Oxford Square Capital Stock Market Value
| OXSQG Stock | USD 23.17 0.10 0.43% |
| Symbol | Oxford |
Oxford Square Capital Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Oxford Square. If investors know Oxford will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Oxford Square listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Return On Equity 0.5057 |
The market value of Oxford Square Capital is measured differently than its book value, which is the value of Oxford that is recorded on the company's balance sheet. Investors also form their own opinion of Oxford Square's value that differs from its market value or its book value, called intrinsic value, which is Oxford Square'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 Oxford Square's market value can be influenced by many factors that don't directly affect Oxford Square'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 Oxford Square's value and its price as these two are different measures arrived at by different means. Investors typically determine if Oxford Square is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Oxford Square'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.
Oxford Square '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 Oxford Square'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 Oxford Square.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Oxford Square on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Oxford Square Capital or generate 0.0% return on investment in Oxford Square over 30 days. Oxford Square is related to or competes with Atlanticus Holdings, Great Elm, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and 70082LAB3. Oxford Square is entity of United States More
Oxford Square 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 Oxford Square'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 Oxford Square Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7124 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.6917 |
Oxford Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oxford Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oxford Square's standard deviation. In reality, there are many statistical measures that can use Oxford Square historical prices to predict the future Oxford Square's volatility.| Risk Adjusted Performance | 0.0648 | |||
| Jensen Alpha | 0.0293 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.3637 |
Oxford Square Capital Backtested Returns
At this point, Oxford Square is very steady. Oxford Square Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.0777, which implies the firm had a 0.0777% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Oxford Square Capital, which you can use to evaluate the volatility of the company. Please check Oxford Square's Risk Adjusted Performance of 0.0648, coefficient of variation of 1027.76, and Semi Deviation of 0.3229 to confirm if the risk estimate we provide is consistent with the expected return of 0.0364%. Oxford Square has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of 0.0958, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oxford Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oxford Square is expected to be smaller as well. Oxford Square Capital right now holds a risk of 0.47%. Please check Oxford Square Capital potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Oxford Square Capital will be following its historical price patterns.
Auto-correlation | 0.31 |
Below average predictability
Oxford Square Capital has below average predictability. Overlapping area represents the amount of predictability between Oxford Square time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Oxford Square Capital price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Oxford Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Oxford Square Capital lagged returns against current returns
Autocorrelation, which is Oxford Square 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 Oxford Square's stock expected returns. We can calculate the autocorrelation of Oxford Square returns to help us make a trade decision. For example, suppose you find that Oxford Square 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 |
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Oxford Square 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 Oxford Square stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oxford Square stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oxford Square stock over time.
Current vs Lagged Prices |
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Oxford Square Lagged Returns
When evaluating Oxford Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oxford Square stock have on its future price. Oxford Square 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, Oxford Square autocorrelation shows the relationship between Oxford Square stock current value and its past values and can show if there is a momentum factor associated with investing in Oxford Square Capital.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Oxford Square Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Oxford Square's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Oxford Square Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Oxford Square Capital Stock:Check out Oxford Square Correlation, Oxford Square Volatility and Oxford Square Alpha and Beta module to complement your research on Oxford Square. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Oxford Square technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.