Agent Information Software Stock Market Value
| AIFS Stock | USD 1.35 0.10 8.00% |
| Symbol | Agent |
Agent Information '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 Agent Information's pink sheet 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 Agent Information.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Agent Information on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Agent Information Software or generate 0.0% return on investment in Agent Information over 60 days. Agent Information is related to or competes with CurrentC Power, and BASE. Agent Information Software, Inc., together with its subsidiaries, provides software products and services used to create... More
Agent Information 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 Agent Information's pink sheet 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 Agent Information Software upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.59 | |||
| Information Ratio | 0.0139 | |||
| Maximum Drawdown | 51.28 | |||
| Value At Risk | (19.78) | |||
| Potential Upside | 22.34 |
Agent Information Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agent Information's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Agent Information's standard deviation. In reality, there are many statistical measures that can use Agent Information historical prices to predict the future Agent Information's volatility.| Risk Adjusted Performance | 0.0304 | |||
| Jensen Alpha | 0.0856 | |||
| Total Risk Alpha | (1.12) | |||
| Sortino Ratio | 0.0076 | |||
| Treynor Ratio | 0.1789 |
Agent Information Backtested Returns
Agent Information appears to be abnormally volatile, given 3 months investment horizon. Agent Information secures Sharpe Ratio (or Efficiency) of 0.08, which signifies that the company had a 0.08% return per unit of standard deviation over the last 3 months. By analyzing Agent Information's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please makes use of Agent Information's mean deviation of 4.17, and Risk Adjusted Performance of 0.0304 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Agent Information holds a performance score of 6. The firm shows a Beta (market volatility) of 1.35, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Agent Information will likely underperform. Please check Agent Information's expected short fall, day median price, as well as the relationship between the maximum drawdown and information ratio , to make a quick decision on whether Agent Information's price patterns will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Agent Information Software has poor reverse predictability. Overlapping area represents the amount of predictability between Agent Information time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Agent Information price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Agent Information price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Agent Information lagged returns against current returns
Autocorrelation, which is Agent Information pink sheet'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 Agent Information's pink sheet expected returns. We can calculate the autocorrelation of Agent Information returns to help us make a trade decision. For example, suppose you find that Agent Information has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Agent Information 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 Agent Information pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Agent Information pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Agent Information pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Agent Information Lagged Returns
When evaluating Agent Information's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Agent Information pink sheet have on its future price. Agent Information 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, Agent Information autocorrelation shows the relationship between Agent Information pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Agent Information Software.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Agent Pink Sheet Analysis
When running Agent Information's price analysis, check to measure Agent Information'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 Agent Information is operating at the current time. Most of Agent Information's value examination focuses on studying past and present price action to predict the probability of Agent Information's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agent Information's price. Additionally, you may evaluate how the addition of Agent Information to your portfolios can decrease your overall portfolio volatility.