Agile Content (Spain) Volatility
| AGIL Stock | EUR 3.00 0.06 1.96% |
Agile Content SA secures Sharpe Ratio (or Efficiency) of -0.0511, which signifies that the company had a -0.0511% return per unit of risk over the last 3 months. Agile Content SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agile Content's Standard Deviation of 2.38, risk adjusted performance of (0.04), and Mean Deviation of 1.82 to double-check the risk estimate we provide. Key indicators related to Agile Content's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Agile Content Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Agile daily returns, and it is calculated using variance and standard deviation. We also use Agile's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Agile Content volatility.
Agile |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Agile Content can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Agile Content at lower prices to lower their average cost per share. Similarly, when the prices of Agile Content's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Agile Stock
Agile Content Market Sensitivity And Downside Risk
Agile Content's beta coefficient measures the volatility of Agile stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Agile stock's returns against your selected market. In other words, Agile Content's beta of 0.11 provides an investor with an approximation of how much risk Agile Content stock can potentially add to one of your existing portfolios. Agile Content SA exhibits very low volatility with skewness of -0.03 and kurtosis of 0.48. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Agile Content's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Agile Content's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Agile Content SA Demand TrendCheck current 90 days Agile Content correlation with market (Dow Jones Industrial)Agile Beta |
Agile standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 2.34 |
It is essential to understand the difference between upside risk (as represented by Agile Content's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Agile Content's daily returns or price. Since the actual investment returns on holding a position in agile stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Agile Content.
Agile Content SA Stock Volatility Analysis
Volatility refers to the frequency at which Agile Content stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Agile Content's price changes. Investors will then calculate the volatility of Agile Content's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Agile Content's volatility:
Historical Volatility
This type of stock volatility measures Agile Content's fluctuations based on previous trends. It's commonly used to predict Agile Content's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Agile Content's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Agile Content's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Agile Content SA Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Agile Content Projected Return Density Against Market
Assuming the 90 days trading horizon Agile Content has a beta of 0.1127 . This suggests as returns on the market go up, Agile Content average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Agile Content SA will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Agile Content or Software sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Agile Content's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Agile stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Agile Content SA has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives an Agile Content Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Agile Content Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Agile Content is -1955.54. The daily returns are distributed with a variance of 5.47 and standard deviation of 2.34. The mean deviation of Agile Content SA is currently at 1.8. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α | Alpha over Dow Jones | -0.18 | |
β | Beta against Dow Jones | 0.11 | |
σ | Overall volatility | 2.34 | |
Ir | Information ratio | -0.12 |
Agile Content Stock Return Volatility
Agile Content historical daily return volatility represents how much of Agile Content stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 2.3382% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7311% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Agile Content Volatility
Volatility is a rate at which the price of Agile Content or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Agile Content may increase or decrease. In other words, similar to Agile's beta indicator, it measures the risk of Agile Content and helps estimate the fluctuations that may happen in a short period of time. So if prices of Agile Content fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.Agile Content, S.A. offers cloud solutions to media companies, telecom enterprises, and corporations in Spain. Further, it provides sales automation with integrated audience data content based value added services and multimedia platform that allows managed service providers to build and maintain relationship tools for customers. AGILE CONTENT is traded on Madrid SE C.A.T.S. in Spain.
Agile Content's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Agile Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Agile Content's price varies over time.
3 ways to utilize Agile Content's volatility to invest better
Higher Agile Content's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Agile Content SA stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Agile Content SA stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Agile Content SA investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Agile Content's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Agile Content's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Agile Content Investment Opportunity
Agile Content SA has a volatility of 2.34 and is 3.21 times more volatile than Dow Jones Industrial. 20 percent of all equities and portfolios are less risky than Agile Content. You can use Agile Content SA to protect your portfolios against small market fluctuations. The stock experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Agile Content to be traded at €2.91 in 90 days.Significant diversification
The correlation between Agile Content SA and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Agile Content SA and DJI in the same portfolio, assuming nothing else is changed.
Agile Content Additional Risk Indicators
The analysis of Agile Content's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Agile Content's investment and either accepting that risk or mitigating it. Along with some common measures of Agile Content stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (1.48) | |||
| Mean Deviation | 1.82 | |||
| Coefficient Of Variation | (1,502) | |||
| Standard Deviation | 2.38 | |||
| Variance | 5.64 | |||
| Information Ratio | (0.12) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Agile Content Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Agile Content as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Agile Content's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Agile Content's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Agile Content SA.
Complementary Tools for Agile Stock analysis
When running Agile Content's price analysis, check to measure Agile Content'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 Agile Content is operating at the current time. Most of Agile Content's value examination focuses on studying past and present price action to predict the probability of Agile Content's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agile Content's price. Additionally, you may evaluate how the addition of Agile Content to your portfolios can decrease your overall portfolio volatility.
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