Xylem (UK) Market Value
| 0M29 Stock | 129.10 0.45 0.35% |
| Symbol | Xylem |
Xylem '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 Xylem'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 Xylem.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Xylem on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Xylem Inc or generate 0.0% return on investment in Xylem over 30 days. Xylem is related to or competes with AMG Advanced, CleanTech Lithium, Clean Power, AfriTin Mining, Gaztransport, and First. Xylem is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Xylem 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 Xylem'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 Xylem Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.0276 | |||
| Maximum Drawdown | 7.07 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.81 |
Xylem Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xylem's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xylem's standard deviation. In reality, there are many statistical measures that can use Xylem historical prices to predict the future Xylem's volatility.| Risk Adjusted Performance | 0.0265 | |||
| Jensen Alpha | 0.0305 | |||
| Total Risk Alpha | 0.0389 | |||
| Sortino Ratio | 0.0276 | |||
| Treynor Ratio | 0.0691 |
Xylem Inc Backtested Returns
Currently, Xylem Inc is very steady. Xylem Inc shows Sharpe Ratio of 0.0336, which attests that the company had a 0.0336 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Xylem Inc, which you can use to evaluate the volatility of the company. Please check out Xylem's Downside Deviation of 1.25, market risk adjusted performance of 0.0791, and Mean Deviation of 0.7575 to validate if the risk estimate we provide is consistent with the expected return of 0.0424%. Xylem has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xylem's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xylem is expected to be smaller as well. Xylem Inc right now maintains a risk of 1.26%. Please check out Xylem Inc semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Xylem Inc will be following its historical returns.
Auto-correlation | -0.84 |
Excellent reverse predictability
Xylem Inc has excellent reverse predictability. Overlapping area represents the amount of predictability between Xylem time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Xylem Inc price movement. The serial correlation of -0.84 indicates that around 84.0% of current Xylem price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Xylem Inc lagged returns against current returns
Autocorrelation, which is Xylem 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 Xylem's stock expected returns. We can calculate the autocorrelation of Xylem returns to help us make a trade decision. For example, suppose you find that Xylem 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 |
Xylem 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 Xylem stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xylem stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xylem stock over time.
Current vs Lagged Prices |
| Timeline |
Xylem Lagged Returns
When evaluating Xylem's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xylem stock have on its future price. Xylem 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, Xylem autocorrelation shows the relationship between Xylem stock current value and its past values and can show if there is a momentum factor associated with investing in Xylem Inc.
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.Additional Tools for Xylem Stock Analysis
When running Xylem's price analysis, check to measure Xylem'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 Xylem is operating at the current time. Most of Xylem's value examination focuses on studying past and present price action to predict the probability of Xylem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xylem's price. Additionally, you may evaluate how the addition of Xylem to your portfolios can decrease your overall portfolio volatility.