Xenia Hotels (Germany) Market Value
| 0XHR Stock | EUR 14.80 0.10 0.67% |
| Symbol | Xenia |
Xenia Hotels '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 Xenia Hotels' 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 Xenia Hotels.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Xenia Hotels on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Xenia Hotels Resorts or generate 0.0% return on investment in Xenia Hotels over 30 days. Xenia Hotels is related to or competes with Lamar Advertising, PTT Global, Mitsubishi Gas, China BlueChemical, Sumitomo Chemical, and Silicon Motion. Xenia Hotels Resorts, Inc. is a self-advised and self-administered REIT that invests primarily in uniquely positioned lu... More
Xenia Hotels 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 Xenia Hotels' 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 Xenia Hotels Resorts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.1052 | |||
| Maximum Drawdown | 9.49 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 4.93 |
Xenia Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xenia Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xenia Hotels' standard deviation. In reality, there are many statistical measures that can use Xenia Hotels historical prices to predict the future Xenia Hotels' volatility.| Risk Adjusted Performance | 0.1331 | |||
| Jensen Alpha | 0.2657 | |||
| Total Risk Alpha | 0.0125 | |||
| Sortino Ratio | 0.1088 | |||
| Treynor Ratio | 0.5333 |
Xenia Hotels Resorts Backtested Returns
Xenia Hotels appears to be not too volatile, given 3 months investment horizon. Xenia Hotels Resorts shows Sharpe Ratio of 0.15, which attests that the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Xenia Hotels Resorts, which you can use to evaluate the volatility of the company. Please utilize Xenia Hotels' Market Risk Adjusted Performance of 0.5433, downside deviation of 2.05, and Mean Deviation of 1.58 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Xenia Hotels holds a performance score of 11. The firm maintains a market beta of 0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xenia Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Xenia Hotels is expected to be smaller as well. Please check Xenia Hotels' coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Xenia Hotels' historical returns will revert.
Auto-correlation | 0.64 |
Good predictability
Xenia Hotels Resorts has good predictability. Overlapping area represents the amount of predictability between Xenia Hotels time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 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 Xenia Hotels Resorts price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Xenia Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Xenia Hotels Resorts lagged returns against current returns
Autocorrelation, which is Xenia Hotels 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 Xenia Hotels' stock expected returns. We can calculate the autocorrelation of Xenia Hotels returns to help us make a trade decision. For example, suppose you find that Xenia Hotels 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 |
Xenia Hotels 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 Xenia Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xenia Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xenia Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Xenia Hotels Lagged Returns
When evaluating Xenia Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xenia Hotels stock have on its future price. Xenia Hotels 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, Xenia Hotels autocorrelation shows the relationship between Xenia Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Xenia Hotels Resorts.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Xenia Stock
When determining whether Xenia Hotels Resorts is a strong investment it is important to analyze Xenia Hotels' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Xenia Hotels' future performance. For an informed investment choice regarding Xenia Stock, refer to the following important reports:Check out Xenia Hotels Correlation, Xenia Hotels Volatility and Xenia Hotels Alpha and Beta module to complement your research on Xenia Hotels. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Xenia Hotels 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.