Agilysys Stock Market Value
| AGYS Stock | USD 137.48 5.50 4.17% |
| Symbol | Agilysys |
Agilysys Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Agilysys. If investors know Agilysys will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Agilysys listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.69) | Earnings Share 3.52 | Revenue Per Share 9.483 | Quarterly Revenue Growth 0.165 | Return On Assets 0.0432 |
The market value of Agilysys is measured differently than its book value, which is the value of Agilysys that is recorded on the company's balance sheet. Investors also form their own opinion of Agilysys' value that differs from its market value or its book value, called intrinsic value, which is Agilysys' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Agilysys' market value can be influenced by many factors that don't directly affect Agilysys' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Agilysys' value and its price as these two are different measures arrived at by different means. Investors typically determine if Agilysys is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Agilysys' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Agilysys '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 Agilysys' 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 Agilysys.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Agilysys on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Agilysys or generate 0.0% return on investment in Agilysys over 30 days. Agilysys is related to or competes with Alkami Technology, ADEIA P, Paycor HCM, Appfolio, Enfusion, DHI, and CommVault Systems. Agilysys, Inc., together with its subsidiaries, operates as a developer and marketer of hardware and software products a... More
Agilysys 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 Agilysys' 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 Agilysys upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.33 | |||
| Information Ratio | 0.0787 | |||
| Maximum Drawdown | 14.47 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 3.43 |
Agilysys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agilysys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agilysys' standard deviation. In reality, there are many statistical measures that can use Agilysys historical prices to predict the future Agilysys' volatility.| Risk Adjusted Performance | 0.097 | |||
| Jensen Alpha | 0.0811 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0665 | |||
| Treynor Ratio | 0.1331 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Agilysys' 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.
Agilysys Backtested Returns
Agilysys appears to be very steady, given 3 months investment horizon. Agilysys secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Agilysys, which you can use to evaluate the volatility of the firm. Please makes use of Agilysys' Downside Deviation of 3.33, mean deviation of 1.89, and Risk Adjusted Performance of 0.097 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Agilysys holds a performance score of 9. The firm shows a Beta (market volatility) of 2.41, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Agilysys will likely underperform. Please check Agilysys' sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Agilysys' price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Agilysys has modest predictability. Overlapping area represents the amount of predictability between Agilysys time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Agilysys price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Agilysys price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 28.74 |
Agilysys lagged returns against current returns
Autocorrelation, which is Agilysys 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 Agilysys' stock expected returns. We can calculate the autocorrelation of Agilysys returns to help us make a trade decision. For example, suppose you find that Agilysys 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 |
Agilysys 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 Agilysys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agilysys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agilysys stock over time.
Current vs Lagged Prices |
| Timeline |
Agilysys Lagged Returns
When evaluating Agilysys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agilysys stock have on its future price. Agilysys 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, Agilysys autocorrelation shows the relationship between Agilysys stock current value and its past values and can show if there is a momentum factor associated with investing in Agilysys.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Agilysys Stock Analysis
When running Agilysys' price analysis, check to measure Agilysys' 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 Agilysys is operating at the current time. Most of Agilysys' value examination focuses on studying past and present price action to predict the probability of Agilysys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agilysys' price. Additionally, you may evaluate how the addition of Agilysys to your portfolios can decrease your overall portfolio volatility.