Agat Ejendomme (Denmark) Market Value

AGAT Stock  DKK 1.41  0.01  0.70%   
Agat Ejendomme's market value is the price at which a share of Agat Ejendomme trades on a public exchange. It measures the collective expectations of Agat Ejendomme AS investors about its performance. Agat Ejendomme is selling at 1.41 as of the 21st of March 2025; that is 0.7 percent down since the beginning of the trading day. The stock's open price was 1.42.
With this module, you can estimate the performance of a buy and hold strategy of Agat Ejendomme AS and determine expected loss or profit from investing in Agat Ejendomme over a given investment horizon. Check out Agat Ejendomme Correlation, Agat Ejendomme Volatility and Agat Ejendomme Alpha and Beta module to complement your research on Agat Ejendomme.
Symbol

Please note, there is a significant difference between Agat Ejendomme's value and its price as these two are different measures arrived at by different means. Investors typically determine if Agat Ejendomme is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Agat Ejendomme'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.

Agat Ejendomme '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 Agat Ejendomme'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 Agat Ejendomme.
0.00
02/19/2025
No Change 0.00  0.0 
In 30 days
03/21/2025
0.00
If you would invest  0.00  in Agat Ejendomme on February 19, 2025 and sell it all today you would earn a total of 0.00 from holding Agat Ejendomme AS or generate 0.0% return on investment in Agat Ejendomme over 30 days. Agat Ejendomme is related to or competes with Cemat AS, Columbus, Harboes Bryggeri, Copenhagen Capital, and Fast Ejendom. Agat Ejendomme AS, together with its subsidiaries, engages in the development and sale of real estate properties in Denm... More

Agat Ejendomme 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 Agat Ejendomme'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 Agat Ejendomme AS upside and downside potential and time the market with a certain degree of confidence.

Agat Ejendomme Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Agat Ejendomme's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agat Ejendomme's standard deviation. In reality, there are many statistical measures that can use Agat Ejendomme historical prices to predict the future Agat Ejendomme's volatility.
Hype
Prediction
LowEstimatedHigh
0.071.414.74
Details
Intrinsic
Valuation
LowRealHigh
0.061.184.51
Details
Naive
Forecast
LowNextHigh
0.031.464.79
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1.291.371.46
Details

Agat Ejendomme AS Backtested Returns

As of now, Agat Stock is dangerous. Agat Ejendomme AS secures Sharpe Ratio (or Efficiency) of 0.0237, which signifies that the company had a 0.0237 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Agat Ejendomme AS, which you can use to evaluate the volatility of the firm. Please confirm Agat Ejendomme's risk adjusted performance of 0.0213, and Mean Deviation of 2.33 to double-check if the risk estimate we provide is consistent with the expected return of 0.0789%. Agat Ejendomme has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0217, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Agat Ejendomme's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agat Ejendomme is expected to be smaller as well. Agat Ejendomme AS right now shows a risk of 3.33%. Please confirm Agat Ejendomme AS semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Agat Ejendomme AS will be following its price patterns.

Auto-correlation

    
  0.63  

Good predictability

Agat Ejendomme AS has good predictability. Overlapping area represents the amount of predictability between Agat Ejendomme time series from 19th of February 2025 to 6th of March 2025 and 6th of March 2025 to 21st of March 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 Agat Ejendomme AS price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Agat Ejendomme price fluctuation can be explain by its past prices.
Correlation Coefficient0.63
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.0
Agat ReturnsAgat Lagged ReturnsDiversified AwayAgat ReturnsAgat Lagged ReturnsDiversified Away100%

Agat Ejendomme AS lagged returns against current returns

Autocorrelation, which is Agat Ejendomme 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 Agat Ejendomme's stock expected returns. We can calculate the autocorrelation of Agat Ejendomme returns to help us make a trade decision. For example, suppose you find that Agat Ejendomme 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   
JavaScript chart by amCharts 3.21.15Mar 06Mar 08Mar 10Mar 12Mar 14Mar 16Mar 18Mar 20-8%-6%-4%-2%0%2% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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Agat Ejendomme 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 Agat Ejendomme stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agat Ejendomme stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agat Ejendomme stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Mar 06Mar 08Mar 10Mar 12Mar 14Mar 16Mar 18Mar 201.341.351.361.371.381.391.401.41
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
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Agat Ejendomme Lagged Returns

When evaluating Agat Ejendomme's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agat Ejendomme stock have on its future price. Agat Ejendomme 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, Agat Ejendomme autocorrelation shows the relationship between Agat Ejendomme stock current value and its past values and can show if there is a momentum factor associated with investing in Agat Ejendomme AS.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Feb 19Feb 23Feb 27MarMar 07Mar 11Mar 15Mar 191.301.321.341.361.381.401.421.44
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

Pair Trading with Agat Ejendomme

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Agat Ejendomme position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Agat Ejendomme will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Agat Ejendomme could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Agat Ejendomme when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Agat Ejendomme - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Agat Ejendomme AS to buy it.
The correlation of Agat Ejendomme is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Agat Ejendomme moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Agat Ejendomme AS moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Agat Ejendomme can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Other Information on Investing in Agat Stock

Agat Ejendomme financial ratios help investors to determine whether Agat 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 Agat with respect to the benefits of owning Agat Ejendomme security.

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