Stox Etf Market Value
| STOX Etf | 25.76 0.01 0.04% |
| Symbol | STOX |
The market value of STOX is measured differently than its book value, which is the value of STOX that is recorded on the company's balance sheet. Investors also form their own opinion of STOX's value that differs from its market value or its book value, called intrinsic value, which is STOX's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because STOX's market value can be influenced by many factors that don't directly affect STOX's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between STOX's value and its price as these two are different measures arrived at by different means. Investors typically determine if STOX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STOX's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
STOX '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 STOX'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 STOX.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in STOX on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding STOX or generate 0.0% return on investment in STOX over 90 days. STOX is related to or competes with Vanguard Total, SPDR SP, IShares Core, Vanguard Total, Vanguard Value, Vanguard Growth, and Vanguard Mid. STOX is entity of United States. It is traded as Etf on BATS exchange. More
STOX 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 STOX'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 STOX upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6226 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.28 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.07 |
STOX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STOX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STOX's standard deviation. In reality, there are many statistical measures that can use STOX historical prices to predict the future STOX's volatility.| Risk Adjusted Performance | 0.2084 | |||
| Jensen Alpha | 0.1178 | |||
| Total Risk Alpha | 0.0423 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 2.59 |
STOX Backtested Returns
At this stage we consider STOX Etf to be very steady. STOX owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the etf had a 0.22 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for STOX, which you can use to evaluate the volatility of the etf. Please validate STOX's risk adjusted performance of 0.2084, and Coefficient Of Variation of 435.7 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The entity has a beta of 0.0479, which indicates not very significant fluctuations relative to the market. As returns on the market increase, STOX's returns are expected to increase less than the market. However, during the bear market, the loss of holding STOX is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
STOX has no correlation between past and present. Overlapping area represents the amount of predictability between STOX time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 STOX price movement. The serial correlation of 0.0 indicates that just 0.0% of current STOX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
STOX lagged returns against current returns
Autocorrelation, which is STOX 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 STOX's etf expected returns. We can calculate the autocorrelation of STOX returns to help us make a trade decision. For example, suppose you find that STOX 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 |
STOX 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 STOX etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STOX etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STOX etf over time.
Current vs Lagged Prices |
| Timeline |
STOX Lagged Returns
When evaluating STOX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STOX etf have on its future price. STOX 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, STOX autocorrelation shows the relationship between STOX etf current value and its past values and can show if there is a momentum factor associated with investing in STOX.
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.Other Information on Investing in STOX Etf
STOX financial ratios help investors to determine whether STOX Etf 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 STOX with respect to the benefits of owning STOX security.