AGRICULTBK HADR25 (Germany) Market Value
| EK7A Stock | EUR 14.00 0.20 1.41% |
| Symbol | AGRICULTBK |
AGRICULTBK HADR25 '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 AGRICULTBK HADR25'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 AGRICULTBK HADR25.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in AGRICULTBK HADR25 on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding AGRICULTBK HADR25 YC or generate 0.0% return on investment in AGRICULTBK HADR25 over 90 days. AGRICULTBK HADR25 is related to or competes with Mobilezone Holding, Marie Brizard, Infrastrutture Wireless, and MAVEN WIRELESS. Agricultural Bank of China Limited provides corporate and retail banking products and services More
AGRICULTBK HADR25 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 AGRICULTBK HADR25'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 AGRICULTBK HADR25 YC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.2263 | |||
| Maximum Drawdown | 10.14 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.23 |
AGRICULTBK HADR25 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGRICULTBK HADR25's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGRICULTBK HADR25's standard deviation. In reality, there are many statistical measures that can use AGRICULTBK HADR25 historical prices to predict the future AGRICULTBK HADR25's volatility.| Risk Adjusted Performance | 0.1548 | |||
| Jensen Alpha | 0.3432 | |||
| Total Risk Alpha | 0.5297 | |||
| Sortino Ratio | 0.1742 | |||
| Treynor Ratio | 0.8023 |
AGRICULTBK HADR25 Backtested Returns
AGRICULTBK HADR25 appears to be not too volatile, given 3 months investment horizon. AGRICULTBK HADR25 secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for AGRICULTBK HADR25 YC, which you can use to evaluate the volatility of the firm. Please makes use of AGRICULTBK HADR25's risk adjusted performance of 0.1548, and Mean Deviation of 1.32 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AGRICULTBK HADR25 holds a performance score of 12. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AGRICULTBK HADR25's returns are expected to increase less than the market. However, during the bear market, the loss of holding AGRICULTBK HADR25 is expected to be smaller as well. Please check AGRICULTBK HADR25's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether AGRICULTBK HADR25's price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
AGRICULTBK HADR25 YC has below average predictability. Overlapping area represents the amount of predictability between AGRICULTBK HADR25 time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 AGRICULTBK HADR25 price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current AGRICULTBK HADR25 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
AGRICULTBK HADR25 lagged returns against current returns
Autocorrelation, which is AGRICULTBK HADR25 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 AGRICULTBK HADR25's stock expected returns. We can calculate the autocorrelation of AGRICULTBK HADR25 returns to help us make a trade decision. For example, suppose you find that AGRICULTBK HADR25 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 |
AGRICULTBK HADR25 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 AGRICULTBK HADR25 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGRICULTBK HADR25 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGRICULTBK HADR25 stock over time.
Current vs Lagged Prices |
| Timeline |
AGRICULTBK HADR25 Lagged Returns
When evaluating AGRICULTBK HADR25's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGRICULTBK HADR25 stock have on its future price. AGRICULTBK HADR25 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, AGRICULTBK HADR25 autocorrelation shows the relationship between AGRICULTBK HADR25 stock current value and its past values and can show if there is a momentum factor associated with investing in AGRICULTBK HADR25 YC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AGRICULTBK Stock
AGRICULTBK HADR25 financial ratios help investors to determine whether AGRICULTBK 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 AGRICULTBK with respect to the benefits of owning AGRICULTBK HADR25 security.