Boxer Retail's market value is the price at which a share of Boxer Retail trades on a public exchange. It measures the collective expectations of Boxer Retail investors about its performance. Boxer Retail is trading at 6485.00 as of the 17th of December 2024, a 0.82 percent increase since the beginning of the trading day. The stock's lowest day price was 6450.0. With this module, you can estimate the performance of a buy and hold strategy of Boxer Retail and determine expected loss or profit from investing in Boxer Retail 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 inflation.
Symbol
Boxer
Boxer Retail '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 Boxer Retail's 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 Boxer Retail.
0.00
11/17/2024
No Change 0.00
0.0
In 31 days
12/17/2024
0.00
If you would invest 0.00 in Boxer Retail on November 17, 2024 and sell it all today you would earn a total of 0.00 from holding Boxer Retail or generate 0.0% return on investment in Boxer Retail over 30 days.
Boxer Retail 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 Boxer Retail's 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 Boxer Retail 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 Boxer Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boxer Retail's standard deviation. In reality, there are many statistical measures that can use Boxer Retail historical prices to predict the future Boxer Retail's volatility.
Boxer Retail is very steady given 3 months investment horizon. Boxer Retail secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-three different technical indicators, which can help you to evaluate if expected returns of 1.33% are justified by taking the suggested risk. Use Boxer Retail Risk Adjusted Performance of 0.2115, standard deviation of 5.07, and Mean Deviation of 2.98 to evaluate company specific risk that cannot be diversified away. Boxer Retail holds a performance score of 21 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boxer Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boxer Retail is expected to be smaller as well. Use Boxer Retail daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to analyze future returns on Boxer Retail.
Auto-correlation
-0.07
Very weak reverse predictability
Boxer Retail has very weak reverse predictability. Overlapping area represents the amount of predictability between Boxer Retail time series from 17th of November 2024 to 2nd of December 2024 and 2nd of December 2024 to 17th 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 Boxer Retail price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Boxer Retail price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.07
Spearman Rank Test
-0.3
Residual Average
0.0
Price Variance
7412.24
Boxer Retail lagged returns against current returns
Autocorrelation, which is Boxer Retail 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 Boxer Retail's stock expected returns. We can calculate the autocorrelation of Boxer Retail returns to help us make a trade decision. For example, suppose you find that Boxer Retail 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
Boxer Retail 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 Boxer Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boxer Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boxer Retail stock over time.
Current vs Lagged Prices
Timeline
Boxer Retail Lagged Returns
When evaluating Boxer Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boxer Retail stock have on its future price. Boxer Retail 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, Boxer Retail autocorrelation shows the relationship between Boxer Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Boxer Retail.
Regressed Prices
Timeline
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