11.0% of current American Graphite price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
American Graphite lagged returns against current returns
Autocorrelation, which is American Graphite 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 American Graphite's pink sheet expected returns. We can calculate the autocorrelation of American Graphite returns to help us make a trade decision. For example, suppose you find that American Graphite 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 |
American Graphite 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 American Graphite pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Graphite pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Graphite pink sheet over time.
Current vs Lagged Prices |
| Timeline |
American Graphite Lagged Returns
When evaluating American Graphite's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Graphite pink sheet have on its future price. American Graphite 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, American Graphite autocorrelation shows the relationship between American Graphite pink sheet current value and its past values and can show if there is a momentum factor associated with investing in American Graphite Technologies.
Regressed Prices |
| Timeline |
Pair Trading with American Graphite
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if American Graphite position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in American Graphite will appreciate offsetting losses from the drop in the long position's value.Moving against American Pink Sheet
The ability to find closely correlated positions to American Graphite could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace American Graphite when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back American Graphite - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling American Graphite Technologies to buy it.
The correlation of American Graphite is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as American Graphite moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if American Graphite moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for American Graphite can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in American Pink Sheet
American Graphite financial ratios help investors to determine whether American 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 American with respect to the benefits of owning American Graphite security.