Hexicon AB (Sweden) Market Value
| HEXI Stock | 0.13 0.01 8.33% |
| Symbol | Hexicon |
Hexicon AB '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 Hexicon AB'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 Hexicon AB.
| 12/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Hexicon AB on December 9, 2025 and sell it all today you would earn a total of 0.00 from holding Hexicon AB or generate 0.0% return on investment in Hexicon AB over 30 days. Hexicon AB is related to or competes with Nanologica, Biovica International, NextCell Pharma, Arcoma AB, Pila Pharma, Scandinavian ChemoTech, and Xbrane Biopharma. More
Hexicon AB 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 Hexicon AB'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 Hexicon AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 24.91 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Hexicon AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hexicon AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hexicon AB's standard deviation. In reality, there are many statistical measures that can use Hexicon AB historical prices to predict the future Hexicon AB's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.62) | |||
| Total Risk Alpha | (1.04) | |||
| Treynor Ratio | (2.83) |
Hexicon AB Backtested Returns
Hexicon AB holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14 % return per unit of risk over the last 3 months. Hexicon AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hexicon AB's Market Risk Adjusted Performance of (2.82), risk adjusted performance of (0.08), and Standard Deviation of 5.01 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hexicon AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hexicon AB is expected to be smaller as well. At this point, Hexicon AB has a negative expected return of -0.7%. Please make sure to check out Hexicon AB's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Hexicon AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Hexicon AB has very good reverse predictability. Overlapping area represents the amount of predictability between Hexicon AB time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 Hexicon AB price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Hexicon AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hexicon AB lagged returns against current returns
Autocorrelation, which is Hexicon AB 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 Hexicon AB's stock expected returns. We can calculate the autocorrelation of Hexicon AB returns to help us make a trade decision. For example, suppose you find that Hexicon AB 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 |
Hexicon AB 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 Hexicon AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hexicon AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hexicon AB stock over time.
Current vs Lagged Prices |
| Timeline |
Hexicon AB Lagged Returns
When evaluating Hexicon AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hexicon AB stock have on its future price. Hexicon AB 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, Hexicon AB autocorrelation shows the relationship between Hexicon AB stock current value and its past values and can show if there is a momentum factor associated with investing in Hexicon AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Hexicon Stock Analysis
When running Hexicon AB's price analysis, check to measure Hexicon AB'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 Hexicon AB is operating at the current time. Most of Hexicon AB's value examination focuses on studying past and present price action to predict the probability of Hexicon AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hexicon AB's price. Additionally, you may evaluate how the addition of Hexicon AB to your portfolios can decrease your overall portfolio volatility.