Volex Plc Stock Market Value
| VLXGF Stock | USD 5.82 0.30 5.43% |
| Symbol | Volex |
Volex Plc '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 Volex Plc'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 Volex Plc.
| 01/22/2025 |
| 01/17/2026 |
If you would invest 0.00 in Volex Plc on January 22, 2025 and sell it all today you would earn a total of 0.00 from holding Volex plc or generate 0.0% return on investment in Volex Plc over 360 days. Volex Plc is related to or competes with Hosiden, Renew Holdings, Ceres Power, Ceres Power, Mersen, Mullen, and Dongjiang Environmental. Volex plc manufactures and supplies power products and cable assemblies in North America, Europe, and Asia More
Volex Plc 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 Volex Plc'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 Volex plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1342 | |||
| Maximum Drawdown | 10.97 | |||
| Potential Upside | 5.43 |
Volex Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volex Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volex Plc's standard deviation. In reality, there are many statistical measures that can use Volex Plc historical prices to predict the future Volex Plc's volatility.| Risk Adjusted Performance | 0.143 | |||
| Jensen Alpha | 0.2923 | |||
| Total Risk Alpha | 0.0964 | |||
| Treynor Ratio | 3.33 |
Volex plc Backtested Returns
Volex Plc appears to be not too volatile, given 3 months investment horizon. Volex plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Volex plc, which you can use to evaluate the volatility of the company. Please review Volex Plc's Risk Adjusted Performance of 0.143, coefficient of variation of 504.13, and Variance of 2.45 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Volex Plc holds a performance score of 16. The entity has a beta of 0.0902, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Volex Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Volex Plc is expected to be smaller as well. Please check Volex Plc's information ratio, skewness, as well as the relationship between the Skewness and day median price , to make a quick decision on whether Volex Plc's existing price patterns will revert.
Auto-correlation | 0.70 |
Good predictability
Volex plc has good predictability. Overlapping area represents the amount of predictability between Volex Plc time series from 22nd of January 2025 to 21st of July 2025 and 21st of July 2025 to 17th 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 Volex plc price movement. The serial correlation of 0.7 indicates that around 70.0% of current Volex Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Volex plc lagged returns against current returns
Autocorrelation, which is Volex Plc 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 Volex Plc's pink sheet expected returns. We can calculate the autocorrelation of Volex Plc returns to help us make a trade decision. For example, suppose you find that Volex Plc 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 |
Volex Plc 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 Volex Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volex Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volex Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Volex Plc Lagged Returns
When evaluating Volex Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volex Plc pink sheet have on its future price. Volex Plc 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, Volex Plc autocorrelation shows the relationship between Volex Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Volex plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Volex Pink Sheet
Volex Plc financial ratios help investors to determine whether Volex 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 Volex with respect to the benefits of owning Volex Plc security.