Agripower France (France) Market Value
| ALAGP Stock | EUR 0.89 0.01 1.14% |
| Symbol | Agripower |
Agripower France '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 Agripower France'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 Agripower France.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Agripower France on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Agripower France Sa or generate 0.0% return on investment in Agripower France over 720 days. Agripower France is related to or competes with Glob Bioenergi, BIO UV, Voltalia, and Hoffmann Green. Agripower France SA engages in the design, installation, and maintenance of biogas projects More
Agripower France 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 Agripower France'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 Agripower France Sa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 13.41 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 3.0 |
Agripower France Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agripower France's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agripower France's standard deviation. In reality, there are many statistical measures that can use Agripower France historical prices to predict the future Agripower France's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.43) |
Agripower France Backtested Returns
Agripower France secures Sharpe Ratio (or Efficiency) of -0.0697, which signifies that the company had a -0.0697% return per unit of risk over the last 3 months. Agripower France Sa exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agripower France's Standard Deviation of 2.23, risk adjusted performance of (0.04), and Mean Deviation of 1.5 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Agripower France's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agripower France is expected to be smaller as well. At this point, Agripower France has a negative expected return of -0.16%. Please make sure to confirm Agripower France's potential upside, as well as the relationship between the daily balance of power and price action indicator , to decide if Agripower France performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.72 |
Good predictability
Agripower France Sa has good predictability. Overlapping area represents the amount of predictability between Agripower France time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Agripower France price movement. The serial correlation of 0.72 indicates that around 72.0% of current Agripower France price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Agripower France lagged returns against current returns
Autocorrelation, which is Agripower France 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 Agripower France's stock expected returns. We can calculate the autocorrelation of Agripower France returns to help us make a trade decision. For example, suppose you find that Agripower France 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 |
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Agripower France 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 Agripower France stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agripower France stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agripower France stock over time.
Current vs Lagged Prices |
| Timeline |
Agripower France Lagged Returns
When evaluating Agripower France's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agripower France stock have on its future price. Agripower France 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, Agripower France autocorrelation shows the relationship between Agripower France stock current value and its past values and can show if there is a momentum factor associated with investing in Agripower France Sa.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Agripower Stock Analysis
When running Agripower France's price analysis, check to measure Agripower France'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 Agripower France is operating at the current time. Most of Agripower France's value examination focuses on studying past and present price action to predict the probability of Agripower France's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agripower France's price. Additionally, you may evaluate how the addition of Agripower France to your portfolios can decrease your overall portfolio volatility.