Agilyx AS (Norway) Market Value
| AGLX Stock | NOK 29.50 0.55 1.90% |
| Symbol | Agilyx |
Agilyx AS '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 Agilyx AS'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 Agilyx AS.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Agilyx AS on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Agilyx AS or generate 0.0% return on investment in Agilyx AS over 90 days. Agilyx AS is related to or competes with Vow ASA, Aker Carbon, and HydrogenPro. Agilyx AS engages in recycling of difficult-to-recycle post-use plastic streams More
Agilyx AS 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 Agilyx AS'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 Agilyx AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.79 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 3.58 |
Agilyx AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agilyx AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agilyx AS's standard deviation. In reality, there are many statistical measures that can use Agilyx AS historical prices to predict the future Agilyx AS's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (1.68) |
Agilyx AS Backtested Returns
Agilyx AS secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Agilyx AS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agilyx AS's Mean Deviation of 1.58, standard deviation of 2.15, and Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Agilyx AS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agilyx AS is expected to be smaller as well. At this point, Agilyx AS has a negative expected return of -0.27%. Please make sure to confirm Agilyx AS's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Agilyx AS performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Agilyx AS has below average predictability. Overlapping area represents the amount of predictability between Agilyx AS time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Agilyx AS price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Agilyx AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 2.07 |
Agilyx AS lagged returns against current returns
Autocorrelation, which is Agilyx AS 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 Agilyx AS's stock expected returns. We can calculate the autocorrelation of Agilyx AS returns to help us make a trade decision. For example, suppose you find that Agilyx AS 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 |
Agilyx AS 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 Agilyx AS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agilyx AS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agilyx AS stock over time.
Current vs Lagged Prices |
| Timeline |
Agilyx AS Lagged Returns
When evaluating Agilyx AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agilyx AS stock have on its future price. Agilyx AS 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, Agilyx AS autocorrelation shows the relationship between Agilyx AS stock current value and its past values and can show if there is a momentum factor associated with investing in Agilyx AS.
Regressed Prices |
| Timeline |
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Agilyx AS financial ratios help investors to determine whether Agilyx 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 Agilyx with respect to the benefits of owning Agilyx AS security.