Xbp Europe Holdings Stock Market Value
| XBP Stock | 1.26 0.05 3.82% |
| Symbol | XBP |
XBP Europe Holdings Price To Book Ratio
Is Application Software 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 XBP Europe. If investors know XBP 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 XBP Europe listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.51) | Revenue Per Share 4.911 | Quarterly Revenue Growth (0.12) | Return On Assets (0.01) |
The market value of XBP Europe Holdings is measured differently than its book value, which is the value of XBP that is recorded on the company's balance sheet. Investors also form their own opinion of XBP Europe's value that differs from its market value or its book value, called intrinsic value, which is XBP Europe'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 XBP Europe's market value can be influenced by many factors that don't directly affect XBP Europe'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 XBP Europe's value and its price as these two are different measures arrived at by different means. Investors typically determine if XBP Europe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, XBP Europe'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.
XBP Europe '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 XBP Europe'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 XBP Europe.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in XBP Europe on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding XBP Europe Holdings or generate 0.0% return on investment in XBP Europe over 30 days. XBP Europe is related to or competes with GigaCloud Technology, Arqit Quantum, Telos Corp, Cemtrex, AuthID, Datasea, and Priority Technology. XBP Europe is entity of United States. It is traded as Stock on NASDAQ exchange. More
XBP Europe 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 XBP Europe'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 XBP Europe Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.03 | |||
| Information Ratio | 0.0225 | |||
| Maximum Drawdown | 54.82 | |||
| Value At Risk | (7.02) | |||
| Potential Upside | 16.84 |
XBP Europe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XBP Europe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XBP Europe's standard deviation. In reality, there are many statistical measures that can use XBP Europe historical prices to predict the future XBP Europe's volatility.| Risk Adjusted Performance | 0.0385 | |||
| Jensen Alpha | 0.5351 | |||
| Total Risk Alpha | (1.00) | |||
| Sortino Ratio | 0.0372 | |||
| Treynor Ratio | (0.16) |
XBP Europe Holdings Backtested Returns
XBP Europe appears to be abnormally volatile, given 3 months investment horizon. XBP Europe Holdings shows Sharpe Ratio of 0.0419, which attests that the company had a 0.0419% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for XBP Europe Holdings, which you can use to evaluate the volatility of the entity. Please utilize XBP Europe's Downside Deviation of 5.03, risk adjusted performance of 0.0385, and Mean Deviation of 4.94 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, XBP Europe holds a performance score of 3. The firm maintains a market beta of -1.88, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning XBP Europe are expected to decrease by larger amounts. On the other hand, during market turmoil, XBP Europe is expected to outperform it. Please check XBP Europe's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether XBP Europe's historical returns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
XBP Europe Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between XBP Europe 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 XBP Europe Holdings price movement. The serial correlation of -0.22 indicates that over 22.0% of current XBP Europe price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
XBP Europe Holdings lagged returns against current returns
Autocorrelation, which is XBP Europe 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 XBP Europe's stock expected returns. We can calculate the autocorrelation of XBP Europe returns to help us make a trade decision. For example, suppose you find that XBP Europe 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 |
XBP Europe 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 XBP Europe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XBP Europe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XBP Europe stock over time.
Current vs Lagged Prices |
| Timeline |
XBP Europe Lagged Returns
When evaluating XBP Europe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XBP Europe stock have on its future price. XBP Europe 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, XBP Europe autocorrelation shows the relationship between XBP Europe stock current value and its past values and can show if there is a momentum factor associated with investing in XBP Europe Holdings.
Regressed Prices |
| Timeline |
Pair Trading with XBP Europe
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if XBP Europe position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in XBP Europe will appreciate offsetting losses from the drop in the long position's value.Moving against XBP Stock
The ability to find closely correlated positions to XBP Europe could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace XBP Europe when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back XBP Europe - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling XBP Europe Holdings to buy it.
The correlation of XBP Europe is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as XBP Europe moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if XBP Europe Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for XBP Europe can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for XBP Stock Analysis
When running XBP Europe's price analysis, check to measure XBP Europe'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 XBP Europe is operating at the current time. Most of XBP Europe's value examination focuses on studying past and present price action to predict the probability of XBP Europe's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move XBP Europe's price. Additionally, you may evaluate how the addition of XBP Europe to your portfolios can decrease your overall portfolio volatility.