Foxby Corp Stock Market Value
| FXBY Stock | USD 23.59 0.29 1.24% |
| Symbol | Foxby |
Foxby Corp '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 Foxby Corp'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 Foxby Corp.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Foxby Corp on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Foxby Corp or generate 0.0% return on investment in Foxby Corp over 30 days. Foxby Corp is related to or competes with Elysee Development, Marketing Alliance, Absecon Bancorp, and Third Century. Foxby Corp. is a closed ended equity mutual fund launched and managed by CEF Advisers, Inc More
Foxby Corp 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 Foxby Corp'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 Foxby Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.92 | |||
| Information Ratio | 0.1097 | |||
| Maximum Drawdown | 19.03 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 4.07 |
Foxby Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foxby Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foxby Corp's standard deviation. In reality, there are many statistical measures that can use Foxby Corp historical prices to predict the future Foxby Corp's volatility.| Risk Adjusted Performance | 0.1226 | |||
| Jensen Alpha | 0.2631 | |||
| Total Risk Alpha | 0.072 | |||
| Sortino Ratio | 0.0584 | |||
| Treynor Ratio | 0.5197 |
Foxby Corp Backtested Returns
Foxby Corp appears to be very steady, given 3 months investment horizon. Foxby Corp secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Foxby Corp, which you can use to evaluate the volatility of the firm. Please utilize Foxby Corp's Mean Deviation of 1.08, coefficient of variation of 640.19, and Downside Deviation of 3.92 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Foxby Corp holds a performance score of 11. The firm shows a Beta (market volatility) of 0.61, which means possible diversification benefits within a given portfolio. As returns on the market increase, Foxby Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Foxby Corp is expected to be smaller as well. Please check Foxby Corp's sortino ratio, semi variance, as well as the relationship between the Semi Variance and day median price , to make a quick decision on whether Foxby Corp's price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Foxby Corp has below average predictability. Overlapping area represents the amount of predictability between Foxby Corp time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Foxby Corp price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Foxby Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Foxby Corp lagged returns against current returns
Autocorrelation, which is Foxby Corp 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 Foxby Corp's pink sheet expected returns. We can calculate the autocorrelation of Foxby Corp returns to help us make a trade decision. For example, suppose you find that Foxby Corp 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 |
Foxby Corp 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 Foxby Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foxby Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foxby Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Foxby Corp Lagged Returns
When evaluating Foxby Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foxby Corp pink sheet have on its future price. Foxby Corp 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, Foxby Corp autocorrelation shows the relationship between Foxby Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Foxby Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Foxby Pink Sheet Analysis
When running Foxby Corp's price analysis, check to measure Foxby Corp'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 Foxby Corp is operating at the current time. Most of Foxby Corp's value examination focuses on studying past and present price action to predict the probability of Foxby Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Foxby Corp's price. Additionally, you may evaluate how the addition of Foxby Corp to your portfolios can decrease your overall portfolio volatility.