Saxon Capital Group Stock Market Value
| SCGX Stock | USD 8.00 3.96 98.02% |
| Symbol | Saxon |
Saxon Capital '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 Saxon Capital'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 Saxon Capital.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Saxon Capital on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Saxon Capital Group or generate 0.0% return on investment in Saxon Capital over 180 days. Saxon Capital is related to or competes with FS Bancorp, Theglobe, United Bancorporation, Plains Acquisition, Prime Meridian, and Citizens Bancorp. Saxon Capital Group, Inc. develops, owns, and operates prospects and energy projects in East and Southwest Texas More
Saxon Capital 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 Saxon Capital'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 Saxon Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.067 | |||
| Maximum Drawdown | 98.02 | |||
| Potential Upside | 11.76 |
Saxon Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saxon Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saxon Capital's standard deviation. In reality, there are many statistical measures that can use Saxon Capital historical prices to predict the future Saxon Capital's volatility.| Risk Adjusted Performance | 0.0603 | |||
| Jensen Alpha | 1.07 | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | 1.54 |
Saxon Capital Group Backtested Returns
Saxon Capital is dangerous given 3 months investment horizon. Saxon Capital Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty different technical indicators, which can help you to evaluate if expected returns of 1.75% are justified by taking the suggested risk. Use Saxon Capital Group Risk Adjusted Performance of 0.0603, coefficient of variation of 1387.51, and Variance of 245.82 to evaluate company specific risk that cannot be diversified away. Saxon Capital holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of 0.73, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saxon Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saxon Capital is expected to be smaller as well. Use Saxon Capital Group risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and daily balance of power , to analyze future returns on Saxon Capital Group.
Auto-correlation | -0.01 |
Very weak reverse predictability
Saxon Capital Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Saxon Capital time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Saxon Capital Group price movement. The serial correlation of -0.01 indicates that just 1.0% of current Saxon Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 1.09 |
Saxon Capital Group lagged returns against current returns
Autocorrelation, which is Saxon Capital 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 Saxon Capital's pink sheet expected returns. We can calculate the autocorrelation of Saxon Capital returns to help us make a trade decision. For example, suppose you find that Saxon Capital 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 |
Saxon Capital 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 Saxon Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saxon Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saxon Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Saxon Capital Lagged Returns
When evaluating Saxon Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saxon Capital pink sheet have on its future price. Saxon Capital 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, Saxon Capital autocorrelation shows the relationship between Saxon Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Saxon Capital Group.
Regressed Prices |
| Timeline |
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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 Saxon Pink Sheet Analysis
When running Saxon Capital's price analysis, check to measure Saxon Capital'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 Saxon Capital is operating at the current time. Most of Saxon Capital's value examination focuses on studying past and present price action to predict the probability of Saxon Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saxon Capital's price. Additionally, you may evaluate how the addition of Saxon Capital to your portfolios can decrease your overall portfolio volatility.