VOXX INTL (Germany) Market Value
| VOX Stock | EUR 7.05 0.05 0.71% |
| Symbol | VOXX |
VOXX INTL '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 VOXX INTL'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 VOXX INTL.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in VOXX INTL on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding VOXX INTL A or generate 0.0% return on investment in VOXX INTL over 30 days. VOXX INTL is related to or competes with Dalata Hotel, Playa Hotels, Choice Hotels, Pebblebrook Hotel, and STEEL DYNAMICS. More
VOXX INTL 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 VOXX INTL'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 VOXX INTL A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.12 | |||
| Information Ratio | 0.0177 | |||
| Maximum Drawdown | 18.59 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 6.38 |
VOXX INTL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VOXX INTL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VOXX INTL's standard deviation. In reality, there are many statistical measures that can use VOXX INTL historical prices to predict the future VOXX INTL's volatility.| Risk Adjusted Performance | 0.0321 | |||
| Jensen Alpha | 0.0835 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0178 | |||
| Treynor Ratio | (1.57) |
VOXX INTL A Backtested Returns
Currently, VOXX INTL A is slightly risky. VOXX INTL A owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.023, which indicates the firm had a 0.023 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for VOXX INTL A, which you can use to evaluate the volatility of the company. Please validate VOXX INTL's Semi Deviation of 2.59, risk adjusted performance of 0.0321, and Coefficient Of Variation of 3408.2 to confirm if the risk estimate we provide is consistent with the expected return of 0.0711%. VOXX INTL has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.0524, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VOXX INTL are expected to decrease at a much lower rate. During the bear market, VOXX INTL is likely to outperform the market. VOXX INTL A presently has a risk of 3.1%. Please validate VOXX INTL skewness, and the relationship between the downside variance and rate of daily change , to decide if VOXX INTL will be following its existing price patterns.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
VOXX INTL A has almost perfect reverse predictability. Overlapping area represents the amount of predictability between VOXX INTL time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 VOXX INTL A price movement. The serial correlation of -0.75 indicates that around 75.0% of current VOXX INTL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VOXX INTL A lagged returns against current returns
Autocorrelation, which is VOXX INTL 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 VOXX INTL's stock expected returns. We can calculate the autocorrelation of VOXX INTL returns to help us make a trade decision. For example, suppose you find that VOXX INTL 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 |
VOXX INTL 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 VOXX INTL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VOXX INTL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VOXX INTL stock over time.
Current vs Lagged Prices |
| Timeline |
VOXX INTL Lagged Returns
When evaluating VOXX INTL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VOXX INTL stock have on its future price. VOXX INTL 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, VOXX INTL autocorrelation shows the relationship between VOXX INTL stock current value and its past values and can show if there is a momentum factor associated with investing in VOXX INTL A.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for VOXX Stock Analysis
When running VOXX INTL's price analysis, check to measure VOXX INTL'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 VOXX INTL is operating at the current time. Most of VOXX INTL's value examination focuses on studying past and present price action to predict the probability of VOXX INTL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VOXX INTL's price. Additionally, you may evaluate how the addition of VOXX INTL to your portfolios can decrease your overall portfolio volatility.