Nexi Spa Stock Market Value
| NEXXY Stock | USD 6.06 0.01 0.17% |
| Symbol | Nexi |
Nexi SpA '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 Nexi SpA'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 Nexi SpA.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Nexi SpA on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Nexi SpA or generate 0.0% return on investment in Nexi SpA over 90 days. Nexi SpA is related to or competes with Adyen NV, Topicus, Katapult Holdings, Nextnav Acquisition, OneSpan, PagSeguro Digital, and Dlocal. Nexi S.p.A. provides electronic money and payment services to banks, financial and insurance institutions, merchants, bu... More
Nexi SpA 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 Nexi SpA'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 Nexi SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.45 | |||
| Information Ratio | 0.0246 | |||
| Maximum Drawdown | 18.3 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.72 |
Nexi SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nexi SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nexi SpA's standard deviation. In reality, there are many statistical measures that can use Nexi SpA historical prices to predict the future Nexi SpA's volatility.| Risk Adjusted Performance | 0.1054 | |||
| Jensen Alpha | 0.1813 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0148 | |||
| Treynor Ratio | 0.9675 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nexi SpA'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.
Nexi SpA Backtested Returns
Nexi SpA appears to be slightly risky, given 3 months investment horizon. Nexi SpA has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nexi SpA, which you can use to evaluate the volatility of the firm. Please exercise Nexi SpA's Risk Adjusted Performance of 0.1054, downside deviation of 3.45, and Mean Deviation of 0.9267 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nexi SpA holds a performance score of 9. The company secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nexi SpA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nexi SpA is expected to be smaller as well. Please check Nexi SpA'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 make a quick decision on whether Nexi SpA's current price movements will revert.
Auto-correlation | 0.72 |
Good predictability
Nexi SpA has good predictability. Overlapping area represents the amount of predictability between Nexi SpA time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Nexi SpA price movement. The serial correlation of 0.72 indicates that around 72.0% of current Nexi SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Nexi SpA lagged returns against current returns
Autocorrelation, which is Nexi SpA 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 Nexi SpA's pink sheet expected returns. We can calculate the autocorrelation of Nexi SpA returns to help us make a trade decision. For example, suppose you find that Nexi SpA 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 |
Nexi SpA 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 Nexi SpA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nexi SpA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nexi SpA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nexi SpA Lagged Returns
When evaluating Nexi SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nexi SpA pink sheet have on its future price. Nexi SpA 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, Nexi SpA autocorrelation shows the relationship between Nexi SpA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nexi SpA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Nexi Pink Sheet Analysis
When running Nexi SpA's price analysis, check to measure Nexi SpA'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 Nexi SpA is operating at the current time. Most of Nexi SpA's value examination focuses on studying past and present price action to predict the probability of Nexi SpA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nexi SpA's price. Additionally, you may evaluate how the addition of Nexi SpA to your portfolios can decrease your overall portfolio volatility.