Exeo Entertainment Stock Market Value
| EXEO Stock | USD 0.0001 0.00 0.00% |
| Symbol | Exeo |
Exeo Entertainment '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 Exeo Entertainment's otc 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 Exeo Entertainment.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Exeo Entertainment on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Exeo Entertainment or generate 0.0% return on investment in Exeo Entertainment over 30 days. Exeo Entertainment, Inc. designs, develops, licenses, manufactures, and markets consumer electronics in the video gaming... More
Exeo Entertainment 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 Exeo Entertainment's otc 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 Exeo Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1188 | |||
| Maximum Drawdown | 4994.0 |
Exeo Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exeo Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exeo Entertainment's standard deviation. In reality, there are many statistical measures that can use Exeo Entertainment historical prices to predict the future Exeo Entertainment's volatility.| Risk Adjusted Performance | 0.0937 | |||
| Jensen Alpha | 78.63 | |||
| Total Risk Alpha | 11.54 | |||
| Treynor Ratio | (0.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Exeo Entertainment'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.
Exeo Entertainment Backtested Returns
Exeo Entertainment is out of control given 3 months investment horizon. Exeo Entertainment secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We were able to analyze and collect data for sixteen different technical indicators, which can help you to evaluate if expected returns of 13.32% are justified by taking the suggested risk. Use Exeo Entertainment Variance of 364353.2, standard deviation of 603.62, and Mean Deviation of 146.31 to evaluate company specific risk that cannot be diversified away. Exeo Entertainment holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -97.24, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Exeo Entertainment are expected to decrease by larger amounts. On the other hand, during market turmoil, Exeo Entertainment is expected to outperform it. Use Exeo Entertainment mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to analyze future returns on Exeo Entertainment.
Auto-correlation | 0.00 |
No correlation between past and present
Exeo Entertainment has no correlation between past and present. Overlapping area represents the amount of predictability between Exeo Entertainment 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 Exeo Entertainment price movement. The serial correlation of 0.0 indicates that just 0.0% of current Exeo Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Exeo Entertainment lagged returns against current returns
Autocorrelation, which is Exeo Entertainment otc 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 Exeo Entertainment's otc stock expected returns. We can calculate the autocorrelation of Exeo Entertainment returns to help us make a trade decision. For example, suppose you find that Exeo Entertainment has exhibited high autocorrelation historically, and you observe that the otc 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 |
Exeo Entertainment 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 Exeo Entertainment otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exeo Entertainment otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exeo Entertainment otc stock over time.
Current vs Lagged Prices |
| Timeline |
Exeo Entertainment Lagged Returns
When evaluating Exeo Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exeo Entertainment otc stock have on its future price. Exeo Entertainment 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, Exeo Entertainment autocorrelation shows the relationship between Exeo Entertainment otc stock current value and its past values and can show if there is a momentum factor associated with investing in Exeo Entertainment.
Regressed Prices |
| Timeline |
Pair Trading with Exeo Entertainment
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Exeo Entertainment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Exeo Entertainment will appreciate offsetting losses from the drop in the long position's value.Moving against Exeo OTC Stock
| 0.6 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.57 | PTBRY | Bank Negara Indonesia | PairCorr |
| 0.57 | CHACR | Crane Harbor Acquisition | PairCorr |
| 0.54 | KB | KB Financial Group | PairCorr |
| 0.5 | BAC | Bank of America Aggressive Push | PairCorr |
The ability to find closely correlated positions to Exeo Entertainment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Exeo Entertainment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Exeo Entertainment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Exeo Entertainment to buy it.
The correlation of Exeo Entertainment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Exeo Entertainment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Exeo Entertainment moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Exeo Entertainment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Exeo OTC Stock
Exeo Entertainment financial ratios help investors to determine whether Exeo OTC Stock 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 Exeo with respect to the benefits of owning Exeo Entertainment security.