Agilysys Stock Alpha and Beta Analysis

AGYS Stock  USD 133.64  0.65  0.49%   
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:
Beta
2.44
Alpha
0.0233
Risk
2.79
Sharpe Ratio
0.13
Expected Return
0.38
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., Dow Jones Industrial index.) So in this particular case, Agilysys did 0.02  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 2.44  . 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' Tangible Book Value Per Share is comparatively stable compared to the past year. Enterprise Value Over EBITDA is likely to gain to 83.24 in 2024, whereas Book Value Per Share is likely to drop 5.84 in 2024.

Enterprise Value

1.83 Billion

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.
For more information on how to buy Agilysys Stock please use our How to Invest in Agilysys guide.

Agilysys Market Premiums

Investors 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.
α0.02   β2.44

Agilysys expected buy-and-hold returns

Although 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 Media

The median price of Agilysys for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 109.89 with a coefficient of variation of 9.65. The daily time series for the period is distributed with a sample standard deviation of 10.95, arithmetic mean of 113.47, and mean deviation of 9.26. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Top-Ranked Lajitas Golf Resort Chooses Agilysys Hospitality Software Solutions to Elevate Guest Experiences and Optimize Revenue Beyond Rooms
10/29/2024
2
Doximity Reports Earnings Tomorrow What To Expect
11/06/2024
3
Agilysys Inc Trading 3.83 percent Higher on Nov 13
11/13/2024
4
Agilysys stock target increased, sustains buy on growth outlook
11/15/2024
5
Agilysys Inc Stock Price Up 4.09 percent on Nov 21
11/21/2024
6
Are Computer and Technology Stocks Lagging Agilysys This Year
11/25/2024
7
Loomis Sayles Co. L P Acquires 25,254 Shares of Agilysys, Inc.
11/26/2024
8
Agilysys Is Up 13.44 percent in One Week What You Should Know
11/27/2024

About Agilysys Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Agilysys or other stocks. Alpha measures the amount that position in Agilysys has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 2023 2024 (projected)
Dividend Yield0.001899.01E-47.64E-47.25E-4
Price To Sales Ratio5.9710.299.179.63

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.
21st of May 2024
Upcoming Quarterly Report
View
22nd of July 2024
Next Financial Report
View
31st of March 2024
Next Fiscal Quarter End
View
21st of May 2024
Next Fiscal Year End
View
31st of December 2023
Last Quarter Report
View
31st of March 2023
Last Financial Announcement
View

Build Portfolio with Agilysys

Your 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.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional 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.