Infrax Systems Stock Market Value
| IFXY Stock | USD 0.0004 0.0001 20.00% |
| Symbol | Infrax |
Infrax Systems '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 Infrax Systems' 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 Infrax Systems.
| 02/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Infrax Systems on February 9, 2023 and sell it all today you would earn a total of 0.00 from holding Infrax Systems or generate 0.0% return on investment in Infrax Systems over 660 days. Infrax Systems is related to or competes with OFX Group, and Pinetree Capital. Infrax Systems, Inc. provides a series of interrelated operational management, communications, and electric power grid s... More
Infrax Systems 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 Infrax Systems' 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 Infrax Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.12 | |||
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 78.57 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Infrax Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infrax Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infrax Systems' standard deviation. In reality, there are many statistical measures that can use Infrax Systems historical prices to predict the future Infrax Systems' volatility.| Risk Adjusted Performance | 0.0628 | |||
| Jensen Alpha | 0.8173 | |||
| Total Risk Alpha | (1.46) | |||
| Sortino Ratio | 0.0473 | |||
| Treynor Ratio | 0.6121 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Infrax Systems' 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.
Infrax Systems Backtested Returns
Infrax Systems appears to be out of control, given 3 months investment horizon. Infrax Systems holds Efficiency (Sharpe) Ratio of 0.0409, which attests that the entity had a 0.0409% return per unit of risk over the last 3 months. By evaluating Infrax Systems' technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize Infrax Systems' Risk Adjusted Performance of 0.0628, market risk adjusted performance of 0.6221, and Downside Deviation of 19.12 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Infrax Systems holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of 1.69, 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, Infrax Systems will likely underperform. Please check Infrax Systems' total risk alpha and the relationship between the downside variance and period momentum indicator , to make a quick decision on whether Infrax Systems' current trending patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Infrax Systems has weak reverse predictability. Overlapping area represents the amount of predictability between Infrax Systems time series from 9th of February 2023 to 5th of January 2024 and 5th of January 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Infrax Systems price movement. The serial correlation of -0.25 indicates that over 25.0% of current Infrax Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Infrax Systems lagged returns against current returns
Autocorrelation, which is Infrax Systems 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 Infrax Systems' pink sheet expected returns. We can calculate the autocorrelation of Infrax Systems returns to help us make a trade decision. For example, suppose you find that Infrax Systems 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 |
Infrax Systems 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 Infrax Systems pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infrax Systems pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infrax Systems pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Infrax Systems Lagged Returns
When evaluating Infrax Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infrax Systems pink sheet have on its future price. Infrax Systems 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, Infrax Systems autocorrelation shows the relationship between Infrax Systems pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Infrax Systems.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Infrax Pink Sheet Analysis
When running Infrax Systems' price analysis, check to measure Infrax Systems' 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 Infrax Systems is operating at the current time. Most of Infrax Systems' value examination focuses on studying past and present price action to predict the probability of Infrax Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infrax Systems' price. Additionally, you may evaluate how the addition of Infrax Systems to your portfolios can decrease your overall portfolio volatility.