Voxtur Analytics Corp Stock Market Value
| VXTRF Stock | USD 0.05 0.01 9.01% |
| Symbol | Voxtur |
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' otc 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.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Voxtur Analytics on October 31, 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 30 days. Voxtur Analytics is related to or competes with Waldencast Acquisition, Alkami Technology, ADEIA P, Paycor HCM, Bentley Systems, Appfolio, and Workiva. 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' otc 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 | (0.20) | |||
| Maximum Drawdown | 33.71 | |||
| Value At Risk | (9.86) | |||
| Potential Upside | 6.89 |
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 | (0.13) | |||
| Jensen Alpha | (0.91) | |||
| Total Risk Alpha | (2.12) | |||
| Treynor Ratio | 0.7671 |
Voxtur Analytics Corp Backtested Returns
Voxtur Analytics Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the firm had a -0.21% 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' Variance of 37.84, risk adjusted performance of (0.13), and Coefficient Of Variation of (569.48) to confirm the risk estimate we provide. The entity has a beta of -1.42, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Voxtur Analytics are expected to decrease by larger amounts. On the other hand, during market turmoil, Voxtur Analytics is expected to outperform it. At this point, Voxtur Analytics Corp has a negative expected return of -1.05%. Please make sure to validate Voxtur Analytics' skewness, day median price, as well as the relationship between the Day Median Price and relative strength index , to decide if Voxtur Analytics Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Voxtur Analytics Corp has modest predictability. Overlapping area represents the amount of predictability between Voxtur Analytics time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 0.55 indicates that about 55.0% of current Voxtur Analytics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Voxtur Analytics Corp lagged returns against current returns
Autocorrelation, which is Voxtur Analytics otc 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' otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voxtur Analytics otc 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 otc 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 otc 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 otc 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Voxtur OTC Stock
Voxtur Analytics financial ratios help investors to determine whether Voxtur OTC 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 Voxtur with respect to the benefits of owning Voxtur Analytics security.