International Agricultural's market value is the price at which a share of International Agricultural trades on a public exchange. It measures the collective expectations of International Agricultural Products investors about its performance. International Agricultural is trading at 12.45 as of the 17th of March 2025. This is a 1.11 percent down since the beginning of the trading day. The stock's lowest day price was 12.05. With this module, you can estimate the performance of a buy and hold strategy of International Agricultural Products and determine expected loss or profit from investing in International Agricultural over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
International
International Agricultural '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 International Agricultural'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 International Agricultural.
0.00
12/17/2024
No Change 0.00
0.0
In 2 months and 31 days
03/17/2025
0.00
If you would invest 0.00 in International Agricultural on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding International Agricultural Products or generate 0.0% return on investment in International Agricultural over 90 days.
International Agricultural 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 International Agricultural'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 International Agricultural Products upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Agricultural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Agricultural's standard deviation. In reality, there are many statistical measures that can use International Agricultural historical prices to predict the future International Agricultural's volatility.
International Agricultural holds Efficiency (Sharpe) Ratio of -0.0104, which attests that the entity had a -0.0104 % return per unit of risk over the last 3 months. International Agricultural exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out International Agricultural's Standard Deviation of 8.26, market risk adjusted performance of (0.19), and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.02, which attests to a somewhat significant risk relative to the market. International Agricultural returns are very sensitive to returns on the market. As the market goes up or down, International Agricultural is expected to follow. At this point, International Agricultural has a negative expected return of -0.098%. Please make sure to check out International Agricultural's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if International Agricultural performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.86
Excellent reverse predictability
International Agricultural Products has excellent reverse predictability. Overlapping area represents the amount of predictability between International Agricultural 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 International Agricultural price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current International Agricultural price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.86
Spearman Rank Test
-0.77
Residual Average
0.0
Price Variance
25.23
International Agricultural lagged returns against current returns
Autocorrelation, which is International Agricultural 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 International Agricultural's stock expected returns. We can calculate the autocorrelation of International Agricultural returns to help us make a trade decision. For example, suppose you find that International Agricultural 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
International Agricultural 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 International Agricultural stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Agricultural stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Agricultural stock over time.
Current vs Lagged Prices
Timeline
International Agricultural Lagged Returns
When evaluating International Agricultural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Agricultural stock have on its future price. International Agricultural 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, International Agricultural autocorrelation shows the relationship between International Agricultural stock current value and its past values and can show if there is a momentum factor associated with investing in International Agricultural Products.
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.