This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Agilysys. It also helps investors analyze the systematic and unsystematic risks associated with investing in Agilysys over a specified time horizon. Remember, high Agilysys' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Agilysys' market risk premium analysis include:
Please note that although Agilysys alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Agilysys did 0.44 better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Agilysys stock's relative risk over its benchmark. Agilysys has a beta of 1.80 . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Agilysys will likely underperform. At this time, Agilysys' Enterprise Value over EBIT is comparatively stable as compared to the past year. Enterprise Value over EBITDA is likely to gain to 111.41 in 2023, whereas Tangible Assets Book Value per Share are likely to drop 7.45 in 2023.
Agilysys Quarterly Book Value per Share
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out Agilysys Backtesting, Agilysys Valuation, Agilysys Correlation, Agilysys Hype Analysis, Agilysys Volatility, Agilysys History and analyze Agilysys Performance.
Agilysys Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Agilysys market risk premium is the additional return an investor will receive from holding Agilysys long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Agilysys. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Agilysys' performance over market.
Agilysys expected buy-and-hold returnsAlthough buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Agilysys' Buy-and-hold return. Our buy-and-hold chart shows how Agilysys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
Agilysys Market Price Analysis
Market price analysis indicators help investors to evaluate how Agilysys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Agilysys shares will generate the highest return on investment. By understating and applying Agilysys stock market price indicators, traders can identify Agilysys position entry and exit signals to maximize returns.
Agilysys Return and Market MediaThe median price of Agilysys for the period between Wed, Aug 30, 2023 and Tue, Nov 28, 2023 is 70.01 with a coefficient of variation of 12.43. The daily time series for the period is distributed with a sample standard deviation of 9.29, arithmetic mean of 74.76, and mean deviation of 8.54. The Stock received substential amount of media coverage during this period.
About Agilysys Beta and Alpha
Agilysys Upcoming Company Events
As portrayed in its financial statements, the presentation of Agilysys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Agilysys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Agilysys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Agilysys. Please utilize our Beneish M Score to check the likelihood of Agilysys' management manipulating its earnings.
Build Portfolio with AgilysysYour optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.
When determining whether Agilysys is a strong investment it is important to analyze Agilysys' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Agilysys' future performance. For an informed investment choice regarding Agilysys Stock, refer to the following important reports:
Build Diversified Portfolios
Align your risk with return expectations
Check out Agilysys Backtesting, Agilysys Valuation, Agilysys Correlation, Agilysys Hype Analysis, Agilysys Volatility, Agilysys History and analyze Agilysys Performance.For more information on how to buy Agilysys Stock please use our How to Invest in Agilysys guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Agilysys Stock analysis
When running Agilysys' price analysis, check to measure Agilysys' 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 Agilysys is operating at the current time. Most of Agilysys' value examination focuses on studying past and present price action to predict the probability of Agilysys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agilysys' price. Additionally, you may evaluate how the addition of Agilysys to your portfolios can decrease your overall portfolio volatility.
Agilysys 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.