Agl Energy Limited Stock Market Value
| AGLNF Stock | USD 6.20 0.00 0.00% |
| Symbol | AGL |
AGL Energy '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 AGL Energy'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 AGL Energy.
| 07/26/2025 |
| 01/22/2026 |
If you would invest 0.00 in AGL Energy on July 26, 2025 and sell it all today you would earn a total of 0.00 from holding AGL Energy Limited or generate 0.0% return on investment in AGL Energy over 180 days. AGL Energy is related to or competes with CGN New, Spire, Aboitiz Equity, and Energiedienst Holding. AGL Energy Limited supplies energy and other services to residential, small and large businesses, and wholesale customer... More
AGL Energy 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 AGL Energy'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 AGL Energy Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 10.78 | |||
| Potential Upside | 1.64 |
AGL Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGL Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGL Energy's standard deviation. In reality, there are many statistical measures that can use AGL Energy historical prices to predict the future AGL Energy's volatility.| Risk Adjusted Performance | 0.0092 | |||
| Jensen Alpha | 0.0258 | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.0047 |
AGL Energy Limited Backtested Returns
AGL Energy Limited secures Sharpe Ratio (or Efficiency) of -0.0211, which signifies that the company had a -0.0211 % return per unit of return volatility over the last 3 months. AGL Energy Limited exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AGL Energy's Risk Adjusted Performance of 0.0092, mean deviation of 0.342, and Coefficient Of Variation of 15093.75 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AGL Energy are expected to decrease at a much lower rate. During the bear market, AGL Energy is likely to outperform the market. At this point, AGL Energy Limited has a negative expected return of -0.0282%. Please make sure to confirm AGL Energy's standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if AGL Energy Limited performance from the past will be repeated in the future.
Auto-correlation | -0.05 |
Very weak reverse predictability
AGL Energy Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between AGL Energy time series from 26th of July 2025 to 24th of October 2025 and 24th of October 2025 to 22nd 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 AGL Energy Limited price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current AGL Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
AGL Energy Limited lagged returns against current returns
Autocorrelation, which is AGL Energy 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 AGL Energy's pink sheet expected returns. We can calculate the autocorrelation of AGL Energy returns to help us make a trade decision. For example, suppose you find that AGL Energy 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 |
AGL Energy 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 AGL Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGL Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGL Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AGL Energy Lagged Returns
When evaluating AGL Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGL Energy pink sheet have on its future price. AGL Energy 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, AGL Energy autocorrelation shows the relationship between AGL Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AGL Energy Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AGL Pink Sheet
AGL Energy financial ratios help investors to determine whether AGL 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 AGL with respect to the benefits of owning AGL Energy security.