Nexgen Holdings Corp Stock Market Value
| CETI Stock | USD 0.05 0.0001 0.21% |
| Symbol | NexGen |
NexGen Holdings '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 NexGen Holdings' 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 NexGen Holdings.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in NexGen Holdings on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding NexGen Holdings Corp or generate 0.0% return on investment in NexGen Holdings over 30 days. NexGen Holdings is related to or competes with Clean Teq, Summer Energy, and EverGen Infrastructure. Cyber Enviro-Tech, Inc., a water science technology company, designs water purification solutions for commercial applica... More
NexGen Holdings 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 NexGen Holdings' 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 NexGen Holdings Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 115.0 | |||
| Value At Risk | (27.54) | |||
| Potential Upside | 24.4 |
NexGen Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NexGen Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NexGen Holdings' standard deviation. In reality, there are many statistical measures that can use NexGen Holdings historical prices to predict the future NexGen Holdings' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.78) | |||
| Total Risk Alpha | (2.43) | |||
| Treynor Ratio | (1.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NexGen Holdings' 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.
NexGen Holdings Corp Backtested Returns
NexGen Holdings Corp has Sharpe Ratio of -0.0352, which conveys that the firm had a -0.0352 % return per unit of risk over the last 3 months. NexGen Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NexGen Holdings' Standard Deviation of 16.85, risk adjusted performance of (0.02), and Mean Deviation of 10.03 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NexGen Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding NexGen Holdings is expected to be smaller as well. At this point, NexGen Holdings Corp has a negative expected return of -0.61%. Please make sure to verify NexGen Holdings' kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if NexGen Holdings Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
NexGen Holdings Corp has modest predictability. Overlapping area represents the amount of predictability between NexGen Holdings time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 NexGen Holdings Corp price movement. The serial correlation of 0.5 indicates that about 50.0% of current NexGen Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NexGen Holdings Corp lagged returns against current returns
Autocorrelation, which is NexGen Holdings 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 NexGen Holdings' pink sheet expected returns. We can calculate the autocorrelation of NexGen Holdings returns to help us make a trade decision. For example, suppose you find that NexGen Holdings 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 |
NexGen Holdings 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 NexGen Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NexGen Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NexGen Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
NexGen Holdings Lagged Returns
When evaluating NexGen Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NexGen Holdings pink sheet have on its future price. NexGen Holdings 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, NexGen Holdings autocorrelation shows the relationship between NexGen Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NexGen Holdings Corp.
Regressed Prices |
| Timeline |
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Other Information on Investing in NexGen Pink Sheet
NexGen Holdings financial ratios help investors to determine whether NexGen 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 NexGen with respect to the benefits of owning NexGen Holdings security.