AGMA LAHLOU's market value is the price at which a share of AGMA LAHLOU trades on a public exchange. It measures the collective expectations of AGMA LAHLOU TAZI investors about its performance. AGMA LAHLOU is trading at 6999.00 as of the 17th of March 2025, a 0.43 percent increase since the beginning of the trading day. The stock's open price was 6969.0. With this module, you can estimate the performance of a buy and hold strategy of AGMA LAHLOU TAZI and determine expected loss or profit from investing in AGMA LAHLOU over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
AGMA
AGMA LAHLOU '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 AGMA LAHLOU'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 AGMA LAHLOU.
0.00
12/17/2024
No Change 0.00
0.0
In 2 months and 31 days
03/17/2025
0.00
If you would invest 0.00 in AGMA LAHLOU on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AGMA LAHLOU TAZI or generate 0.0% return on investment in AGMA LAHLOU over 90 days.
AGMA LAHLOU 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 AGMA LAHLOU'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 AGMA LAHLOU TAZI upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGMA LAHLOU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGMA LAHLOU's standard deviation. In reality, there are many statistical measures that can use AGMA LAHLOU historical prices to predict the future AGMA LAHLOU's volatility.
At this point, AGMA LAHLOU is very steady. AGMA LAHLOU TAZI secures Sharpe Ratio (or Efficiency) of 0.073, which signifies that the company had a 0.073 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for AGMA LAHLOU TAZI, which you can use to evaluate the volatility of the firm. Please confirm AGMA LAHLOU's Risk Adjusted Performance of 0.0674, semi deviation of 1.21, and Mean Deviation of 0.7627 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. AGMA LAHLOU has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0298, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AGMA LAHLOU are expected to decrease at a much lower rate. During the bear market, AGMA LAHLOU is likely to outperform the market. AGMA LAHLOU TAZI at this time shows a risk of 1.9%. Please confirm AGMA LAHLOU TAZI coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if AGMA LAHLOU TAZI will be following its price patterns.
Auto-correlation
0.10
Insignificant predictability
AGMA LAHLOU TAZI has insignificant predictability. Overlapping area represents the amount of predictability between AGMA LAHLOU time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 AGMA LAHLOU TAZI price movement. The serial correlation of 0.1 indicates that less than 10.0% of current AGMA LAHLOU price fluctuation can be explain by its past prices.
Correlation Coefficient
0.1
Spearman Rank Test
0.26
Residual Average
0.0
Price Variance
23.6 K
AGMA LAHLOU TAZI lagged returns against current returns
Autocorrelation, which is AGMA LAHLOU 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 AGMA LAHLOU's stock expected returns. We can calculate the autocorrelation of AGMA LAHLOU returns to help us make a trade decision. For example, suppose you find that AGMA LAHLOU 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
AGMA LAHLOU 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 AGMA LAHLOU stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGMA LAHLOU stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGMA LAHLOU stock over time.
Current vs Lagged Prices
Timeline
AGMA LAHLOU Lagged Returns
When evaluating AGMA LAHLOU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGMA LAHLOU stock have on its future price. AGMA LAHLOU 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, AGMA LAHLOU autocorrelation shows the relationship between AGMA LAHLOU stock current value and its past values and can show if there is a momentum factor associated with investing in AGMA LAHLOU TAZI.
Regressed Prices
Timeline
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