Asx Limited Adr Stock Market Value
| ASXFY Stock | USD 34.92 0.03 0.09% |
| Symbol | ASX |
ASX Limited '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 Limited'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 Limited.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in ASX Limited on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding ASX Limited ADR or generate 0.0% return on investment in ASX Limited over 180 days. ASX Limited is related to or competes with FinecoBank Banca, Beazley Plc, Edenred Malakoff, Gjensidige Forsikring, and Banca Mediolanum. ASX Limited operates as a multi-asset class and integrated exchange company in Australia and internationally More
ASX Limited 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 Limited'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 ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 8.94 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.39 |
ASX Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASX Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASX Limited's standard deviation. In reality, there are many statistical measures that can use ASX Limited historical prices to predict the future ASX Limited's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.29) |
ASX Limited ADR Backtested Returns
ASX Limited ADR secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of volatility over the last 3 months. ASX Limited ADR exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ASX Limited's mean deviation of 0.9574, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ASX Limited's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASX Limited is expected to be smaller as well. At this point, ASX Limited ADR has a negative expected return of -0.15%. Please make sure to confirm ASX Limited's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if ASX Limited ADR performance from the past will be repeated at future time.
Auto-correlation | 0.44 |
Average predictability
ASX Limited ADR has average predictability. Overlapping area represents the amount of predictability between ASX Limited time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 2025. 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 ADR price movement. The serial correlation of 0.44 indicates that just about 44.0% of current ASX Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
ASX Limited ADR lagged returns against current returns
Autocorrelation, which is ASX Limited 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 Limited's pink sheet expected returns. We can calculate the autocorrelation of ASX Limited returns to help us make a trade decision. For example, suppose you find that ASX Limited 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 Limited 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 Limited pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASX Limited 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 Limited pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ASX Limited Lagged Returns
When evaluating ASX Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASX Limited pink sheet have on its future price. ASX Limited 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 Limited autocorrelation shows the relationship between ASX Limited pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ASX Limited ADR.
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 ASX Pink Sheet Analysis
When running ASX Limited's price analysis, check to measure ASX Limited'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 ASX Limited is operating at the current time. Most of ASX Limited's value examination focuses on studying past and present price action to predict the probability of ASX Limited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASX Limited's price. Additionally, you may evaluate how the addition of ASX Limited to your portfolios can decrease your overall portfolio volatility.