Ageagle Aerial Systems Stock Market Value
| UAVS Stock | USD 2.40 0.07 2.83% |
| Symbol | Ageagle |
Is Industrial Machinery & Supplies & Components 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 Ageagle Aerial. If investors know Ageagle 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 Ageagle Aerial 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 Ageagle Aerial Systems is measured differently than its book value, which is the value of Ageagle that is recorded on the company's balance sheet. Investors also form their own opinion of Ageagle Aerial's value that differs from its market value or its book value, called intrinsic value, which is Ageagle Aerial'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 Ageagle Aerial's market value can be influenced by many factors that don't directly affect Ageagle Aerial'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 Ageagle Aerial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ageagle Aerial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ageagle Aerial'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.
Ageagle Aerial '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 Ageagle Aerial'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 Ageagle Aerial.
| 11/01/2024 |
| 01/30/2025 |
If you would invest 0.00 in Ageagle Aerial on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Ageagle Aerial Systems or generate 0.0% return on investment in Ageagle Aerial over 90 days. Ageagle Aerial is related to or competes with Ehang Holdings, Vislink Technologies, and Foresight Autonomous. AgEagle Aerial Systems, Inc. engages in designing and delivering autonomous unmanned aerial systems for the energyutilit... More
Ageagle Aerial 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 Ageagle Aerial'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 Ageagle Aerial Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.02 | |||
| Information Ratio | 0.0675 | |||
| Maximum Drawdown | 144.2 | |||
| Value At Risk | (17.16) | |||
| Potential Upside | 34.14 |
Ageagle Aerial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ageagle Aerial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ageagle Aerial's standard deviation. In reality, there are many statistical measures that can use Ageagle Aerial historical prices to predict the future Ageagle Aerial's volatility.| Risk Adjusted Performance | 0.0698 | |||
| Jensen Alpha | 1.85 | |||
| Total Risk Alpha | (0.80) | |||
| Sortino Ratio | 0.1493 | |||
| Treynor Ratio | (0.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ageagle Aerial'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.
Ageagle Aerial Systems Backtested Returns
Ageagle Aerial is out of control given 3 months investment horizon. Ageagle Aerial Systems secures Sharpe Ratio (or Efficiency) of 0.072, which signifies that the company had a 0.072 % return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.6% are justified by taking the suggested risk. Use Ageagle Aerial risk adjusted performance of 0.0698, and Mean Deviation of 12.77 to evaluate company specific risk that cannot be diversified away. Ageagle Aerial holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.97, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Ageagle Aerial are expected to decrease by larger amounts. On the other hand, during market turmoil, Ageagle Aerial is expected to outperform it. Use Ageagle Aerial treynor ratio, as well as the relationship between the expected short fall and day median price , to analyze future returns on Ageagle Aerial.
Auto-correlation | -0.57 |
Good reverse predictability
Ageagle Aerial Systems has good reverse predictability. Overlapping area represents the amount of predictability between Ageagle Aerial time series from 1st of November 2024 to 16th of December 2024 and 16th of December 2024 to 30th 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 Ageagle Aerial Systems price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Ageagle Aerial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Ageagle Aerial Systems lagged returns against current returns
Autocorrelation, which is Ageagle Aerial 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 Ageagle Aerial's stock expected returns. We can calculate the autocorrelation of Ageagle Aerial returns to help us make a trade decision. For example, suppose you find that Ageagle Aerial 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 |
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Ageagle Aerial 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 Ageagle Aerial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ageagle Aerial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ageagle Aerial stock over time.
Current vs Lagged Prices |
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Ageagle Aerial Lagged Returns
When evaluating Ageagle Aerial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ageagle Aerial stock have on its future price. Ageagle Aerial 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, Ageagle Aerial autocorrelation shows the relationship between Ageagle Aerial stock current value and its past values and can show if there is a momentum factor associated with investing in Ageagle Aerial Systems.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ageagle Stock Analysis
When running Ageagle Aerial's price analysis, check to measure Ageagle Aerial'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 Ageagle Aerial is operating at the current time. Most of Ageagle Aerial's value examination focuses on studying past and present price action to predict the probability of Ageagle Aerial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ageagle Aerial's price. Additionally, you may evaluate how the addition of Ageagle Aerial to your portfolios can decrease your overall portfolio volatility.