Pexa (Australia) Market Value
| PXA Stock | 12.95 0.36 2.86% |
| Symbol | Pexa |
Pexa '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 Pexa'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 Pexa.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Pexa on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Pexa Group or generate 0.0% return on investment in Pexa over 90 days. Pexa is related to or competes with Betr Entertainment, Autosports, Mount Gibson, Perseus Mining, Environmental, and Polymetals Resources. More
Pexa 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 Pexa'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 Pexa Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.0171 | |||
| Maximum Drawdown | 9.18 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 3.13 |
Pexa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pexa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pexa's standard deviation. In reality, there are many statistical measures that can use Pexa historical prices to predict the future Pexa's volatility.| Risk Adjusted Performance | 0.1328 | |||
| Jensen Alpha | 0.2336 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0187 | |||
| Treynor Ratio | 37.29 |
Pexa Group Backtested Returns
Pexa appears to be not too volatile, given 3 months investment horizon. Pexa Group maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pexa Group, which you can use to evaluate the volatility of the company. Please evaluate Pexa's Semi Deviation of 1.34, risk adjusted performance of 0.1328, and Coefficient Of Variation of 695.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pexa holds a performance score of 11. The company holds a Beta of 0.0063, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pexa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pexa is expected to be smaller as well. Please check Pexa's potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Pexa's historical price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Pexa Group has weak reverse predictability. Overlapping area represents the amount of predictability between Pexa time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Pexa Group price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Pexa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Pexa Group lagged returns against current returns
Autocorrelation, which is Pexa 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 Pexa's stock expected returns. We can calculate the autocorrelation of Pexa returns to help us make a trade decision. For example, suppose you find that Pexa 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 |
Pexa 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 Pexa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pexa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pexa stock over time.
Current vs Lagged Prices |
| Timeline |
Pexa Lagged Returns
When evaluating Pexa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pexa stock have on its future price. Pexa 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, Pexa autocorrelation shows the relationship between Pexa stock current value and its past values and can show if there is a momentum factor associated with investing in Pexa Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Pexa Stock Analysis
When running Pexa's price analysis, check to measure Pexa'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 Pexa is operating at the current time. Most of Pexa's value examination focuses on studying past and present price action to predict the probability of Pexa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pexa's price. Additionally, you may evaluate how the addition of Pexa to your portfolios can decrease your overall portfolio volatility.