AXA IM's market value is the price at which a share of AXA IM trades on a public exchange. It measures the collective expectations of AXA IM Nasdaq investors about its performance. AXA IM is trading at 20.01 as of the 21st of July 2025, a 0.05 percent increase since the beginning of the trading day. The etf's lowest day price was 19.99. With this module, you can estimate the performance of a buy and hold strategy of AXA IM Nasdaq and determine expected loss or profit from investing in AXA IM 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 etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
AXA
AXA IM '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 AXA IM's etf 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 AXA IM.
0.00
04/22/2025
No Change 0.00
0.0
In 3 months and 1 day
07/21/2025
0.00
If you would invest 0.00 in AXA IM on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding AXA IM Nasdaq or generate 0.0% return on investment in AXA IM over 90 days.
AXA IM 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 AXA IM's etf 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 AXA IM Nasdaq 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 AXA IM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AXA IM's standard deviation. In reality, there are many statistical measures that can use AXA IM historical prices to predict the future AXA IM's volatility.
AXA IM appears to be very steady, given 3 months investment horizon. AXA IM Nasdaq retains Efficiency (Sharpe Ratio) of 0.36, which signifies that the etf had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AXA IM, which you can use to evaluate the volatility of the entity. Please makes use of AXA IM's coefficient of variation of 348.94, and Market Risk Adjusted Performance of 2.68 to double-check if our risk estimates are consistent with your expectations. The etf owns a Beta (Systematic Risk) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AXA IM's returns are expected to increase less than the market. However, during the bear market, the loss of holding AXA IM is expected to be smaller as well.
Auto-correlation
0.89
Very good predictability
AXA IM Nasdaq has very good predictability. Overlapping area represents the amount of predictability between AXA IM time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 AXA IM Nasdaq price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current AXA IM price fluctuation can be explain by its past prices.
Correlation Coefficient
0.89
Spearman Rank Test
0.83
Residual Average
0.0
Price Variance
0.18
AXA IM Nasdaq lagged returns against current returns
Autocorrelation, which is AXA IM etf'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 AXA IM's etf expected returns. We can calculate the autocorrelation of AXA IM returns to help us make a trade decision. For example, suppose you find that AXA IM has exhibited high autocorrelation historically, and you observe that the etf 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
AXA IM 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 AXA IM etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AXA IM etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AXA IM etf over time.
Current vs Lagged Prices
Timeline
AXA IM Lagged Returns
When evaluating AXA IM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AXA IM etf have on its future price. AXA IM 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, AXA IM autocorrelation shows the relationship between AXA IM etf current value and its past values and can show if there is a momentum factor associated with investing in AXA IM Nasdaq.
Regressed Prices
Timeline
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