AGM Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: AGM’s historical mean reversion suggests a price rebound. Increased call volume indicates potential investor confidence.




Bearish Case: High implied volatility at lower strikes signals potential downside risk. Market concerns about agricultural volatilities remain significant.




Potential Outcomes:
  • Mean reversion to $210 (60%)
  • Continued decline to $190 (25%)
  • Stable around $200 (15%)




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February 15, 2025


Federal Agricultural Mortgage Corp. Forecast

AGM        Federal Agricultural Mortgage Corp.











Correlated Assets

Assets that tend to move strongly with AGM



LMND Forecast + Options Trading Strategies   LMND  Lemonade (0.75)


COF Forecast + Options Trading Strategies   COF  Capital One Financial (0.72)


DPST Forecast + Options Trading Strategies   DPST  Direxion Daily Regional Banks Bull 3X Shares (0.71)


VTWO Forecast + Options Trading Strategies   VTWO  Vanguard Russell 2000 Index (0.71)


PL Forecast + Options Trading Strategies   PL  Planet Labs PBC - (0.71)



Uncorrelated Assets

Assets with little price relationship to AGM



ENVX Forecast + Options Trading Strategies   ENVX  Enovix (0.0)


KBH Forecast + Options Trading Strategies   KBH  KB Home (0.0)


COO Forecast + Options Trading Strategies   COO  Cooper Companies (0.0)


DAR Forecast + Options Trading Strategies   DAR  Darling Ingredients (-0.0)


SU Forecast + Options Trading Strategies   SU  Suncor Energy (0.0)



Anticorrelated Assets

Assets that tend to move strongly against AGM



BCE Forecast + Options Trading Strategies   BCE  BCE (-0.56)


ELAN Forecast + Options Trading Strategies   ELAN  Elanco Animal Health (-0.56)


ASPN Forecast + Options Trading Strategies   ASPN  Aspen Aerogels (-0.59)


TTEK Forecast + Options Trading Strategies   TTEK  Tetra Tech (-0.64)


WEAT Forecast + Options Trading Strategies   WEAT  Teucrium Wheat (-0.64)









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