Galexxy Holdings Stock Market Value
| GXXY Stock | USD 0.01 0.00 0.00% |
| Symbol | Galexxy |
Galexxy 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 Galexxy 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 Galexxy Holdings.
| 02/14/2023 |
| 02/03/2025 |
If you would invest 0.00 in Galexxy Holdings on February 14, 2023 and sell it all today you would earn a total of 0.00 from holding Galexxy Holdings or generate 0.0% return on investment in Galexxy Holdings over 720 days. Galexxy Holdings, Inc. operates as an agricultural supplier More
Galexxy 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 Galexxy 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 Galexxy Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.19 | |||
| Information Ratio | 0.0431 | |||
| Maximum Drawdown | 252.69 | |||
| Value At Risk | (29.20) | |||
| Potential Upside | 28.0 |
Galexxy Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Galexxy Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Galexxy Holdings' standard deviation. In reality, there are many statistical measures that can use Galexxy Holdings historical prices to predict the future Galexxy Holdings' volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | 1.08 | |||
| Total Risk Alpha | (1.18) | |||
| Sortino Ratio | 0.069 | |||
| Treynor Ratio | 0.2648 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Galexxy 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.
Galexxy Holdings Backtested Returns
Galexxy Holdings is out of control given 3 months investment horizon. Galexxy Holdings holds Efficiency (Sharpe) Ratio of 0.0456, which attests that the entity had a 0.0456 % return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-four different technical indicators, which can help you to evaluate if expected returns of 1.47% are justified by taking the suggested risk. Use Galexxy Holdings Market Risk Adjusted Performance of 0.2748, downside deviation of 20.19, and Risk Adjusted Performance of 0.048 to evaluate company specific risk that cannot be diversified away. Galexxy Holdings holds a performance score of 3 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 5.52, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Galexxy Holdings will likely underperform. Use Galexxy Holdings jensen alpha, potential upside, rate of daily change, as well as the relationship between the treynor ratio and expected short fall , to analyze future returns on Galexxy Holdings.
Auto-correlation | 0.50 |
Modest predictability
Galexxy Holdings has modest predictability. Overlapping area represents the amount of predictability between Galexxy Holdings time series from 14th of February 2023 to 9th of February 2024 and 9th of February 2024 to 3rd of February 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 Galexxy Holdings price movement. The serial correlation of 0.5 indicates that about 50.0% of current Galexxy Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Galexxy Holdings lagged returns against current returns
Autocorrelation, which is Galexxy 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 Galexxy Holdings' pink sheet expected returns. We can calculate the autocorrelation of Galexxy Holdings returns to help us make a trade decision. For example, suppose you find that Galexxy 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 |
Galexxy 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 Galexxy Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Galexxy 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 Galexxy Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Galexxy Holdings Lagged Returns
When evaluating Galexxy Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Galexxy Holdings pink sheet have on its future price. Galexxy 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, Galexxy Holdings autocorrelation shows the relationship between Galexxy Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Galexxy Holdings.
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 Galexxy Pink Sheet Analysis
When running Galexxy Holdings' price analysis, check to measure Galexxy Holdings' 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 Galexxy Holdings is operating at the current time. Most of Galexxy Holdings' value examination focuses on studying past and present price action to predict the probability of Galexxy Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Galexxy Holdings' price. Additionally, you may evaluate how the addition of Galexxy Holdings to your portfolios can decrease your overall portfolio volatility.