Axil Brands, Stock Market Value
| AXIL Stock | 7.91 0.09 1.12% |
| Symbol | AXIL |
AXIL Brands, '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 AXIL Brands,'s otc 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 AXIL Brands,.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in AXIL Brands, on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding AXIL Brands, or generate 0.0% return on investment in AXIL Brands, over 90 days.
AXIL Brands, 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 AXIL Brands,'s otc 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 AXIL Brands, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.5 | |||
| Information Ratio | 0.0647 | |||
| Maximum Drawdown | 24.32 | |||
| Value At Risk | (6.79) | |||
| Potential Upside | 10.77 |
AXIL Brands, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AXIL Brands,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AXIL Brands,'s standard deviation. In reality, there are many statistical measures that can use AXIL Brands, historical prices to predict the future AXIL Brands,'s volatility.| Risk Adjusted Performance | 0.0905 | |||
| Jensen Alpha | 0.6435 | |||
| Total Risk Alpha | (0.78) | |||
| Sortino Ratio | 0.0946 | |||
| Treynor Ratio | (0.94) |
AXIL Brands, Backtested Returns
AXIL Brands, secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of return volatility over the last 3 months. By analyzing AXIL Brands,'s technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of AXIL Brands,'s Mean Deviation of 3.66, semi deviation of 3.33, and Risk Adjusted Performance of 0.0905 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AXIL Brands, holds a performance score of 8. The firm shows a Beta (market volatility) of -0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AXIL Brands, are expected to decrease at a much lower rate. During the bear market, AXIL Brands, is likely to outperform the market. Please check AXIL Brands,'s potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether AXIL Brands,'s price patterns will revert.
Auto-correlation | -0.67 |
Very good reverse predictability
AXIL Brands, has very good reverse predictability. Overlapping area represents the amount of predictability between AXIL Brands, time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 AXIL Brands, price movement. The serial correlation of -0.67 indicates that around 67.0% of current AXIL Brands, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
AXIL Brands, lagged returns against current returns
Autocorrelation, which is AXIL Brands, otc 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 AXIL Brands,'s otc stock expected returns. We can calculate the autocorrelation of AXIL Brands, returns to help us make a trade decision. For example, suppose you find that AXIL Brands, has exhibited high autocorrelation historically, and you observe that the otc 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 |
AXIL Brands, 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 AXIL Brands, otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AXIL Brands, otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AXIL Brands, otc stock over time.
Current vs Lagged Prices |
| Timeline |
AXIL Brands, Lagged Returns
When evaluating AXIL Brands,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AXIL Brands, otc stock have on its future price. AXIL Brands, 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, AXIL Brands, autocorrelation shows the relationship between AXIL Brands, otc stock current value and its past values and can show if there is a momentum factor associated with investing in AXIL Brands,.
Regressed Prices |
| Timeline |
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