Agrogeneration (France) Market Value
| ALAGR Stock | EUR 0.05 0.0002 0.42% |
| Symbol | Agrogeneration |
Agrogeneration '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 Agrogeneration'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 Agrogeneration.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Agrogeneration on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Agrogeneration or generate 0.0% return on investment in Agrogeneration over 30 days. Agrogeneration is related to or competes with Stef SA, Bonduelle SCA, Lisi SA, and Interparfums. AgroGeneration SA, an agricultural company, engages in grain and oil commodity crop farming primarily in Ukraine More
Agrogeneration 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 Agrogeneration'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 Agrogeneration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 39.05 | |||
| Value At Risk | (7.81) | |||
| Potential Upside | 6.71 |
Agrogeneration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agrogeneration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agrogeneration's standard deviation. In reality, there are many statistical measures that can use Agrogeneration historical prices to predict the future Agrogeneration's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (1.10) | |||
| Treynor Ratio | 1.42 |
Agrogeneration Backtested Returns
Agrogeneration secures Sharpe Ratio (or Efficiency) of -0.0391, which signifies that the company had a -0.0391% return per unit of risk over the last 3 months. Agrogeneration exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agrogeneration's Mean Deviation of 3.47, standard deviation of 5.56, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Agrogeneration are expected to decrease at a much lower rate. During the bear market, Agrogeneration is likely to outperform the market. At this point, Agrogeneration has a negative expected return of -0.22%. Please make sure to confirm Agrogeneration's skewness, as well as the relationship between the day median price and relative strength index , to decide if Agrogeneration performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.1 |
Very weak reverse predictability
Agrogeneration has very weak reverse predictability. Overlapping area represents the amount of predictability between Agrogeneration time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Agrogeneration price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Agrogeneration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Agrogeneration lagged returns against current returns
Autocorrelation, which is Agrogeneration 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 Agrogeneration's stock expected returns. We can calculate the autocorrelation of Agrogeneration returns to help us make a trade decision. For example, suppose you find that Agrogeneration 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 |
Agrogeneration 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 Agrogeneration stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agrogeneration stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agrogeneration stock over time.
Current vs Lagged Prices |
| Timeline |
Agrogeneration Lagged Returns
When evaluating Agrogeneration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agrogeneration stock have on its future price. Agrogeneration 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, Agrogeneration autocorrelation shows the relationship between Agrogeneration stock current value and its past values and can show if there is a momentum factor associated with investing in Agrogeneration.
Regressed Prices |
| Timeline |
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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.Additional Tools for Agrogeneration Stock Analysis
When running Agrogeneration's price analysis, check to measure Agrogeneration's 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 Agrogeneration is operating at the current time. Most of Agrogeneration's value examination focuses on studying past and present price action to predict the probability of Agrogeneration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agrogeneration's price. Additionally, you may evaluate how the addition of Agrogeneration to your portfolios can decrease your overall portfolio volatility.