Proximus Nv Adr Stock Market Value
| BGAOY Stock | USD 1.49 0.10 7.19% |
| Symbol | Proximus |
Proximus '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 Proximus' 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 Proximus.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Proximus on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Proximus NV ADR or generate 0.0% return on investment in Proximus over 90 days. Proximus is related to or competes with Singapore Telecommunicatio, Telstra, MTN Group, Tele2 AB, Vodafone Group, KDDI Corp, and TPG Telecom. Proximus PLC provides digital services and communication solutions in Belgium and internationally More
Proximus 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 Proximus' 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 Proximus NV ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.57 | |||
| Information Ratio | 0.1536 | |||
| Maximum Drawdown | 16.62 | |||
| Value At Risk | (4.72) | |||
| Potential Upside | 8.51 |
Proximus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Proximus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Proximus' standard deviation. In reality, there are many statistical measures that can use Proximus historical prices to predict the future Proximus' volatility.| Risk Adjusted Performance | 0.119 | |||
| Jensen Alpha | 0.5147 | |||
| Total Risk Alpha | 0.9623 | |||
| Sortino Ratio | 0.1652 | |||
| Treynor Ratio | 1.56 |
Proximus NV ADR Backtested Returns
Proximus appears to be dangerous, given 3 months investment horizon. Proximus NV ADR maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19 % return per unit of risk over the last 3 months. By analyzing Proximus' technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please evaluate Proximus' Coefficient Of Variation of 782.44, semi deviation of 2.65, and Risk Adjusted Performance of 0.119 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Proximus holds a performance score of 14. The company holds a Beta of 0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Proximus' returns are expected to increase less than the market. However, during the bear market, the loss of holding Proximus is expected to be smaller as well. Please check Proximus' maximum drawdown, as well as the relationship between the skewness and price action indicator , to make a quick decision on whether Proximus' historical price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Proximus NV ADR has average predictability. Overlapping area represents the amount of predictability between Proximus time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Proximus NV ADR price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Proximus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Proximus NV ADR lagged returns against current returns
Autocorrelation, which is Proximus 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 Proximus' pink sheet expected returns. We can calculate the autocorrelation of Proximus returns to help us make a trade decision. For example, suppose you find that Proximus 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 |
Proximus 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 Proximus pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Proximus pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Proximus pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Proximus Lagged Returns
When evaluating Proximus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Proximus pink sheet have on its future price. Proximus 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, Proximus autocorrelation shows the relationship between Proximus pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Proximus NV ADR.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Proximus Pink Sheet Analysis
When running Proximus' price analysis, check to measure Proximus' 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 Proximus is operating at the current time. Most of Proximus' value examination focuses on studying past and present price action to predict the probability of Proximus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Proximus' price. Additionally, you may evaluate how the addition of Proximus to your portfolios can decrease your overall portfolio volatility.