Agriculture Natural Solutions Stock Market Value
| ANSCW Stock | 0.38 0.03 8.57% |
| Symbol | Agriculture |
Agriculture Natural Price To Book Ratio
Is Asset Management & Custody Banks 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 Agriculture Natural. If investors know Agriculture 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 Agriculture Natural listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Agriculture Natural is measured differently than its book value, which is the value of Agriculture that is recorded on the company's balance sheet. Investors also form their own opinion of Agriculture Natural's value that differs from its market value or its book value, called intrinsic value, which is Agriculture Natural's 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 Agriculture Natural's market value can be influenced by many factors that don't directly affect Agriculture Natural's 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 Agriculture Natural's value and its price as these two are different measures arrived at by different means. Investors typically determine if Agriculture Natural is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Agriculture Natural's 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.
Agriculture Natural '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 Agriculture Natural'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 Agriculture Natural.
| 08/23/2024 |
| 11/21/2024 |
If you would invest 0.00 in Agriculture Natural on August 23, 2024 and sell it all today you would earn a total of 0.00 from holding Agriculture Natural Solutions or generate 0.0% return on investment in Agriculture Natural over 90 days. Agriculture Natural is related to or competes with ABIVAX Socit, SCOR PK, HUMANA, Small Cap, Morningstar Unconstrained, Thrivent High, and SPACE. Agriculture Natural is entity of United States More
Agriculture Natural 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 Agriculture Natural'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 Agriculture Natural Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.64 | |||
| Information Ratio | 0.1186 | |||
| Maximum Drawdown | 74.55 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Agriculture Natural Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agriculture Natural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agriculture Natural's standard deviation. In reality, there are many statistical measures that can use Agriculture Natural historical prices to predict the future Agriculture Natural's volatility.| Risk Adjusted Performance | 0.105 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | 0.1451 | |||
| Sortino Ratio | 0.0866 | |||
| Treynor Ratio | 1.3 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Agriculture Natural'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.
Agriculture Natural Backtested Returns
Agriculture Natural is out of control given 3 months investment horizon. Agriculture Natural secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21% return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.36% are justified by taking the suggested risk. Use Agriculture Natural Downside Deviation of 15.64, mean deviation of 6.54, and Risk Adjusted Performance of 0.105 to evaluate company specific risk that cannot be diversified away. Agriculture Natural holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. Agriculture Natural returns are very sensitive to returns on the market. As the market goes up or down, Agriculture Natural is expected to follow. Use Agriculture Natural maximum drawdown and the relationship between the expected short fall and relative strength index , to analyze future returns on Agriculture Natural.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Agriculture Natural Solutions has insignificant reverse predictability. Overlapping area represents the amount of predictability between Agriculture Natural time series from 23rd of August 2024 to 7th of October 2024 and 7th of October 2024 to 21st 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 Agriculture Natural price movement. The serial correlation of -0.18 indicates that over 18.0% of current Agriculture Natural price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Agriculture Natural lagged returns against current returns
Autocorrelation, which is Agriculture Natural 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 Agriculture Natural's stock expected returns. We can calculate the autocorrelation of Agriculture Natural returns to help us make a trade decision. For example, suppose you find that Agriculture Natural 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 |
Agriculture Natural 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 Agriculture Natural stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agriculture Natural stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agriculture Natural stock over time.
Current vs Lagged Prices |
| Timeline |
Agriculture Natural Lagged Returns
When evaluating Agriculture Natural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agriculture Natural stock have on its future price. Agriculture Natural 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, Agriculture Natural autocorrelation shows the relationship between Agriculture Natural stock current value and its past values and can show if there is a momentum factor associated with investing in Agriculture Natural Solutions.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Agriculture Stock Analysis
When running Agriculture Natural's price analysis, check to measure Agriculture Natural'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 Agriculture Natural is operating at the current time. Most of Agriculture Natural's value examination focuses on studying past and present price action to predict the probability of Agriculture Natural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agriculture Natural's price. Additionally, you may evaluate how the addition of Agriculture Natural to your portfolios can decrease your overall portfolio volatility.