Vext Science Stock Market Value
| VEXTF Stock | USD 0.11 0.01 10.00% |
| Symbol | Vext |
Vext Science '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 Vext Science's otc 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 Vext Science.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Vext Science on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Vext Science or generate 0.0% return on investment in Vext Science over 30 days. Vext Science is related to or competes with Grown Rogue, AYR Strategies, and Verano Holdings. Vext Science, Inc., through its subsidiaries, operates as an integrated agricultural technology, services, and property ... More
Vext Science 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 Vext Science's otc 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 Vext Science upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 32.73 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
Vext Science Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vext Science's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vext Science's standard deviation. In reality, there are many statistical measures that can use Vext Science historical prices to predict the future Vext Science's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vext Science's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vext Science Backtested Returns
Vext Science owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0417, which indicates the firm had a -0.0417 % return per unit of risk over the last 3 months. Vext Science exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vext Science's Coefficient Of Variation of (2,877), variance of 33.13, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vext Science's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vext Science is expected to be smaller as well. At this point, Vext Science has a negative expected return of -0.24%. Please make sure to validate Vext Science's total risk alpha, as well as the relationship between the skewness and day median price , to decide if Vext Science performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.35 |
Poor reverse predictability
Vext Science has poor reverse predictability. Overlapping area represents the amount of predictability between Vext Science time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Vext Science price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Vext Science price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vext Science lagged returns against current returns
Autocorrelation, which is Vext Science otc 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 Vext Science's otc stock expected returns. We can calculate the autocorrelation of Vext Science returns to help us make a trade decision. For example, suppose you find that Vext Science has exhibited high autocorrelation historically, and you observe that the otc 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 |
Vext Science 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 Vext Science otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vext Science otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vext Science otc stock over time.
Current vs Lagged Prices |
| Timeline |
Vext Science Lagged Returns
When evaluating Vext Science's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vext Science otc stock have on its future price. Vext Science 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, Vext Science autocorrelation shows the relationship between Vext Science otc stock current value and its past values and can show if there is a momentum factor associated with investing in Vext Science.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vext OTC Stock
Vext Science financial ratios help investors to determine whether Vext OTC Stock 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 Vext with respect to the benefits of owning Vext Science security.