Xalles Holdings Stock Market Value
| XALL Stock | USD 0.0005 0.0001 16.67% |
| Symbol | Xalles |
Xalles Holdings '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 Xalles Holdings' 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 Xalles Holdings.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Xalles Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Xalles Holdings or generate 0.0% return on investment in Xalles Holdings over 30 days. Xalles Holdings Inc. provides payment consulting and system solutions to government and business organizations More
Xalles Holdings 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 Xalles Holdings' 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 Xalles Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 45.24 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
Xalles Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xalles Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xalles Holdings' standard deviation. In reality, there are many statistical measures that can use Xalles Holdings historical prices to predict the future Xalles Holdings' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.83) | |||
| Total Risk Alpha | (2.26) | |||
| Treynor Ratio | (1.18) |
Xalles Holdings Backtested Returns
Xalles Holdings shows Sharpe Ratio of -0.0642, which attests that the company had a -0.0642% return per unit of risk over the last 3 months. Xalles Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xalles Holdings' Market Risk Adjusted Performance of (1.17), mean deviation of 6.19, and Standard Deviation of 9.6 to validate the risk estimate we provide. 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, Xalles Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Xalles Holdings is expected to be smaller as well. At this point, Xalles Holdings has a negative expected return of -0.62%. Please make sure to check out Xalles Holdings' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Xalles Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Xalles Holdings has below average predictability. Overlapping area represents the amount of predictability between Xalles Holdings time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Xalles Holdings price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Xalles Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Xalles Holdings lagged returns against current returns
Autocorrelation, which is Xalles Holdings 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 Xalles Holdings' pink sheet expected returns. We can calculate the autocorrelation of Xalles Holdings returns to help us make a trade decision. For example, suppose you find that Xalles Holdings 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 |
Xalles Holdings 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 Xalles Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xalles Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xalles Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Xalles Holdings Lagged Returns
When evaluating Xalles Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xalles Holdings pink sheet have on its future price. Xalles Holdings 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, Xalles Holdings autocorrelation shows the relationship between Xalles Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Xalles Holdings.
Regressed Prices |
| Timeline |
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Xalles Holdings financial ratios help investors to determine whether Xalles 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 Xalles with respect to the benefits of owning Xalles Holdings security.