Exchange Income Stock Market Value
| EIFZF Stock | USD 47.74 0.45 0.93% |
| Symbol | Exchange |
Exchange Income '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 Exchange Income'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 Exchange Income.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Exchange Income on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Exchange Income or generate 0.0% return on investment in Exchange Income over 90 days. Exchange Income is related to or competes with Air Canada, Dream Industrial, Superior Plus, Dream Office, and Choice Properties. Exchange Income Corporation engages in aerospace and aviation services and equipment, and manufacturing businesses world... More
Exchange Income 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 Exchange Income'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 Exchange Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1631 | |||
| Maximum Drawdown | 12.11 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 5.94 |
Exchange Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exchange Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exchange Income's standard deviation. In reality, there are many statistical measures that can use Exchange Income historical prices to predict the future Exchange Income's volatility.| Risk Adjusted Performance | 0.2283 | |||
| Jensen Alpha | 0.5676 | |||
| Total Risk Alpha | 0.1182 | |||
| Sortino Ratio | 0.2289 | |||
| Treynor Ratio | (1.70) |
Exchange Income Backtested Returns
Exchange Income appears to be very steady, given 3 months investment horizon. Exchange Income secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the company had a 0.25 % return per unit of standard deviation over the last 3 months. By reviewing Exchange Income's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please utilize Exchange Income's Mean Deviation of 1.18, coefficient of variation of 405.46, and Downside Deviation of 1.52 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Exchange Income holds a performance score of 19. The firm shows a Beta (market volatility) of -0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Exchange Income are expected to decrease at a much lower rate. During the bear market, Exchange Income is likely to outperform the market. Please check Exchange Income's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Exchange Income's price patterns will revert.
Auto-correlation | 0.86 |
Very good predictability
Exchange Income has very good predictability. Overlapping area represents the amount of predictability between Exchange Income 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 Exchange Income price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Exchange Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 7.29 |
Exchange Income lagged returns against current returns
Autocorrelation, which is Exchange Income 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 Exchange Income's pink sheet expected returns. We can calculate the autocorrelation of Exchange Income returns to help us make a trade decision. For example, suppose you find that Exchange Income 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 |
Exchange Income 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 Exchange Income pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exchange Income pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exchange Income pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Exchange Income Lagged Returns
When evaluating Exchange Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exchange Income pink sheet have on its future price. Exchange Income 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, Exchange Income autocorrelation shows the relationship between Exchange Income pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Exchange Income.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Exchange Pink Sheet
Exchange Income financial ratios help investors to determine whether Exchange Pink Sheet 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 Exchange with respect to the benefits of owning Exchange Income security.