Nextdc Limited Stock Market Value
| NXDCF Stock | USD 8.12 0.88 9.78% |
| Symbol | NEXTDC |
NEXTDC '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 NEXTDC's 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 NEXTDC.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in NEXTDC on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding NEXTDC Limited or generate 0.0% return on investment in NEXTDC over 30 days. NEXTDC is related to or competes with LEG Immobilien, Hang Lung, Swiss Prime, Wharf Real, CapitaLand Investment, Scout24 AG, and Wharf (Holdings). NEXTDC Limited, a technology company, provides data center outsourcing solutions, connectivity services, and infrastruct... More
NEXTDC 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 NEXTDC's 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 NEXTDC Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 26.46 |
NEXTDC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NEXTDC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NEXTDC's standard deviation. In reality, there are many statistical measures that can use NEXTDC historical prices to predict the future NEXTDC's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.79) | |||
| Treynor Ratio | 0.5592 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NEXTDC's 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.
NEXTDC Limited Backtested Returns
NEXTDC Limited has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15 % return per unit of standard deviation over the last 3 months. NEXTDC exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NEXTDC's Risk Adjusted Performance of (0.09), market risk adjusted performance of 0.5692, and Mean Deviation of 0.9667 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.81, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NEXTDC are expected to decrease at a much lower rate. During the bear market, NEXTDC is likely to outperform the market. At this point, NEXTDC Limited has a negative expected return of -0.46%. Please make sure to verify NEXTDC's treynor ratio, day typical price, and the relationship between the information ratio and daily balance of power , to decide if NEXTDC Limited performance from the past will be repeated at future time.
Auto-correlation | 0.36 |
Below average predictability
NEXTDC Limited has below average predictability. Overlapping area represents the amount of predictability between NEXTDC time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 NEXTDC Limited price movement. The serial correlation of 0.36 indicates that just about 36.0% of current NEXTDC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
NEXTDC Limited lagged returns against current returns
Autocorrelation, which is NEXTDC 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 NEXTDC's pink sheet expected returns. We can calculate the autocorrelation of NEXTDC returns to help us make a trade decision. For example, suppose you find that NEXTDC 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 |
NEXTDC 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 NEXTDC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NEXTDC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NEXTDC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
NEXTDC Lagged Returns
When evaluating NEXTDC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NEXTDC pink sheet have on its future price. NEXTDC 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, NEXTDC autocorrelation shows the relationship between NEXTDC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NEXTDC Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in NEXTDC Pink Sheet
NEXTDC financial ratios help investors to determine whether NEXTDC Pink Sheet 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 NEXTDC with respect to the benefits of owning NEXTDC security.