Poxel SA (UK) Market Value
| 0RA2 Stock | 0.19 0.02 9.52% |
| Symbol | Poxel |
Poxel SA '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 Poxel SA'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 Poxel SA.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Poxel SA on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Poxel SA or generate 0.0% return on investment in Poxel SA over 180 days. Poxel SA is related to or competes with DFS Furniture, Planet Fitness, American Homes, Synthomer Plc, Gear4music Plc, Eco Animal, and Naturhouse Health. Poxel SA is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Poxel SA 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 Poxel SA'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 Poxel SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 29.73 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 5.66 |
Poxel SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Poxel SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Poxel SA's standard deviation. In reality, there are many statistical measures that can use Poxel SA historical prices to predict the future Poxel SA's volatility.| Risk Adjusted Performance | (0.24) | |||
| Jensen Alpha | (1.56) | |||
| Total Risk Alpha | (2.39) | |||
| Treynor Ratio | 7.05 |
Poxel SA Backtested Returns
Poxel SA maintains Sharpe Ratio (i.e., Efficiency) of -0.31, which implies the firm had a -0.31% return per unit of risk over the last 3 months. Poxel SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Poxel SA's Risk Adjusted Performance of (0.24), coefficient of variation of (304.28), and Variance of 23.13 to confirm the risk estimate we provide. The company holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Poxel SA are expected to decrease at a much lower rate. During the bear market, Poxel SA is likely to outperform the market. At this point, Poxel SA has a negative expected return of -1.48%. Please make sure to check Poxel SA's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Poxel SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Poxel SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Poxel SA time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 Poxel SA price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Poxel SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Poxel SA lagged returns against current returns
Autocorrelation, which is Poxel SA 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 Poxel SA's stock expected returns. We can calculate the autocorrelation of Poxel SA returns to help us make a trade decision. For example, suppose you find that Poxel SA 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 |
Poxel SA 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 Poxel SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Poxel SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Poxel SA stock over time.
Current vs Lagged Prices |
| Timeline |
Poxel SA Lagged Returns
When evaluating Poxel SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Poxel SA stock have on its future price. Poxel SA 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, Poxel SA autocorrelation shows the relationship between Poxel SA stock current value and its past values and can show if there is a momentum factor associated with investing in Poxel SA.
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 Poxel Stock Analysis
When running Poxel SA's price analysis, check to measure Poxel SA'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 Poxel SA is operating at the current time. Most of Poxel SA's value examination focuses on studying past and present price action to predict the probability of Poxel SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Poxel SA's price. Additionally, you may evaluate how the addition of Poxel SA to your portfolios can decrease your overall portfolio volatility.