InCoax Networks (Sweden) Market Value
| INCOAX Stock | SEK 0.94 0.02 2.17% |
| Symbol | InCoax |
InCoax Networks '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 InCoax Networks' 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 InCoax Networks.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in InCoax Networks on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding InCoax Networks AB or generate 0.0% return on investment in InCoax Networks over 30 days. InCoax Networks is related to or competes with Realfiction Holding, Kentima Holding, Fragbite Group, EEducation Albert, Gasporox, ChargePanel, and Ranplan. InCoax Networks AB provides networking products and solutions to telecom and broadband, and hospitality and healthcare s... More
InCoax Networks 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 InCoax Networks' 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 InCoax Networks AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.04 | |||
| Information Ratio | 0.0144 | |||
| Maximum Drawdown | 38.78 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 10.0 |
InCoax Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for InCoax Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as InCoax Networks' standard deviation. In reality, there are many statistical measures that can use InCoax Networks historical prices to predict the future InCoax Networks' volatility.| Risk Adjusted Performance | 0.0286 | |||
| Jensen Alpha | 0.2731 | |||
| Total Risk Alpha | (0.76) | |||
| Sortino Ratio | 0.0119 | |||
| Treynor Ratio | (0.27) |
InCoax Networks AB Backtested Returns
InCoax Networks appears to be out of control, given 3 months investment horizon. InCoax Networks AB retains Efficiency (Sharpe Ratio) of 0.0262, which attests that the entity had a 0.0262 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for InCoax Networks, which you can use to evaluate the volatility of the firm. Please utilize InCoax Networks' Downside Deviation of 10.04, semi deviation of 7.72, and Market Risk Adjusted Performance of (0.26) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, InCoax Networks holds a performance score of 2. The company owns a Beta (Systematic Risk) of -0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning InCoax Networks are expected to decrease at a much lower rate. During the bear market, InCoax Networks is likely to outperform the market. Please check InCoax Networks' treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether InCoax Networks' current price history will revert.
Auto-correlation | 0.49 |
Average predictability
InCoax Networks AB has average predictability. Overlapping area represents the amount of predictability between InCoax Networks time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 InCoax Networks AB price movement. The serial correlation of 0.49 indicates that about 49.0% of current InCoax Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
InCoax Networks AB lagged returns against current returns
Autocorrelation, which is InCoax Networks 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 InCoax Networks' stock expected returns. We can calculate the autocorrelation of InCoax Networks returns to help us make a trade decision. For example, suppose you find that InCoax Networks 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 |
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InCoax Networks 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 InCoax Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if InCoax Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in InCoax Networks stock over time.
Current vs Lagged Prices |
| Timeline |
InCoax Networks Lagged Returns
When evaluating InCoax Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of InCoax Networks stock have on its future price. InCoax Networks 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, InCoax Networks autocorrelation shows the relationship between InCoax Networks stock current value and its past values and can show if there is a momentum factor associated with investing in InCoax Networks AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in InCoax Stock
InCoax Networks financial ratios help investors to determine whether InCoax Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in InCoax with respect to the benefits of owning InCoax Networks security.