Agile Group Holdings Stock Volatility
| AGPYY Stock | USD 4.90 0.00 0.00% |
Agile Group is out of control given 3 months investment horizon. Agile Group Holdings secures Sharpe Ratio (or Efficiency) of 0.0995, which signifies that the company had a 0.0995% return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-four different technical indicators, which can help you to evaluate if expected returns of 4.48% are justified by taking the suggested risk. Use Agile Group Mean Deviation of 10.94, downside deviation of 23.52, and Risk Adjusted Performance of 0.0836 to evaluate company specific risk that cannot be diversified away. Key indicators related to Agile Group's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Agile Group Pink Sheet 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 Group volatility.
Agile |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Agile Group can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Agile Group at lower prices. For example, an investor can purchase Agile stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Agile Group's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Agile Pink Sheet
| 0.73 | SUHJY | Sun Hung Kai | PairCorr |
| 0.61 | CRBJF | China Resources Land | PairCorr |
| 0.8 | CHVKF | China Vanke | PairCorr |
| 0.8 | CHVKY | China Vanke | PairCorr |
| 0.77 | CAOVY | China Overseas Land | PairCorr |
Moving against Agile Pink Sheet
Agile Group Market Sensitivity And Downside Risk
Agile Group's beta coefficient measures the volatility of Agile pink sheet 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 pink sheet's returns against your selected market. In other words, Agile Group's beta of -0.62 provides an investor with an approximation of how much risk Agile Group pink sheet can potentially add to one of your existing portfolios. Agile Group Holdings is showing large volatility of returns over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Agile Group's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Agile Group's pink sheet 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 Group Holdings Demand TrendCheck current 90 days Agile Group 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 | 45.02 |
It is essential to understand the difference between upside risk (as represented by Agile Group's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Agile Group's daily returns or price. Since the actual investment returns on holding a position in agile pink sheet 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 Group.
Agile Group Holdings Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Agile Group pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Agile Group's price changes. Investors will then calculate the volatility of Agile Group's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet 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 Group's volatility:
Historical Volatility
This type of pink sheet volatility measures Agile Group's fluctuations based on previous trends. It's commonly used to predict Agile Group's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Agile Group's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Agile Group'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 Group Holdings 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 Group Projected Return Density Against Market
Assuming the 90 days horizon Agile Group Holdings has a beta of -0.6157 . This suggests as returns on the benchmark increase, returns on holding Agile Group are expected to decrease at a much lower rate. During a bear market, however, Agile Group Holdings is likely to outperform the market.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 Group or Real Estate 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 Group's price will be affected by overall pink sheet 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 pink sheet'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 Group Holdings has an alpha of 4.3494, implying that it can generate a 4.35 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Agile Group Price Volatility?
Several factors can influence a pink sheet'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 Group Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Agile Group is 1005.31. The daily returns are distributed with a variance of 2026.84 and standard deviation of 45.02. The mean deviation of Agile Group Holdings is currently at 11.26. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 4.35 | |
β | Beta against Dow Jones | -0.62 | |
σ | Overall volatility | 45.02 | |
Ir | Information ratio | 0.09 |
Agile Group Pink Sheet Return Volatility
Agile Group historical daily return volatility represents how much of Agile Group pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 45.0205% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Agile Group Volatility
Volatility is a rate at which the price of Agile Group 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 Group may increase or decrease. In other words, similar to Agile's beta indicator, it measures the risk of Agile Group and helps estimate the fluctuations that may happen in a short period of time. So if prices of Agile Group 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 Group Holdings Limited, an investment holding company, engages in the property development, property management, hotel operation, property investment, environmental protection, and other businesses in the Peoples Republic of China. Agile Group Holdings Limited is a subsidiary of Top Coast Investment Limited. Agile Group operates under Real EstateDevelopment classification in the United States and is traded on OTC Exchange. It employs 94602 people.
Agile Group'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 Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Agile Group's price varies over time.
3 ways to utilize Agile Group's volatility to invest better
Higher Agile Group'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 Group Holdings 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 Group Holdings 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 Group Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Agile Group'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 Group's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Agile Group Investment Opportunity
Agile Group Holdings has a volatility of 45.02 and is 60.84 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Agile Group. You can use Agile Group Holdings to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Agile Group to be traded at $4.85 in 90 days.Good diversification
The correlation between Agile Group Holdings and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Agile Group Holdings and DJI in the same portfolio, assuming nothing else is changed.
Agile Group Additional Risk Indicators
The analysis of Agile Group'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 Group's investment and either accepting that risk or mitigating it. Along with some common measures of Agile Group pink sheet'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 | 0.0836 | |||
| Market Risk Adjusted Performance | (6.93) | |||
| Mean Deviation | 10.94 | |||
| Semi Deviation | 6.4 | |||
| Downside Deviation | 23.52 | |||
| Coefficient Of Variation | 1035.74 | |||
| Standard Deviation | 44.34 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Agile Group 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 Group 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 Group'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 Group'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 Group Holdings.
Additional Tools for Agile Pink Sheet Analysis
When running Agile Group's price analysis, check to measure Agile Group'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 Group is operating at the current time. Most of Agile Group's value examination focuses on studying past and present price action to predict the probability of Agile Group'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 Group's price. Additionally, you may evaluate how the addition of Agile Group to your portfolios can decrease your overall portfolio volatility.