Agro Tech (India) Market Value
| ATFL Stock | 821.25 14.90 1.85% |
| Symbol | Agro |
Agro Tech '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 Agro Tech'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 Agro Tech.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Agro Tech on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Agro Tech Foods or generate 0.0% return on investment in Agro Tech over 90 days. Agro Tech is related to or competes with Alkyl Amines, Fortis Healthcare, Punjab Chemicals, Chambal Fertilizers, Bodal Chemicals, Sri Havisha, and Healthcare Global. Agro Tech is entity of India. It is traded as Stock on NSE exchange. More
Agro Tech 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 Agro Tech'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 Agro Tech Foods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 8.19 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 2.57 |
Agro Tech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agro Tech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agro Tech's standard deviation. In reality, there are many statistical measures that can use Agro Tech historical prices to predict the future Agro Tech's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (6.16) |
Agro Tech Foods Backtested Returns
Agro Tech Foods secures Sharpe Ratio (or Efficiency) of -0.0601, which signifies that the company had a -0.0601 % return per unit of risk over the last 3 months. Agro Tech Foods exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agro Tech's Mean Deviation of 1.49, standard deviation of 1.91, and Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0467, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Agro Tech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agro Tech is expected to be smaller as well. At this point, Agro Tech Foods has a negative expected return of -0.12%. Please make sure to confirm Agro Tech's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Agro Tech Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
Agro Tech Foods has weak reverse predictability. Overlapping area represents the amount of predictability between Agro Tech time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Agro Tech Foods price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Agro Tech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 345.69 |
Agro Tech Foods lagged returns against current returns
Autocorrelation, which is Agro Tech 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 Agro Tech's stock expected returns. We can calculate the autocorrelation of Agro Tech returns to help us make a trade decision. For example, suppose you find that Agro Tech 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 |
Agro Tech 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 Agro Tech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agro Tech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agro Tech stock over time.
Current vs Lagged Prices |
| Timeline |
Agro Tech Lagged Returns
When evaluating Agro Tech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agro Tech stock have on its future price. Agro Tech 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, Agro Tech autocorrelation shows the relationship between Agro Tech stock current value and its past values and can show if there is a momentum factor associated with investing in Agro Tech Foods.
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 Agro Stock Analysis
When running Agro Tech's price analysis, check to measure Agro Tech'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 Agro Tech is operating at the current time. Most of Agro Tech's value examination focuses on studying past and present price action to predict the probability of Agro Tech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agro Tech's price. Additionally, you may evaluate how the addition of Agro Tech to your portfolios can decrease your overall portfolio volatility.