DXN (Australia) Market Value
| DXN Stock | 0.04 0 2.44% |
| Symbol | DXN |
DXN '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 DXN'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 DXN.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in DXN on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding DXN or generate 0.0% return on investment in DXN over 30 days. DXN is related to or competes with Audio Pixels, and Tivan. DXN is entity of Australia. It is traded as Stock on AU exchange. More
DXN 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 DXN'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 DXN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 23.88 | |||
| Value At Risk | (6.90) | |||
| Potential Upside | 6.9 |
DXN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DXN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DXN's standard deviation. In reality, there are many statistical measures that can use DXN historical prices to predict the future DXN's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.94) | |||
| Treynor Ratio | (5.41) |
DXN Backtested Returns
DXN secures Sharpe Ratio (or Efficiency) of -0.18, which denotes the company had a -0.18 % return per unit of risk over the last 3 months. DXN exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DXN's Standard Deviation of 3.62, coefficient of variation of (632.69), and Mean Deviation of 2.32 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, DXN's returns are expected to increase less than the market. However, during the bear market, the loss of holding DXN is expected to be smaller as well. At this point, DXN has a negative expected return of -0.64%. Please make sure to confirm DXN's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if DXN performance from the past will be repeated at future time.
Auto-correlation | 0.44 |
Average predictability
DXN has average predictability. Overlapping area represents the amount of predictability between DXN 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 DXN price movement. The serial correlation of 0.44 indicates that just about 44.0% of current DXN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DXN lagged returns against current returns
Autocorrelation, which is DXN 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 DXN's stock expected returns. We can calculate the autocorrelation of DXN returns to help us make a trade decision. For example, suppose you find that DXN 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 |
DXN 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 DXN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DXN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DXN stock over time.
Current vs Lagged Prices |
| Timeline |
DXN Lagged Returns
When evaluating DXN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DXN stock have on its future price. DXN 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, DXN autocorrelation shows the relationship between DXN stock current value and its past values and can show if there is a momentum factor associated with investing in DXN.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DXN Stock Analysis
When running DXN's price analysis, check to measure DXN'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 DXN is operating at the current time. Most of DXN's value examination focuses on studying past and present price action to predict the probability of DXN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DXN's price. Additionally, you may evaluate how the addition of DXN to your portfolios can decrease your overall portfolio volatility.