Agat Ejendomme (Denmark) Market Value
| AGAT Stock | DKK 1.41 0.01 0.70% |
| Symbol | Agat |
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.
| 02/19/2025 |
| 03/21/2025 |
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.
| Downside Deviation | 3.95 | |||
| Information Ratio | 0.036 | |||
| Maximum Drawdown | 15.28 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 5.3 |
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.| Risk Adjusted Performance | 0.0213 | |||
| Jensen Alpha | 0.0427 | |||
| Total Risk Alpha | 0.3128 | |||
| Sortino Ratio | 0.0294 | |||
| Treynor Ratio | 1.89 |
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 Coefficient | 0.63 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
| Timeline |
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 |
| Timeline |
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 |
| 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.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.