Ameriguard Security Services Stock Market Value
| AGSS Stock | USD 0.12 0.01 7.69% |
| Symbol | Ameriguard |
Ameriguard Security '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 Ameriguard Security'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 Ameriguard Security.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in Ameriguard Security on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Ameriguard Security Services or generate 0.0% return on investment in Ameriguard Security over 30 days. Ameriguard Security is related to or competes with Embrace Change. Ameriguard Security Services Inc. does not have significant operations More
Ameriguard Security 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 Ameriguard Security'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 Ameriguard Security Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.41 | |||
| Information Ratio | 0.0518 | |||
| Maximum Drawdown | 186.6 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 27.27 |
Ameriguard Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ameriguard Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ameriguard Security's standard deviation. In reality, there are many statistical measures that can use Ameriguard Security historical prices to predict the future Ameriguard Security's volatility.| Risk Adjusted Performance | 0.0518 | |||
| Jensen Alpha | 1.33 | |||
| Total Risk Alpha | 0.5869 | |||
| Sortino Ratio | 0.0633 | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ameriguard Security's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ameriguard Security Backtested Returns
Ameriguard Security is out of control given 3 months investment horizon. Ameriguard Security secures Sharpe Ratio (or Efficiency) of 0.0564, which signifies that the company had a 0.0564% return per unit of standard deviation over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.35% are justified by taking the suggested risk. Use Ameriguard Security mean deviation of 11.69, and Risk Adjusted Performance of 0.0518 to evaluate company specific risk that cannot be diversified away. Ameriguard Security holds a performance score of 4 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -3.63, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Ameriguard Security are expected to decrease by larger amounts. On the other hand, during market turmoil, Ameriguard Security is expected to outperform it. Use Ameriguard Security standard deviation, expected short fall, relative strength index, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Ameriguard Security.
Auto-correlation | 0.52 |
Modest predictability
Ameriguard Security Services has modest predictability. Overlapping area represents the amount of predictability between Ameriguard Security time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 Ameriguard Security price movement. The serial correlation of 0.52 indicates that about 52.0% of current Ameriguard Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ameriguard Security lagged returns against current returns
Autocorrelation, which is Ameriguard Security 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 Ameriguard Security's pink sheet expected returns. We can calculate the autocorrelation of Ameriguard Security returns to help us make a trade decision. For example, suppose you find that Ameriguard Security 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 |
Ameriguard Security 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 Ameriguard Security pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ameriguard Security pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ameriguard Security pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ameriguard Security Lagged Returns
When evaluating Ameriguard Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ameriguard Security pink sheet have on its future price. Ameriguard Security 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, Ameriguard Security autocorrelation shows the relationship between Ameriguard Security pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ameriguard Security Services.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Ameriguard Pink Sheet Analysis
When running Ameriguard Security's price analysis, check to measure Ameriguard Security's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ameriguard Security is operating at the current time. Most of Ameriguard Security's value examination focuses on studying past and present price action to predict the probability of Ameriguard Security's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ameriguard Security's price. Additionally, you may evaluate how the addition of Ameriguard Security to your portfolios can decrease your overall portfolio volatility.