IXUP (Australia) Market Value
| IXU Stock | 0.01 0 11.11% |
| Symbol | IXUP |
IXUP '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 IXUP'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 IXUP.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in IXUP on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding IXUP or generate 0.0% return on investment in IXUP over 90 days. IXUP is related to or competes with REGAL ASIAN, BKI Investment, Gold Road, Argo Investments, and Platinum Asset. IXUP is entity of Australia. It is traded as Stock on AU exchange. More
IXUP 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 IXUP'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 IXUP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 40.0 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
IXUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IXUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IXUP's standard deviation. In reality, there are many statistical measures that can use IXUP historical prices to predict the future IXUP's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | 0.8936 | |||
| Treynor Ratio | 0.5761 |
IXUP Backtested Returns
Currently, IXUP is out of control. IXUP holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-one technical indicators for IXUP, which you can use to evaluate the volatility of the firm. Please check out IXUP's market risk adjusted performance of 0.5861, and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.03%. The company retains a Market Volatility (i.e., Beta) of -0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning IXUP are expected to decrease at a much lower rate. During the bear market, IXUP is likely to outperform the market. IXUP presently retains a risk of 9.13%. Please check out IXUP skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if IXUP will be following its current trending patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
IXUP has weak reverse predictability. Overlapping area represents the amount of predictability between IXUP time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 IXUP price movement. The serial correlation of -0.24 indicates that over 24.0% of current IXUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IXUP lagged returns against current returns
Autocorrelation, which is IXUP 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 IXUP's stock expected returns. We can calculate the autocorrelation of IXUP returns to help us make a trade decision. For example, suppose you find that IXUP 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 |
IXUP 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 IXUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IXUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IXUP stock over time.
Current vs Lagged Prices |
| Timeline |
IXUP Lagged Returns
When evaluating IXUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IXUP stock have on its future price. IXUP 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, IXUP autocorrelation shows the relationship between IXUP stock current value and its past values and can show if there is a momentum factor associated with investing in IXUP.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for IXUP Stock Analysis
When running IXUP's price analysis, check to measure IXUP's 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 IXUP is operating at the current time. Most of IXUP's value examination focuses on studying past and present price action to predict the probability of IXUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IXUP's price. Additionally, you may evaluate how the addition of IXUP to your portfolios can decrease your overall portfolio volatility.