Agba Acquisition Limited Stock Market Value
| AGBAW Stock | USD 0.19 0.01 5.00% |
| Symbol | AGBA |
AGBA Acquisition Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AGBA Acquisition. If investors know AGBA will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AGBA Acquisition listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Revenue Per Share 0.278 | Quarterly Revenue Growth (0.72) | Return On Assets (0.23) | Return On Equity (16.15) |
The market value of AGBA Acquisition is measured differently than its book value, which is the value of AGBA that is recorded on the company's balance sheet. Investors also form their own opinion of AGBA Acquisition's value that differs from its market value or its book value, called intrinsic value, which is AGBA Acquisition's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AGBA Acquisition's market value can be influenced by many factors that don't directly affect AGBA Acquisition's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AGBA Acquisition's value and its price as these two are different measures arrived at by different means. Investors typically determine if AGBA Acquisition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AGBA Acquisition's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AGBA Acquisition '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 AGBA Acquisition's 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 AGBA Acquisition.
| 10/24/2022 |
| 10/13/2024 |
If you would invest 0.00 in AGBA Acquisition on October 24, 2022 and sell it all today you would earn a total of 0.00 from holding AGBA Acquisition Limited or generate 0.0% return on investment in AGBA Acquisition over 720 days. AGBA Acquisition is related to or competes with AGBA Acquisition. AGBA Acquisition is entity of United States More
AGBA Acquisition 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 AGBA Acquisition's 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 AGBA Acquisition Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 57.14 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 12.5 |
AGBA Acquisition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGBA Acquisition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGBA Acquisition's standard deviation. In reality, there are many statistical measures that can use AGBA Acquisition historical prices to predict the future AGBA Acquisition's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (1.36) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AGBA Acquisition'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.
AGBA Acquisition Backtested Returns
At this stage we consider AGBA Stock to be out of control. AGBA Acquisition retains Efficiency (Sharpe Ratio) of 0.0161, which signifies that the company had a 0.0161% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for AGBA Acquisition, which you can use to evaluate the volatility of the firm. Please confirm AGBA Acquisition's variance of 80.16, and Market Risk Adjusted Performance of (0.15) to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. AGBA Acquisition has a performance score of 1 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 1.25, 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, AGBA Acquisition will likely underperform. AGBA Acquisition at this moment owns a risk of 8.62%. Please confirm AGBA Acquisition Limited jensen alpha and the relationship between the potential upside and period momentum indicator , to decide if AGBA Acquisition Limited will be following its current price history.
Auto-correlation | -0.34 |
Poor reverse predictability
AGBA Acquisition Limited has poor reverse predictability. Overlapping area represents the amount of predictability between AGBA Acquisition time series from 24th of October 2022 to 19th of October 2023 and 19th of October 2023 to 13th of October 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 AGBA Acquisition price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current AGBA Acquisition price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
AGBA Acquisition lagged returns against current returns
Autocorrelation, which is AGBA Acquisition 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 AGBA Acquisition's stock expected returns. We can calculate the autocorrelation of AGBA Acquisition returns to help us make a trade decision. For example, suppose you find that AGBA Acquisition 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 |
AGBA Acquisition 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 AGBA Acquisition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGBA Acquisition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGBA Acquisition stock over time.
Current vs Lagged Prices |
| Timeline |
AGBA Acquisition Lagged Returns
When evaluating AGBA Acquisition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGBA Acquisition stock have on its future price. AGBA Acquisition 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, AGBA Acquisition autocorrelation shows the relationship between AGBA Acquisition stock current value and its past values and can show if there is a momentum factor associated with investing in AGBA Acquisition Limited.
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 AGBA Stock Analysis
When running AGBA Acquisition's price analysis, check to measure AGBA Acquisition'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 AGBA Acquisition is operating at the current time. Most of AGBA Acquisition's value examination focuses on studying past and present price action to predict the probability of AGBA Acquisition's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGBA Acquisition's price. Additionally, you may evaluate how the addition of AGBA Acquisition to your portfolios can decrease your overall portfolio volatility.