Agm Group Holdings Stock Market Value
| AGMH Stock | USD 1.80 0.05 2.86% |
| Symbol | AGM |
AGM Group Holdings Price To Book Ratio
Is Financial Exchanges & Data space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AGM Group. If investors know AGM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AGM Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.03) | Earnings Share (0.31) | Revenue Per Share 3.83 | Quarterly Revenue Growth (0.56) | Return On Assets (0.05) |
The market value of AGM Group Holdings is measured differently than its book value, which is the value of AGM that is recorded on the company's balance sheet. Investors also form their own opinion of AGM Group's value that differs from its market value or its book value, called intrinsic value, which is AGM Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AGM Group's market value can be influenced by many factors that don't directly affect AGM Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AGM Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if AGM Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AGM Group'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.
AGM Group '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 AGM Group'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 AGM Group.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in AGM Group on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding AGM Group Holdings or generate 0.0% return on investment in AGM Group over 540 days. AGM Group is related to or competes with TransAct Technologies, Key Tronic, Identiv, AstroNova, Quantum, Ageagle Aerial, and Markforged Holding. The company offers MetaTrader 5, a futures trading solution FXSC, a retail-orientated online trading education website a... More
AGM Group 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 AGM Group'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 AGM Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.44 | |||
| Information Ratio | 0.1307 | |||
| Maximum Drawdown | 31.53 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 11.76 |
AGM Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGM Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGM Group's standard deviation. In reality, there are many statistical measures that can use AGM Group historical prices to predict the future AGM Group's volatility.| Risk Adjusted Performance | 0.1278 | |||
| Jensen Alpha | 0.7907 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.1604 | |||
| Treynor Ratio | 2.18 |
AGM Group Holdings Backtested Returns
AGM Group appears to be dangerous, given 3 months investment horizon. AGM Group Holdings secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of return volatility over the last 3 months. By examining AGM Group's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please makes use of AGM Group's Semi Deviation of 3.94, risk adjusted performance of 0.1278, and Mean Deviation of 4.07 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AGM Group holds a performance score of 9. The firm shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AGM Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding AGM Group is expected to be smaller as well. Please check AGM Group's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether AGM Group's price patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
AGM Group Holdings has modest predictability. Overlapping area represents the amount of predictability between AGM Group time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AGM Group Holdings price movement. The serial correlation of 0.55 indicates that about 55.0% of current AGM Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
AGM Group Holdings lagged returns against current returns
Autocorrelation, which is AGM Group 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 AGM Group's stock expected returns. We can calculate the autocorrelation of AGM Group returns to help us make a trade decision. For example, suppose you find that AGM Group 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 |
AGM Group 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 AGM Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGM Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGM Group stock over time.
Current vs Lagged Prices |
| Timeline |
AGM Group Lagged Returns
When evaluating AGM Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGM Group stock have on its future price. AGM Group 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, AGM Group autocorrelation shows the relationship between AGM Group stock current value and its past values and can show if there is a momentum factor associated with investing in AGM Group Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether AGM Group Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AGM Group's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Agm Group Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Agm Group Holdings Stock:Check out AGM Group Correlation, AGM Group Volatility and AGM Group Alpha and Beta module to complement your research on AGM Group. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
AGM Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.