Axp Energy Stock Market Value
| AUNXF Stock | USD 0 0.0002 16.67% |
| Symbol | AXP |
AXP Energy '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 AXP Energy'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 AXP Energy.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in AXP Energy on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding AXP Energy or generate 0.0% return on investment in AXP Energy over 720 days. AXP Energy is related to or competes with BEST, ArcBest Corp, Morningstar Unconstrained, Thrivent High, High-yield Municipal, Via Renewables, and T Rowe. AXP Energy Limited operates as an oil and gas production and development company in the United States More
AXP Energy 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 AXP Energy'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 AXP Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.94 | |||
| Information Ratio | 0.1369 | |||
| Maximum Drawdown | 65.0 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 20.0 |
AXP Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AXP Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AXP Energy's standard deviation. In reality, there are many statistical measures that can use AXP Energy historical prices to predict the future AXP Energy's volatility.| Risk Adjusted Performance | 0.1185 | |||
| Jensen Alpha | 1.8 | |||
| Total Risk Alpha | 0.3707 | |||
| Sortino Ratio | 0.0979 | |||
| Treynor Ratio | (2.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AXP Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AXP Energy Backtested Returns
AXP Energy is out of control given 3 months investment horizon. AXP Energy secures Sharpe Ratio (or Efficiency) of 0.0876, which signifies that the company had a 0.0876% return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.08% are justified by taking the suggested risk. Use AXP Energy mean deviation of 8.18, and Risk Adjusted Performance of 0.1185 to evaluate company specific risk that cannot be diversified away. AXP Energy holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.64, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AXP Energy are expected to decrease at a much lower rate. During the bear market, AXP Energy is likely to outperform the market. Use AXP Energy treynor ratio and the relationship between the semi variance and period momentum indicator , to analyze future returns on AXP Energy.
Auto-correlation | -0.24 |
Weak reverse predictability
AXP Energy has weak reverse predictability. Overlapping area represents the amount of predictability between AXP Energy time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 AXP Energy price movement. The serial correlation of -0.24 indicates that over 24.0% of current AXP Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AXP Energy lagged returns against current returns
Autocorrelation, which is AXP Energy 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 AXP Energy's pink sheet expected returns. We can calculate the autocorrelation of AXP Energy returns to help us make a trade decision. For example, suppose you find that AXP Energy 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 |
AXP Energy 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 AXP Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AXP Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AXP Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AXP Energy Lagged Returns
When evaluating AXP Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AXP Energy pink sheet have on its future price. AXP Energy 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, AXP Energy autocorrelation shows the relationship between AXP Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AXP Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AXP Pink Sheet
AXP Energy financial ratios help investors to determine whether AXP 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 AXP with respect to the benefits of owning AXP Energy security.