Agronomics Limited Stock Market Value
| AGNMF Stock | USD 0.08 0.02 16.05% |
| Symbol | Agronomics |
Agronomics '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 Agronomics' 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 Agronomics.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Agronomics on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Agronomics Limited or generate 0.0% return on investment in Agronomics over 90 days. Agronomics is related to or competes with Flow Capital, Azimut Holding, Elysee Development, AGF Management, and BBX Capital. Agronomics Limited is a principal investment firm specializing in investments in funds, equity and equity related produc... More
Agronomics 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 Agronomics' 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 Agronomics Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.32 | |||
| Information Ratio | 0.1261 | |||
| Maximum Drawdown | 48.33 | |||
| Value At Risk | (13.04) | |||
| Potential Upside | 15.11 |
Agronomics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agronomics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agronomics' standard deviation. In reality, there are many statistical measures that can use Agronomics historical prices to predict the future Agronomics' volatility.| Risk Adjusted Performance | 0.1089 | |||
| Jensen Alpha | 0.8836 | |||
| Total Risk Alpha | 2.09 | |||
| Sortino Ratio | 0.1325 | |||
| Treynor Ratio | (0.99) |
Agronomics Limited Backtested Returns
Agronomics appears to be out of control, given 3 months investment horizon. Agronomics Limited secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. By analyzing Agronomics' technical indicators, you can evaluate if the expected return of 0.93% is justified by implied risk. Please makes use of Agronomics' Risk Adjusted Performance of 0.1089, mean deviation of 6.42, and Downside Deviation of 8.32 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Agronomics holds a performance score of 9. The firm shows a Beta (market volatility) of -1.01, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Agronomics are expected to decrease slowly. On the other hand, during market turmoil, Agronomics is expected to outperform it slightly. Please check Agronomics' treynor ratio and the relationship between the downside variance and day typical price , to make a quick decision on whether Agronomics' price patterns will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
Agronomics Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Agronomics 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 Agronomics Limited price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Agronomics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Agronomics Limited lagged returns against current returns
Autocorrelation, which is Agronomics 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 Agronomics' pink sheet expected returns. We can calculate the autocorrelation of Agronomics returns to help us make a trade decision. For example, suppose you find that Agronomics 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 |
Agronomics 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 Agronomics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agronomics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agronomics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Agronomics Lagged Returns
When evaluating Agronomics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agronomics pink sheet have on its future price. Agronomics 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, Agronomics autocorrelation shows the relationship between Agronomics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Agronomics Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Agronomics Pink Sheet
Agronomics financial ratios help investors to determine whether Agronomics 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 Agronomics with respect to the benefits of owning Agronomics security.