XM REALITY (Germany) Market Value
| 5LL Stock | EUR 0.0002 0.00 0.00% |
| Symbol | 5LL |
XM REALITY '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 XM REALITY'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 XM REALITY.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in XM REALITY on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding XM REALITY AB or generate 0.0% return on investment in XM REALITY over 90 days. XM REALITY is related to or competes with SOGECLAIR, Ryanair Holdings, and Dave Busters. XMReality AB develops and sells solutions for knowledge sharing through augmented reality in Sweden and internationally More
XM REALITY 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 XM REALITY'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 XM REALITY AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1245 | |||
| Maximum Drawdown | 375.0 |
XM REALITY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XM REALITY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XM REALITY's standard deviation. In reality, there are many statistical measures that can use XM REALITY historical prices to predict the future XM REALITY's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 6.08 | |||
| Total Risk Alpha | (1.58) | |||
| Treynor Ratio | 1.03 |
XM REALITY AB Backtested Returns
XM REALITY is out of control given 3 months investment horizon. XM REALITY AB retains Efficiency (Sharpe Ratio) of 0.13, which attests that the company had a 0.13 % return per unit of price deviation over the last 3 months. We were able to interpolate sixteen different technical indicators, which can help you to evaluate if expected returns of 7.5% are justified by taking the suggested risk. Use XM REALITY AB market risk adjusted performance of 1.04, and Information Ratio of 0.1245 to evaluate company specific risk that cannot be diversified away. XM REALITY holds a performance score of 10 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 6.62, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, XM REALITY will likely underperform. Use XM REALITY AB market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to analyze future returns on XM REALITY AB.
Auto-correlation | 0.00 |
No correlation between past and present
XM REALITY AB has no correlation between past and present. Overlapping area represents the amount of predictability between XM REALITY time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of XM REALITY AB price movement. The serial correlation of 0.0 indicates that just 0.0% of current XM REALITY price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
XM REALITY AB lagged returns against current returns
Autocorrelation, which is XM REALITY 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 XM REALITY's stock expected returns. We can calculate the autocorrelation of XM REALITY returns to help us make a trade decision. For example, suppose you find that XM REALITY 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 |
XM REALITY 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 XM REALITY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XM REALITY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XM REALITY stock over time.
Current vs Lagged Prices |
| Timeline |
XM REALITY Lagged Returns
When evaluating XM REALITY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XM REALITY stock have on its future price. XM REALITY 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, XM REALITY autocorrelation shows the relationship between XM REALITY stock current value and its past values and can show if there is a momentum factor associated with investing in XM REALITY AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 5LL Stock
XM REALITY financial ratios help investors to determine whether 5LL Stock 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 5LL with respect to the benefits of owning XM REALITY security.