Argo Living Soils Stock Market Value
| ARLSF Stock | USD 0.16 0.02 14.29% |
| Symbol | Argo |
Argo Living '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 Argo Living'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 Argo Living.
| 09/14/2024 |
| 12/13/2024 |
If you would invest 0.00 in Argo Living on September 14, 2024 and sell it all today you would earn a total of 0.00 from holding Argo Living Soils or generate 0.0% return on investment in Argo Living over 90 days. Argo Living is related to or competes with Nutrien, Origin Agritech, American Vanguard, Scotts Miracle, FMC, Intrepid Potash, and CF Industries. It develops and produces organic products, including soil amendments, living soils, bio-fertilizers, natural pesticides ... More
Argo Living 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 Argo Living'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 Argo Living Soils upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.45 | |||
| Information Ratio | 0.0742 | |||
| Maximum Drawdown | 125.93 | |||
| Value At Risk | (29.63) | |||
| Potential Upside | 50.0 |
Argo Living Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Argo Living's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Argo Living's standard deviation. In reality, there are many statistical measures that can use Argo Living historical prices to predict the future Argo Living's volatility.| Risk Adjusted Performance | 0.067 | |||
| Jensen Alpha | 0.8616 | |||
| Total Risk Alpha | (1.47) | |||
| Sortino Ratio | 0.062 | |||
| Treynor Ratio | 0.1891 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Argo Living's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Argo Living Soils Backtested Returns
Argo Living is out of control given 3 months investment horizon. Argo Living Soils secures Sharpe Ratio (or Efficiency) of 0.0999, which signifies that the company had a 0.0999% return per unit of standard deviation over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 2.36% are justified by taking the suggested risk. Use Argo Living mean deviation of 14.55, and Risk Adjusted Performance of 0.067 to evaluate company specific risk that cannot be diversified away. Argo Living holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 9.87, 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, Argo Living will likely underperform. Use Argo Living downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Argo Living.
Auto-correlation | -0.04 |
Very weak reverse predictability
Argo Living Soils has very weak reverse predictability. Overlapping area represents the amount of predictability between Argo Living time series from 14th of September 2024 to 29th of October 2024 and 29th of October 2024 to 13th of December 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 Argo Living Soils price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Argo Living price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Argo Living Soils lagged returns against current returns
Autocorrelation, which is Argo Living 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 Argo Living's pink sheet expected returns. We can calculate the autocorrelation of Argo Living returns to help us make a trade decision. For example, suppose you find that Argo Living 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 |
Argo Living 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 Argo Living pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Argo Living pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Argo Living pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Argo Living Lagged Returns
When evaluating Argo Living's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Argo Living pink sheet have on its future price. Argo Living 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, Argo Living autocorrelation shows the relationship between Argo Living pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Argo Living Soils.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Argo Pink Sheet
Argo Living financial ratios help investors to determine whether Argo Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Argo with respect to the benefits of owning Argo Living security.