Agf Management Limited Stock Market Value
| AGFMF Stock | USD 7.14 0.02 0.28% |
| Symbol | AGF |
AGF Management '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 AGF Management's pink sheet 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 AGF Management.
| 12/22/2024 |
| 03/22/2025 |
If you would invest 0.00 in AGF Management on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding AGF Management Limited or generate 0.0% return on investment in AGF Management over 90 days. AGF Management is related to or competes with Fiera Capital, Elysee Development, Azimut Holding, and Flow Capital. AGF Management Limited is a publicly owned asset management holding company More
AGF Management 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 AGF Management's pink sheet 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 AGF Management Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0032 | |||
| Maximum Drawdown | 15.09 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 2.65 |
AGF Management Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGF Management's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGF Management's standard deviation. In reality, there are many statistical measures that can use AGF Management historical prices to predict the future AGF Management's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.0953 | |||
| Treynor Ratio | 0.2505 |
AGF Management Backtested Returns
AGF Management secures Sharpe Ratio (or Efficiency) of -0.0247, which signifies that the company had a -0.0247 % return per unit of risk over the last 3 months. AGF Management Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AGF Management's Standard Deviation of 2.06, risk adjusted performance of (0.02), and Mean Deviation of 1.15 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AGF Management are expected to decrease at a much lower rate. During the bear market, AGF Management is likely to outperform the market. At this point, AGF Management has a negative expected return of -0.0509%. Please make sure to confirm AGF Management's potential upside, day typical price, and the relationship between the total risk alpha and daily balance of power , to decide if AGF Management performance from the past will be repeated at some future date.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
AGF Management Limited has almost perfect reverse predictability. Overlapping area represents the amount of predictability between AGF Management time series from 22nd of December 2024 to 5th of February 2025 and 5th of February 2025 to 22nd 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 AGF Management price movement. The serial correlation of -0.72 indicates that around 72.0% of current AGF Management price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
AGF Management lagged returns against current returns
Autocorrelation, which is AGF Management pink sheet'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 AGF Management's pink sheet expected returns. We can calculate the autocorrelation of AGF Management returns to help us make a trade decision. For example, suppose you find that AGF Management has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
AGF Management 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 AGF Management pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGF Management pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGF Management pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AGF Management Lagged Returns
When evaluating AGF Management's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGF Management pink sheet have on its future price. AGF Management 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, AGF Management autocorrelation shows the relationship between AGF Management pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AGF Management Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AGF Pink Sheet
AGF Management financial ratios help investors to determine whether AGF Pink Sheet 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 AGF with respect to the benefits of owning AGF Management security.