Vaxil Bio Stock Market Value
| VXL Stock | CAD 0.20 0.00 0.00% |
| Symbol | Vaxil |
Vaxil Bio Price To Book Ratio
Vaxil Bio '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 Vaxil Bio'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 Vaxil Bio.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Vaxil Bio on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Vaxil Bio or generate 0.0% return on investment in Vaxil Bio over 90 days. Vaxil Bio is related to or competes with Senvest Capital, Fairfax Financial, Bank of Montreal, Bank of Montreal, Royal Bank, Royal Bank, and National Bank. Vaxil Bio Ltd., an immunotherapy biotech company, engages in the research and development of immunotherapies for cancer ... More
Vaxil Bio 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 Vaxil Bio'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 Vaxil Bio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 30.12 | |||
| Information Ratio | 0.1216 | |||
| Maximum Drawdown | 4958.0 | |||
| Value At Risk | (13.33) | |||
| Potential Upside | 11.11 |
Vaxil Bio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaxil Bio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaxil Bio's standard deviation. In reality, there are many statistical measures that can use Vaxil Bio historical prices to predict the future Vaxil Bio's volatility.| Risk Adjusted Performance | 0.1237 | |||
| Jensen Alpha | 77.82 | |||
| Total Risk Alpha | (11.01) | |||
| Sortino Ratio | 2.43 | |||
| Treynor Ratio | (2.21) |
Vaxil Bio Backtested Returns
Vaxil Bio is out of control given 3 months investment horizon. Vaxil Bio owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate twenty-five different technical indicators, which can help you to evaluate if expected returns of 14.84% are justified by taking the suggested risk. Use Vaxil Bio Risk Adjusted Performance of 0.1237, coefficient of variation of 821.04, and Semi Deviation of 4.21 to evaluate company specific risk that cannot be diversified away. Vaxil Bio holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of -33.23, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Vaxil Bio are expected to decrease by larger amounts. On the other hand, during market turmoil, Vaxil Bio is expected to outperform it. Use Vaxil Bio maximum drawdown, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to analyze future returns on Vaxil Bio.
Auto-correlation | -0.46 |
Modest reverse predictability
Vaxil Bio has modest reverse predictability. Overlapping area represents the amount of predictability between Vaxil Bio 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 Vaxil Bio price movement. The serial correlation of -0.46 indicates that about 46.0% of current Vaxil Bio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vaxil Bio lagged returns against current returns
Autocorrelation, which is Vaxil Bio 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 Vaxil Bio's stock expected returns. We can calculate the autocorrelation of Vaxil Bio returns to help us make a trade decision. For example, suppose you find that Vaxil Bio 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 |
Vaxil Bio 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 Vaxil Bio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaxil Bio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaxil Bio stock over time.
Current vs Lagged Prices |
| Timeline |
Vaxil Bio Lagged Returns
When evaluating Vaxil Bio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaxil Bio stock have on its future price. Vaxil Bio 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, Vaxil Bio autocorrelation shows the relationship between Vaxil Bio stock current value and its past values and can show if there is a momentum factor associated with investing in Vaxil Bio.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vaxil Stock Analysis
When running Vaxil Bio's price analysis, check to measure Vaxil Bio'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 Vaxil Bio is operating at the current time. Most of Vaxil Bio's value examination focuses on studying past and present price action to predict the probability of Vaxil Bio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vaxil Bio's price. Additionally, you may evaluate how the addition of Vaxil Bio to your portfolios can decrease your overall portfolio volatility.