Adecoagro Sa Stock Market Value
| AGRO Stock | USD 11.07 0.07 0.63% |
| Symbol | Adecoagro |
Adecoagro SA Price To Book Ratio
Is Adecoagro's industry 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 Adecoagro. If investors know Adecoagro 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 Adecoagro listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 25.14 | Earnings Share 1.37 | Revenue Per Share 12.129 | Quarterly Revenue Growth (0.29) | Return On Assets 0.0407 |
The market value of Adecoagro SA is measured differently than its book value, which is the value of Adecoagro that is recorded on the company's balance sheet. Investors also form their own opinion of Adecoagro's value that differs from its market value or its book value, called intrinsic value, which is Adecoagro'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 Adecoagro's market value can be influenced by many factors that don't directly affect Adecoagro'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 Adecoagro's value and its price as these two are different measures arrived at by different means. Investors typically determine if Adecoagro is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Adecoagro'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.
Adecoagro '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 Adecoagro'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 Adecoagro.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Adecoagro on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Adecoagro SA or generate 0.0% return on investment in Adecoagro over 30 days. Adecoagro is related to or competes with Bunge, Archer Daniels, and Forafric Global. Adecoagro S.A. operates as an agro-industrial company in South America More
Adecoagro 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 Adecoagro'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 Adecoagro SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.0357 | |||
| Maximum Drawdown | 12.46 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 2.42 |
Adecoagro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adecoagro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adecoagro's standard deviation. In reality, there are many statistical measures that can use Adecoagro historical prices to predict the future Adecoagro's volatility.| Risk Adjusted Performance | 0.0601 | |||
| Jensen Alpha | 0.1683 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | (0.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Adecoagro'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.
Adecoagro SA Backtested Returns
We consider Adecoagro not too volatile. Adecoagro SA secures Sharpe Ratio (or Efficiency) of 0.0811, which signifies that the company had a 0.0811% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Adecoagro SA, which you can use to evaluate the volatility of the firm. Please confirm Adecoagro's mean deviation of 1.27, and Risk Adjusted Performance of 0.0601 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Adecoagro has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Adecoagro are expected to decrease at a much lower rate. During the bear market, Adecoagro is likely to outperform the market. Adecoagro SA right now shows a risk of 1.92%. Please confirm Adecoagro SA standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Adecoagro SA will be following its price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
Adecoagro SA has weak reverse predictability. Overlapping area represents the amount of predictability between Adecoagro time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Adecoagro SA price movement. The serial correlation of -0.23 indicates that over 23.0% of current Adecoagro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Adecoagro SA lagged returns against current returns
Autocorrelation, which is Adecoagro 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 Adecoagro's stock expected returns. We can calculate the autocorrelation of Adecoagro returns to help us make a trade decision. For example, suppose you find that Adecoagro 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 |
Adecoagro 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 Adecoagro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adecoagro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adecoagro stock over time.
Current vs Lagged Prices |
| Timeline |
Adecoagro Lagged Returns
When evaluating Adecoagro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adecoagro stock have on its future price. Adecoagro 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, Adecoagro autocorrelation shows the relationship between Adecoagro stock current value and its past values and can show if there is a momentum factor associated with investing in Adecoagro SA.
Regressed Prices |
| Timeline |
Pair Trading with Adecoagro
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Adecoagro position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Adecoagro will appreciate offsetting losses from the drop in the long position's value.Moving together with Adecoagro Stock
| 0.61 | K | Kellanova Earnings Call Next Week | PairCorr |
| 0.81 | BG | Bunge Limited Earnings Call This Week | PairCorr |
Moving against Adecoagro Stock
| 0.77 | YI | 111 Inc | PairCorr |
| 0.68 | LW | Lamb Weston Holdings Financial Report 23rd of July 2024 | PairCorr |
| 0.66 | VINE | Fresh Grapes LLC | PairCorr |
| 0.64 | GV | Visionary Education Symbol Change | PairCorr |
| 0.63 | DLTR | Dollar Tree Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Adecoagro could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Adecoagro when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Adecoagro - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Adecoagro SA to buy it.
The correlation of Adecoagro is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Adecoagro moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Adecoagro SA moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Adecoagro can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Adecoagro Correlation, Adecoagro Volatility and Adecoagro Alpha and Beta module to complement your research on Adecoagro. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Complementary Tools for Adecoagro Stock analysis
When running Adecoagro's price analysis, check to measure Adecoagro'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 Adecoagro is operating at the current time. Most of Adecoagro's value examination focuses on studying past and present price action to predict the probability of Adecoagro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adecoagro's price. Additionally, you may evaluate how the addition of Adecoagro to your portfolios can decrease your overall portfolio volatility.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |
Adecoagro technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.