Foxby Corp Pink Sheet Volatility
| FXBY Pink Sheet | USD 22.43 0.38 1.72% |
Sharpe Ratio = -0.0181
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Foxby Corp's financial profile includes a Market Risk Adjusted Performance of 0.1%, a Risk of 1.73, and a Risk Adjusted Performance of -0.01%. Monthly moving average data shows the stock is underperforming relative to its full potential.
Key indicators related to Foxby Corp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Foxby Corp (3 Months):
Beta -0.38 | Alpha -0.04 | Risk 1.73 | Sharpe Ratio -0.02 | Expected Return -0.03 |
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| 0.4 | BK | The Bank of Sell-off Trend | PairCorr |
| 0.38 | QUIK | QuickLogic Buyout Trend | PairCorr |
| 0.32 | STT | State Street Corp | PairCorr |
Sensitivity To Market
Beta analysis for Foxby Corp evaluates how its price movements correlate with the broader market. With a beta of -0.38, Foxby Corp reflects measurable exposure to systematic risk. Observed total volatility stands near 1.73%. Asymmetric risk in Foxby Corp is visible through downside-focused metrics. Downside deviation reads 0.0% and semi-deviation reads 0.0%, isolating the loss-side component of total return variability. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Foxby Corp, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Foxby Corp Demand TrendCurrent 90-day Foxby Corp correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for Foxby Corp summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When Foxby Corp standard deviation rises relative to its historical range, it signals a regime change in price behavior.
Standard Deviation | 1.73 |
Standard deviation and downside deviation are complementary tools for assessing Foxby Corp's risk. Downside deviation or semi-deviation of Foxby Corp's returns isolates the loss-side component of total variability. For Foxby Corp, understanding the difference between standard deviation and downside deviation is analytically important. Foxby Corp's financial profile includes a Maximum Drawdown of 10.98.
Pink Sheet Volatility Analysis
In evaluating Foxby Corp as an investment, volatility is a primary indicator of risk. High volatility generally means the pink sheet price moves dramatically in a short period of time. Lower risk tolerance generally corresponds to preference for pink sheets exhibiting lower volatility.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Foxby Corp's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, Foxby Corp has a beta of -0.3773. This usually indicates that as returns on the benchmark increase, returns on Foxby Corp tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Foxby Corp tends to outperform the market.Risk for Foxby Corp can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the pink sheet market cannot be eliminated. Historical beta and volatility measures provide context. Foxby Corp's financial profile includes a Mean Deviation of 0.78 and a Standard Deviation of 1.70.
Predicted Return Distribution |
| Density |
What Drives Foxby Corp's Price Volatility?
Credit Performance and Loan Quality
Loan quality metrics, provision trends, and credit loss reserves shape Foxby Corp's earnings volatility and investor confidence.Interest Rate Environment
Rate cycle positioning determines Foxby Corp's net interest income trajectory, directly affecting profitability expectations for Foxby Corp.Capital Markets and Funding Conditions
Wholesale funding conditions, deposit competition, and capital adequacy ratios influence Foxby Corp's risk profile.Regulatory and Policy Developments
Regulatory actions, compliance requirements, and supervisory guidance create earnings uncertainty for Foxby Corp.Pink Sheet Risk Measures
Given a 90-day horizon, the coefficient of variation of Foxby Corp is -5528.9. The daily returns are distributed with a variance of 2.99 and standard deviation of 1.73. The mean deviation of Foxby Corp is currently at 0.81. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.0411 | |
β | Beta against Dow Jones | -0.3773 | |
σ | Overall volatility | 1.73 | |
Ir | Information ratio | -0.0224 |
Pink Sheet Return Volatility
Daily return volatility for Foxby Corp measures how far pink sheet returns deviate from their average on a day-to-day basis. The company shows 1.7291% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9164% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Evaluating Foxby Corp Pink Sheet requires separating price momentum from underlying operating strength versus competitors. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ASXSF | 2.06 | 0.27 | 0.05 | -0.43 | 2.73 | 5.00 | 16.99 | |||
| ALPGF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SBMW | 0.86 | 0.09 | 0.02 | -0.53 | 1.71 | 2.79 | 23.35 | |||
| MAAL | 1.24 | 0.05 | 0.00 | -1.39 | 0.00 | 5.83 | 30.51 | |||
| EWGFF | 45.90 | 21.84 | 0.00 | 1.76 | 0.00 | 116.67 | 752.31 | |||
| WSSE | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PNXPF | 8.07 | 1.06 | 0.05 | 0.27 | 9.88 | 26.09 | 127.08 | |||
| MONTF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ASCN | 0.28 | 0.12 | 0.00 | -7.25 | 0.00 | 0.97 | 3.47 | |||
| TDCB | 2.21 | 0.57 | 0.13 | 0.40 | 2.19 | 7.71 | 24.46 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Foxby Corp identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. Foxby Corp has a market cap of 7.3 million, P/E of 71.6, ROE of -9.29%.
Foxby Corp metrics draw on periodic company reporting and market reference feeds, standardized for cross-period comparison. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Vlad Skutelnik, Macroaxis Contributor
Volatility Profile Summary
Recent data suggests that Foxby Corp is more volatile than Dow Jones Industrial by approximately 1.88x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 15% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Foxby Corp with characteristics aligned to broad market upside participation. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a large bullish trend. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Foxby Corp probability analysis.
Weak diversification
Foxby Corp currently posts a 0.42 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Looking at additional risk metrics for Foxby Corp frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | 0.1169 | |||
| Mean Deviation | 0.7843 | |||
| Coefficient Of Variation | -5,614 | |||
| Standard Deviation | 1.7 | |||
| Variance | 2.9 | |||
| Information Ratio | -0.02 |
Foxby Corp Suggested Diversification Pairs
Pair trading with Foxby Corp hedges company-specific exposure by balancing a long view with an offsetting position. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing Foxby Corp with another position. However, Foxby Corp's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Foxby Corp.