Foxtons Group Plc Stock Market Value
| FXTGY Stock | USD 1.13 0.00 0.00% |
| Symbol | Foxtons |
Foxtons Group '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 Foxtons Group'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 Foxtons Group.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Foxtons Group on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Foxtons Group PLC or generate 0.0% return on investment in Foxtons Group over 30 days. Foxtons Group is related to or competes with Genesis Land, Aztec Land, SYN Prop, Parkit Enterprise, Bridgemarq Real, Tower Properties, and Ojai Oil. Foxtons Group plc, an estate agency, provides services to the residential property market in the United Kingdom More
Foxtons Group 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 Foxtons Group'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 Foxtons Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.109 | |||
| Maximum Drawdown | 39.51 |
Foxtons Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foxtons Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foxtons Group's standard deviation. In reality, there are many statistical measures that can use Foxtons Group historical prices to predict the future Foxtons Group's volatility.| Risk Adjusted Performance | 0.0949 | |||
| Jensen Alpha | 0.7301 | |||
| Total Risk Alpha | 0.1843 | |||
| Treynor Ratio | (0.24) |
Foxtons Group PLC Backtested Returns
Foxtons Group appears to be extremely dangerous, given 3 months investment horizon. Foxtons Group PLC secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. By reviewing Foxtons Group's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please utilize Foxtons Group's Mean Deviation of 1.18, standard deviation of 4.86, and Variance of 23.65 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Foxtons Group holds a performance score of 10. The firm shows a Beta (market volatility) of -2.43, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Foxtons Group are expected to decrease by larger amounts. On the other hand, during market turmoil, Foxtons Group is expected to outperform it. Please check Foxtons Group's market risk adjusted performance, treynor ratio, as well as the relationship between the Treynor Ratio and day typical price , to make a quick decision on whether Foxtons Group's price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
Foxtons Group PLC has perfect predictability. Overlapping area represents the amount of predictability between Foxtons Group time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Foxtons Group PLC price movement. The serial correlation of 1.0 indicates that 100.0% of current Foxtons Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Foxtons Group PLC lagged returns against current returns
Autocorrelation, which is Foxtons Group 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 Foxtons Group's pink sheet expected returns. We can calculate the autocorrelation of Foxtons Group returns to help us make a trade decision. For example, suppose you find that Foxtons Group 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 |
Foxtons Group 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 Foxtons Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foxtons Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foxtons Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Foxtons Group Lagged Returns
When evaluating Foxtons Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foxtons Group pink sheet have on its future price. Foxtons Group 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, Foxtons Group autocorrelation shows the relationship between Foxtons Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Foxtons Group PLC.
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 Foxtons Pink Sheet Analysis
When running Foxtons Group's price analysis, check to measure Foxtons Group'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 Foxtons Group is operating at the current time. Most of Foxtons Group's value examination focuses on studying past and present price action to predict the probability of Foxtons Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Foxtons Group's price. Additionally, you may evaluate how the addition of Foxtons Group to your portfolios can decrease your overall portfolio volatility.