Maxim Power Corp Stock Market Value
| MXGFF Stock | USD 3.38 0.14 3.98% |
| Symbol | Maxim |
Maxim Power '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 Maxim Power's 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 Maxim Power.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Maxim Power on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Maxim Power Corp or generate 0.0% return on investment in Maxim Power over 90 days. Maxim Power is related to or competes with Bonterra Energy, Melcor Developments, and Itafos. Maxim Power Corp., an independent power producer, engages in the development, ownership, and operation of power generati... More
Maxim Power 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 Maxim Power's 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 Maxim Power Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.73 | |||
| Information Ratio | 0.0347 | |||
| Maximum Drawdown | 25.08 | |||
| Value At Risk | (5.07) | |||
| Potential Upside | 4.33 |
Maxim Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maxim Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maxim Power's standard deviation. In reality, there are many statistical measures that can use Maxim Power historical prices to predict the future Maxim Power's volatility.| Risk Adjusted Performance | 0.0121 | |||
| Jensen Alpha | 0.0465 | |||
| Total Risk Alpha | 0.4313 | |||
| Sortino Ratio | 0.0314 | |||
| Treynor Ratio | 0.0236 |
Maxim Power Corp Backtested Returns
Maxim Power Corp has Sharpe Ratio of -0.0109, which conveys that the firm had a -0.0109 % return per unit of risk over the last 3 months. Maxim Power exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Maxim Power's Downside Deviation of 3.73, mean deviation of 1.53, and Risk Adjusted Performance of 0.0121 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Maxim Power's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maxim Power is expected to be smaller as well. At this point, Maxim Power Corp has a negative expected return of -0.0381%. Please make sure to verify Maxim Power's potential upside, daily balance of power, relative strength index, as well as the relationship between the expected short fall and day typical price , to decide if Maxim Power Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Maxim Power Corp has good reverse predictability. Overlapping area represents the amount of predictability between Maxim Power 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 Maxim Power Corp price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Maxim Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Maxim Power Corp lagged returns against current returns
Autocorrelation, which is Maxim Power 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 Maxim Power's pink sheet expected returns. We can calculate the autocorrelation of Maxim Power returns to help us make a trade decision. For example, suppose you find that Maxim Power 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 |
Maxim Power 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 Maxim Power pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maxim Power pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maxim Power pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Maxim Power Lagged Returns
When evaluating Maxim Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maxim Power pink sheet have on its future price. Maxim Power 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, Maxim Power autocorrelation shows the relationship between Maxim Power pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Maxim Power Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Maxim Pink Sheet
Maxim Power financial ratios help investors to determine whether Maxim Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Maxim with respect to the benefits of owning Maxim Power security.