Voxtur Analytics Corp Stock Market Value
| VXTR Stock | CAD 0.07 0.01 12.50% |
| Symbol | Voxtur |
Voxtur Analytics Corp Price To Book Ratio
Voxtur Analytics '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 Voxtur Analytics' 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 Voxtur Analytics.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Voxtur Analytics on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Voxtur Analytics Corp or generate 0.0% return on investment in Voxtur Analytics over 90 days. Voxtur Analytics is related to or competes with Oroco Resource, Calibre Mining, and Stryve Foods. Voxtur Analytics Corp. operates as a real estate technology company More
Voxtur Analytics 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 Voxtur Analytics' 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 Voxtur Analytics Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 25.0 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 10.0 |
Voxtur Analytics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voxtur Analytics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voxtur Analytics' standard deviation. In reality, there are many statistical measures that can use Voxtur Analytics historical prices to predict the future Voxtur Analytics' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (1.06) | |||
| Total Risk Alpha | (2.11) | |||
| Treynor Ratio | (45.60) |
Voxtur Analytics Corp Backtested Returns
Voxtur Analytics Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15% return per unit of risk over the last 3 months. Voxtur Analytics Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Voxtur Analytics' Coefficient Of Variation of (607.44), risk adjusted performance of (0.12), and Variance of 40.16 to confirm the risk estimate we provide. The entity has a beta of 0.0231, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Voxtur Analytics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Voxtur Analytics is expected to be smaller as well. At this point, Voxtur Analytics Corp has a negative expected return of -0.9%. Please make sure to validate Voxtur Analytics' daily balance of power, day median price, and the relationship between the accumulation distribution and rate of daily change , to decide if Voxtur Analytics Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Voxtur Analytics Corp has below average predictability. Overlapping area represents the amount of predictability between Voxtur Analytics time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Voxtur Analytics Corp price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Voxtur Analytics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Voxtur Analytics Corp lagged returns against current returns
Autocorrelation, which is Voxtur Analytics 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 Voxtur Analytics' stock expected returns. We can calculate the autocorrelation of Voxtur Analytics returns to help us make a trade decision. For example, suppose you find that Voxtur Analytics 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 |
Voxtur Analytics 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 Voxtur Analytics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voxtur Analytics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voxtur Analytics stock over time.
Current vs Lagged Prices |
| Timeline |
Voxtur Analytics Lagged Returns
When evaluating Voxtur Analytics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voxtur Analytics stock have on its future price. Voxtur Analytics 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, Voxtur Analytics autocorrelation shows the relationship between Voxtur Analytics stock current value and its past values and can show if there is a momentum factor associated with investing in Voxtur Analytics Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Voxtur Stock Analysis
When running Voxtur Analytics' price analysis, check to measure Voxtur Analytics' 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 Voxtur Analytics is operating at the current time. Most of Voxtur Analytics' value examination focuses on studying past and present price action to predict the probability of Voxtur Analytics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Voxtur Analytics' price. Additionally, you may evaluate how the addition of Voxtur Analytics to your portfolios can decrease your overall portfolio volatility.