Insumos Agroquimicos (Argentina) Market Value
| INAG Stock | ARS 2,895 0.00 0.00% |
| Symbol | Insumos |
Insumos Agroquimicos '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 Insumos Agroquimicos' 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 Insumos Agroquimicos.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Insumos Agroquimicos on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Insumos Agroquimicos SA or generate 0.0% return on investment in Insumos Agroquimicos over 30 days. Insumos Agroquimicos is related to or competes with Agrometal SAI, Transportadora, and Harmony Gold. Insumos Agroqumicos S.A. engages in the sale and distribution of agrochemicals in Argentina More
Insumos Agroquimicos 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 Insumos Agroquimicos' 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 Insumos Agroquimicos SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1219 | |||
| Maximum Drawdown | 1014.61 |
Insumos Agroquimicos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insumos Agroquimicos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insumos Agroquimicos' standard deviation. In reality, there are many statistical measures that can use Insumos Agroquimicos historical prices to predict the future Insumos Agroquimicos' volatility.| Risk Adjusted Performance | 0.1124 | |||
| Jensen Alpha | 16.19 | |||
| Total Risk Alpha | 1.86 | |||
| Treynor Ratio | (1.47) |
Insumos Agroquimicos Backtested Returns
Insumos Agroquimicos holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Insumos Agroquimicos exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Insumos Agroquimicos' Standard Deviation of 124.47, risk adjusted performance of 0.1124, and Market Risk Adjusted Performance of (1.46) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -10.36, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Insumos Agroquimicos are expected to decrease by larger amounts. On the other hand, during market turmoil, Insumos Agroquimicos is expected to outperform it. At this point, Insumos Agroquimicos has a negative expected return of -0.0636%. Please make sure to check out Insumos Agroquimicos' kurtosis, day median price, and the relationship between the skewness and rate of daily change , to decide if Insumos Agroquimicos performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Insumos Agroquimicos SA has no correlation between past and present. Overlapping area represents the amount of predictability between Insumos Agroquimicos time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Insumos Agroquimicos price movement. The serial correlation of 0.0 indicates that just 0.0% of current Insumos Agroquimicos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Insumos Agroquimicos lagged returns against current returns
Autocorrelation, which is Insumos Agroquimicos 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 Insumos Agroquimicos' stock expected returns. We can calculate the autocorrelation of Insumos Agroquimicos returns to help us make a trade decision. For example, suppose you find that Insumos Agroquimicos 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 |
Insumos Agroquimicos 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 Insumos Agroquimicos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insumos Agroquimicos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insumos Agroquimicos stock over time.
Current vs Lagged Prices |
| Timeline |
Insumos Agroquimicos Lagged Returns
When evaluating Insumos Agroquimicos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insumos Agroquimicos stock have on its future price. Insumos Agroquimicos 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, Insumos Agroquimicos autocorrelation shows the relationship between Insumos Agroquimicos stock current value and its past values and can show if there is a momentum factor associated with investing in Insumos Agroquimicos SA.
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.Other Information on Investing in Insumos Stock
Insumos Agroquimicos financial ratios help investors to determine whether Insumos Stock 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 Insumos with respect to the benefits of owning Insumos Agroquimicos security.