Axon Partners' market value is the price at which a share of Axon Partners trades on a public exchange. It measures the collective expectations of Axon Partners Group investors about its performance. Axon Partners is trading at 16.00 as of the 1st of March 2025, a 3.03% down since the beginning of the trading day. The stock's open price was 16.5. With this module, you can estimate the performance of a buy and hold strategy of Axon Partners Group and determine expected loss or profit from investing in Axon Partners over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Axon
Axon Partners '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 Axon Partners' 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 Axon Partners.
0.00
01/30/2025
No Change 0.00
0.0
In 31 days
03/01/2025
0.00
If you would invest 0.00 in Axon Partners on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Axon Partners Group or generate 0.0% return on investment in Axon Partners over 30 days.
Axon Partners 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 Axon Partners' 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 Axon Partners Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Axon Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Axon Partners' standard deviation. In reality, there are many statistical measures that can use Axon Partners historical prices to predict the future Axon Partners' volatility.
At this point, Axon Partners is not too volatile. Axon Partners Group secures Sharpe Ratio (or Efficiency) of 0.0624, which signifies that the company had a 0.0624 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Axon Partners Group, which you can use to evaluate the volatility of the firm. Please confirm Axon Partners' Downside Deviation of 2.64, mean deviation of 1.04, and Risk Adjusted Performance of 0.0908 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Axon Partners has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Axon Partners are expected to decrease at a much lower rate. During the bear market, Axon Partners is likely to outperform the market. Axon Partners Group right now shows a risk of 1.73%. Please confirm Axon Partners Group maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Axon Partners Group will be following its price patterns.
Auto-correlation
0.69
Good predictability
Axon Partners Group has good predictability. Overlapping area represents the amount of predictability between Axon Partners time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 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 Axon Partners Group price movement. The serial correlation of 0.69 indicates that around 69.0% of current Axon Partners price fluctuation can be explain by its past prices.
Correlation Coefficient
0.69
Spearman Rank Test
-0.15
Residual Average
0.0
Price Variance
0.44
Axon Partners Group lagged returns against current returns
Autocorrelation, which is Axon Partners 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 Axon Partners' stock expected returns. We can calculate the autocorrelation of Axon Partners returns to help us make a trade decision. For example, suppose you find that Axon Partners 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
Axon Partners 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 Axon Partners stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Axon Partners stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Axon Partners stock over time.
Current vs Lagged Prices
Timeline
Axon Partners Lagged Returns
When evaluating Axon Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Axon Partners stock have on its future price. Axon Partners 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, Axon Partners autocorrelation shows the relationship between Axon Partners stock current value and its past values and can show if there is a momentum factor associated with investing in Axon Partners Group.
Regressed Prices
Timeline
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