Asx Limited Stock Market Value
| ASXFF Stock | USD 34.72 1.77 5.37% |
| Symbol | ASX |
ASX '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 ASX's pink sheet 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 ASX.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in ASX on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding ASX Limited or generate 0.0% return on investment in ASX over 30 days. ASX is related to or competes with TMX Group, Gjensidige Forsikring, Akbank Turk, Intermediate Capital, and FinecoBank Banca. ASX Limited operates as a multi-asset class and integrated exchange company in Australia and internationally More
ASX 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 ASX's pink sheet 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 ASX Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 22.51 | |||
| Value At Risk | (5.10) | |||
| Potential Upside | 5.37 |
ASX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASX's standard deviation. In reality, there are many statistical measures that can use ASX historical prices to predict the future ASX's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | 0.5142 |
ASX Limited Backtested Returns
ASX Limited secures Sharpe Ratio (or Efficiency) of -0.051, which signifies that the company had a -0.051 % return per unit of volatility over the last 3 months. ASX Limited exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ASX's risk adjusted performance of (0.03), and Mean Deviation of 1.57 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ASX are expected to decrease at a much lower rate. During the bear market, ASX is likely to outperform the market. At this point, ASX Limited has a negative expected return of -0.16%. Please make sure to confirm ASX's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if ASX Limited performance from the past will be repeated at future time.
Auto-correlation | 0.01 |
Virtually no predictability
ASX Limited has virtually no predictability. Overlapping area represents the amount of predictability between ASX time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ASX Limited price movement. The serial correlation of 0.01 indicates that just 1.0% of current ASX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
ASX Limited lagged returns against current returns
Autocorrelation, which is ASX pink sheet'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 ASX's pink sheet expected returns. We can calculate the autocorrelation of ASX returns to help us make a trade decision. For example, suppose you find that ASX has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
ASX 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 ASX pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASX pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASX pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ASX Lagged Returns
When evaluating ASX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASX pink sheet have on its future price. ASX 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, ASX autocorrelation shows the relationship between ASX pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ASX Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ASX Pink Sheet
ASX financial ratios help investors to determine whether ASX Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ASX with respect to the benefits of owning ASX security.