Agile Group Holdings Stock Market Value
| AGPYF Stock | USD 0.04 0.00 0.00% |
| Symbol | Agile |
Agile Group '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 Group'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 Agile Group.
| 01/03/2025 |
| 12/29/2025 |
If you would invest 0.00 in Agile Group on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Agile Group Holdings or generate 0.0% return on investment in Agile Group over 360 days. Agile Group is related to or competes with Tian An, Evergrande Property, and Yanlord Land. Agile Group Holdings Limited, an investment holding company, engages in the property development, property management, h... More
Agile Group 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 Group'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 Agile Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 33.33 |
Agile Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agile Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agile Group's standard deviation. In reality, there are many statistical measures that can use Agile Group historical prices to predict the future Agile Group's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | (0.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Agile Group'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.
Agile Group Holdings Backtested Returns
Agile Group Holdings secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Agile Group Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agile Group's Mean Deviation of 1.04, standard deviation of 4.2, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Agile Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agile Group is expected to be smaller as well. At this point, Agile Group Holdings has a negative expected return of -0.53%. Please make sure to confirm Agile Group's coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day typical price , to decide if Agile Group Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Agile Group Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Agile Group time series from 3rd of January 2025 to 2nd of July 2025 and 2nd of July 2025 to 29th 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 Agile Group Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Agile Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Agile Group Holdings lagged returns against current returns
Autocorrelation, which is Agile Group 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 Agile Group's pink sheet expected returns. We can calculate the autocorrelation of Agile Group returns to help us make a trade decision. For example, suppose you find that Agile Group 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 |
Agile Group 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 Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agile Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agile Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Agile Group Lagged Returns
When evaluating Agile Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agile Group pink sheet have on its future price. Agile Group 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 Group autocorrelation shows the relationship between Agile Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Agile Group Holdings.
Regressed Prices |
| Timeline |
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Other Information on Investing in Agile Pink Sheet
Agile Group financial ratios help investors to determine whether Agile 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 Agile with respect to the benefits of owning Agile Group security.