Xbp Europe Holdings Stock Market Value
| XBPEW Stock | 0.03 0.00 0.00% |
| 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.
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 | 26.87 | |||
| Information Ratio | 0.1277 | |||
| Maximum Drawdown | 169.29 | |||
| Value At Risk | (36.70) | |||
| Potential Upside | 80.31 |
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 | 0.1106 | |||
| Jensen Alpha | 4.07 | |||
| Total Risk Alpha | (0.91) | |||
| Sortino Ratio | 0.1641 | |||
| Treynor Ratio | 1.18 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of XBP Europe's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
XBP Europe Holdings Backtested Returns
XBP Europe is out of control given 3 months investment horizon. XBP Europe Holdings shows Sharpe Ratio of 0.18, which attests that the company had a 0.18% return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 7.03% are justified by taking the suggested risk. Use XBP Europe Holdings Mean Deviation of 24.51, downside deviation of 26.87, and Risk Adjusted Performance of 0.1106 to evaluate company specific risk that cannot be diversified away. XBP Europe holds a performance score of 14 on a scale of zero to a hundred. The firm maintains a market beta of 3.83, 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, XBP Europe will likely underperform. Use XBP Europe Holdings total risk alpha, downside variance, as well as the relationship between the Downside Variance and day median price , to analyze future returns on XBP Europe Holdings.
Auto-correlation | -0.41 |
Modest reverse predictability
XBP Europe Holdings has modest 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 -0.41 indicates that just about 41.0% of current XBP Europe price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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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 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.