Loxley Public (Germany) Market Value
| NVAI Stock | EUR 0.03 0.0005 1.61% |
| Symbol | Loxley |
Loxley Public '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 Loxley Public'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 Loxley Public.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Loxley Public on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Loxley Public or generate 0.0% return on investment in Loxley Public over 30 days. Loxley Public is related to or competes with Rexel SA, Avnet, NKT A/S, Solar AS, Zumtobel Group, Cogobuy, and Tanaka CoLtd. Loxley Public Company Limited engages in the trading and turnkey contract sales of telecommunication equipment and other... More
Loxley Public 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 Loxley Public'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 Loxley Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 1.64 |
Loxley Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loxley Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loxley Public's standard deviation. In reality, there are many statistical measures that can use Loxley Public historical prices to predict the future Loxley Public's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | 1.13 |
Loxley Public Backtested Returns
Loxley Public has Sharpe Ratio of -0.18, which conveys that the firm had a -0.18 % return per unit of risk over the last 3 months. Loxley Public exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Loxley Public's Risk Adjusted Performance of (0.14), mean deviation of 1.31, and Standard Deviation of 1.79 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Loxley Public are expected to decrease at a much lower rate. During the bear market, Loxley Public is likely to outperform the market. At this point, Loxley Public has a negative expected return of -0.3%. Please make sure to verify Loxley Public's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if Loxley Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Loxley Public has weak reverse predictability. Overlapping area represents the amount of predictability between Loxley Public time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 Loxley Public price movement. The serial correlation of -0.21 indicates that over 21.0% of current Loxley Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Loxley Public lagged returns against current returns
Autocorrelation, which is Loxley Public 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 Loxley Public's stock expected returns. We can calculate the autocorrelation of Loxley Public returns to help us make a trade decision. For example, suppose you find that Loxley Public 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 |
Loxley Public 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 Loxley Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loxley Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loxley Public stock over time.
Current vs Lagged Prices |
| Timeline |
Loxley Public Lagged Returns
When evaluating Loxley Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loxley Public stock have on its future price. Loxley Public 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, Loxley Public autocorrelation shows the relationship between Loxley Public stock current value and its past values and can show if there is a momentum factor associated with investing in Loxley Public.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Loxley Stock
Loxley Public financial ratios help investors to determine whether Loxley 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 Loxley with respect to the benefits of owning Loxley Public security.