AXP Energy (Australia) Market Value
| AXP Stock | 0.02 0 6.67% |
| 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 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 AXP Energy.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in AXP Energy on November 30, 2025 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 30 days. AXP Energy is related to or competes with Westpac Banking, and Abacus Storage. AXP Energy is entity of Australia. It is traded as Stock on AU exchange. 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 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 AXP Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 53.46 | |||
| Value At Risk | (15.79) | |||
| Potential Upside | 12.5 |
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 | (0.06) | |||
| Jensen Alpha | (0.91) | |||
| Total Risk Alpha | (2.28) | |||
| Treynor Ratio | 0.456 |
AXP Energy Backtested Returns
AXP Energy secures Sharpe Ratio (or Efficiency) of -0.0228, which signifies that the company had a -0.0228 % return per unit of risk over the last 3 months. AXP Energy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AXP Energy's risk adjusted performance of (0.06), and Mean Deviation of 6.95 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -2.38, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning AXP Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, AXP Energy is expected to outperform it. At this point, AXP Energy has a negative expected return of -0.23%. Please make sure to confirm AXP Energy's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if AXP Energy performance from the past will be repeated at future time.
Auto-correlation | 0.67 |
Good predictability
AXP Energy has good predictability. Overlapping area represents the amount of predictability between AXP Energy time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 AXP Energy price movement. The serial correlation of 0.67 indicates that around 67.0% of current AXP Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AXP Energy lagged returns against current returns
Autocorrelation, which is AXP Energy 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 AXP Energy's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AXP Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AXP Energy stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in AXP Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AXP Stock Analysis
When running AXP Energy's price analysis, check to measure AXP Energy'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 AXP Energy is operating at the current time. Most of AXP Energy's value examination focuses on studying past and present price action to predict the probability of AXP Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AXP Energy's price. Additionally, you may evaluate how the addition of AXP Energy to your portfolios can decrease your overall portfolio volatility.