Agrogalaxy Participacoes (Brazil) Market Value
| AGXY3 Stock | 6.03 0.02 0.33% |
| Symbol | Agrogalaxy |
Agrogalaxy Participacoes '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 Agrogalaxy Participacoes' 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 Agrogalaxy Participacoes.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Agrogalaxy Participacoes on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Agrogalaxy Participacoes SA or generate 0.0% return on investment in Agrogalaxy Participacoes over 90 days.
Agrogalaxy Participacoes 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 Agrogalaxy Participacoes' 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 Agrogalaxy Participacoes SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 59.93 | |||
| Value At Risk | (5.38) | |||
| Potential Upside | 4.45 |
Agrogalaxy Participacoes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agrogalaxy Participacoes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agrogalaxy Participacoes' standard deviation. In reality, there are many statistical measures that can use Agrogalaxy Participacoes historical prices to predict the future Agrogalaxy Participacoes' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | 0.035 | |||
| Total Risk Alpha | (1.17) | |||
| Treynor Ratio | 0.1146 |
Agrogalaxy Participacoes Backtested Returns
Agrogalaxy Participacoes secures Sharpe Ratio (or Efficiency) of -0.0329, which signifies that the company had a -0.0329 % return per unit of risk over the last 3 months. Agrogalaxy Participacoes SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Agrogalaxy Participacoes' Standard Deviation of 6.59, risk adjusted performance of (0.03), and Mean Deviation of 2.53 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -2.16, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Agrogalaxy Participacoes are expected to decrease by larger amounts. On the other hand, during market turmoil, Agrogalaxy Participacoes is expected to outperform it. At this point, Agrogalaxy Participacoes has a negative expected return of -0.22%. Please make sure to confirm Agrogalaxy Participacoes' maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Agrogalaxy Participacoes performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.52 |
Modest predictability
Agrogalaxy Participacoes SA has modest predictability. Overlapping area represents the amount of predictability between Agrogalaxy Participacoes time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 Agrogalaxy Participacoes price movement. The serial correlation of 0.52 indicates that about 52.0% of current Agrogalaxy Participacoes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Agrogalaxy Participacoes lagged returns against current returns
Autocorrelation, which is Agrogalaxy Participacoes 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 Agrogalaxy Participacoes' stock expected returns. We can calculate the autocorrelation of Agrogalaxy Participacoes returns to help us make a trade decision. For example, suppose you find that Agrogalaxy Participacoes 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 |
Agrogalaxy Participacoes 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 Agrogalaxy Participacoes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agrogalaxy Participacoes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agrogalaxy Participacoes stock over time.
Current vs Lagged Prices |
| Timeline |
Agrogalaxy Participacoes Lagged Returns
When evaluating Agrogalaxy Participacoes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agrogalaxy Participacoes stock have on its future price. Agrogalaxy Participacoes 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, Agrogalaxy Participacoes autocorrelation shows the relationship between Agrogalaxy Participacoes stock current value and its past values and can show if there is a momentum factor associated with investing in Agrogalaxy Participacoes SA.
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 Agrogalaxy Stock Analysis
When running Agrogalaxy Participacoes' price analysis, check to measure Agrogalaxy Participacoes' 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 Agrogalaxy Participacoes is operating at the current time. Most of Agrogalaxy Participacoes' value examination focuses on studying past and present price action to predict the probability of Agrogalaxy Participacoes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agrogalaxy Participacoes' price. Additionally, you may evaluate how the addition of Agrogalaxy Participacoes to your portfolios can decrease your overall portfolio volatility.