Anexo Group (UK) Market Value
| ANX Stock | 67.00 1.80 2.62% |
| Symbol | Anexo |
Anexo Group '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 Anexo Group'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 Anexo Group.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Anexo Group on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Anexo Group Plc or generate 0.0% return on investment in Anexo Group over 90 days. Anexo Group is related to or competes with Erste Group, Regions Financial, Edinburgh Investment, FC Investment, Schroders Investment, Cincinnati Financial, and Sparebank. More
Anexo Group 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 Anexo Group'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 Anexo Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.0155 | |||
| Maximum Drawdown | 10.13 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 4.92 |
Anexo Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anexo Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anexo Group's standard deviation. In reality, there are many statistical measures that can use Anexo Group historical prices to predict the future Anexo Group's volatility.| Risk Adjusted Performance | 0.0804 | |||
| Jensen Alpha | 0.116 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0157 | |||
| Treynor Ratio | 0.4425 |
Anexo Group Plc Backtested Returns
At this point, Anexo Group is very steady. Anexo Group Plc secures Sharpe Ratio (or Efficiency) of 0.08, which signifies that the company had a 0.08 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Anexo Group Plc, which you can use to evaluate the volatility of the firm. Please confirm Anexo Group's mean deviation of 1.55, and Risk Adjusted Performance of 0.0804 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Anexo Group has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anexo Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anexo Group is expected to be smaller as well. Anexo Group Plc right now shows a risk of 2.18%. Please confirm Anexo Group Plc treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Anexo Group Plc will be following its price patterns.
Auto-correlation | 0.56 |
Modest predictability
Anexo Group Plc has modest predictability. Overlapping area represents the amount of predictability between Anexo Group time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Anexo Group Plc price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Anexo Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 5.67 |
Anexo Group Plc lagged returns against current returns
Autocorrelation, which is Anexo Group 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 Anexo Group's stock expected returns. We can calculate the autocorrelation of Anexo Group returns to help us make a trade decision. For example, suppose you find that Anexo Group 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 |
Anexo Group 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 Anexo Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anexo Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anexo Group stock over time.
Current vs Lagged Prices |
| Timeline |
Anexo Group Lagged Returns
When evaluating Anexo Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anexo Group stock have on its future price. Anexo Group 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, Anexo Group autocorrelation shows the relationship between Anexo Group stock current value and its past values and can show if there is a momentum factor associated with investing in Anexo Group Plc.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Anexo Stock
Anexo Group financial ratios help investors to determine whether Anexo 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 Anexo with respect to the benefits of owning Anexo Group security.