AgriNurture (Philippines) Market Value
| ANI Stock | 0.50 0.01 2.04% |
| Symbol | AgriNurture |
AgriNurture '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 AgriNurture'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 AgriNurture.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in AgriNurture on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AgriNurture or generate 0.0% return on investment in AgriNurture over 90 days. AgriNurture is related to or competes with Philippine Business, Philex Mining, Semirara Mining, Top Frontier, Rizal Commercial, Union Bank, and Asia United. More
AgriNurture 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 AgriNurture'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 AgriNurture upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0281 | |||
| Maximum Drawdown | 13.61 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 4.17 |
AgriNurture Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AgriNurture's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AgriNurture's standard deviation. In reality, there are many statistical measures that can use AgriNurture historical prices to predict the future AgriNurture's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.2719 | |||
| Treynor Ratio | 0.1431 |
AgriNurture Backtested Returns
At this point, AgriNurture is abnormally volatile. AgriNurture secures Sharpe Ratio (or Efficiency) of 0.0123, which signifies that the company had a 0.0123 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for AgriNurture, which you can use to evaluate the volatility of the firm. Please confirm AgriNurture's Standard Deviation of 2.48, insignificant risk adjusted performance, and Mean Deviation of 1.69 to double-check if the risk estimate we provide is consistent with the expected return of 0.0309%. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AgriNurture are expected to decrease at a much lower rate. During the bear market, AgriNurture is likely to outperform the market. AgriNurture right now shows a risk of 2.52%. Please confirm AgriNurture value at risk, rate of daily change, relative strength index, as well as the relationship between the kurtosis and market facilitation index , to decide if AgriNurture will be following its price patterns.
Auto-correlation | 0.05 |
Virtually no predictability
AgriNurture has virtually no predictability. Overlapping area represents the amount of predictability between AgriNurture 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 AgriNurture price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current AgriNurture price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AgriNurture lagged returns against current returns
Autocorrelation, which is AgriNurture 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 AgriNurture's stock expected returns. We can calculate the autocorrelation of AgriNurture returns to help us make a trade decision. For example, suppose you find that AgriNurture 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 |
AgriNurture 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 AgriNurture stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AgriNurture stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AgriNurture stock over time.
Current vs Lagged Prices |
| Timeline |
AgriNurture Lagged Returns
When evaluating AgriNurture's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AgriNurture stock have on its future price. AgriNurture 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, AgriNurture autocorrelation shows the relationship between AgriNurture stock current value and its past values and can show if there is a momentum factor associated with investing in AgriNurture.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in AgriNurture Stock
AgriNurture financial ratios help investors to determine whether AgriNurture Stock 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 AgriNurture with respect to the benefits of owning AgriNurture security.