Xchg Limited American Stock Market Value
| XCH Stock | 12.21 1.09 8.20% |
| Symbol | XCHG |
Is Electrical Components & Equipment 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 XCHG Limited. If investors know XCHG 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 XCHG Limited listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.17) | Revenue Per Share 2.252 | Quarterly Revenue Growth 0.51 | Return On Equity (0.48) |
The market value of XCHG Limited American is measured differently than its book value, which is the value of XCHG that is recorded on the company's balance sheet. Investors also form their own opinion of XCHG Limited's value that differs from its market value or its book value, called intrinsic value, which is XCHG Limited'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 XCHG Limited's market value can be influenced by many factors that don't directly affect XCHG Limited'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 XCHG Limited's value and its price as these two are different measures arrived at by different means. Investors typically determine if XCHG Limited is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, XCHG Limited'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.
XCHG Limited '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 XCHG Limited'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 XCHG Limited.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in XCHG Limited on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding XCHG Limited American or generate 0.0% return on investment in XCHG Limited over 30 days. XCHG Limited is related to or competes with Graco, Franklin Electric, Flowserve, Donaldson, Illinois Tool, Pentair PLC, and Parker Hannifin. XCHG Limited is entity of United States. It is traded as Stock on NASDAQ exchange. More
XCHG Limited 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 XCHG Limited'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 XCHG Limited American upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.14 | |||
| Information Ratio | 0.1286 | |||
| Maximum Drawdown | 92.99 | |||
| Value At Risk | (14.70) | |||
| Potential Upside | 33.46 |
XCHG Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XCHG Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XCHG Limited's standard deviation. In reality, there are many statistical measures that can use XCHG Limited historical prices to predict the future XCHG Limited's volatility.| Risk Adjusted Performance | 0.115 | |||
| Jensen Alpha | 2.4 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.1678 | |||
| Treynor Ratio | (0.59) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of XCHG Limited'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.
XCHG Limited American Backtested Returns
XCHG Limited is out of control given 3 months investment horizon. XCHG Limited American shows Sharpe Ratio of 0.15, which attests that the company had a 0.15% return per unit of standard deviation over the last 3 months. We were able to break down thirty different technical indicators, which can help you to evaluate if expected returns of 19.67% are justified by taking the suggested risk. Use XCHG Limited American Downside Deviation of 11.14, mean deviation of 9.66, and Risk Adjusted Performance of 0.115 to evaluate company specific risk that cannot be diversified away. XCHG Limited holds a performance score of 11 on a scale of zero to a hundred. The firm maintains a market beta of -3.39, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning XCHG Limited are expected to decrease by larger amounts. On the other hand, during market turmoil, XCHG Limited is expected to outperform it. Use XCHG Limited American sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on XCHG Limited American.
Auto-correlation | 0.51 |
Modest predictability
XCHG Limited American has modest predictability. Overlapping area represents the amount of predictability between XCHG Limited time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 XCHG Limited American price movement. The serial correlation of 0.51 indicates that about 51.0% of current XCHG Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 5.93 |
XCHG Limited American lagged returns against current returns
Autocorrelation, which is XCHG Limited 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 XCHG Limited's stock expected returns. We can calculate the autocorrelation of XCHG Limited returns to help us make a trade decision. For example, suppose you find that XCHG Limited 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 |
XCHG Limited 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 XCHG Limited stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XCHG Limited stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XCHG Limited stock over time.
Current vs Lagged Prices |
| Timeline |
XCHG Limited Lagged Returns
When evaluating XCHG Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XCHG Limited stock have on its future price. XCHG Limited 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, XCHG Limited autocorrelation shows the relationship between XCHG Limited stock current value and its past values and can show if there is a momentum factor associated with investing in XCHG Limited American.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether XCHG Limited American offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of XCHG Limited's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Xchg Limited American Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Xchg Limited American Stock:Check out XCHG Limited Correlation, XCHG Limited Volatility and XCHG Limited Alpha and Beta module to complement your research on XCHG Limited. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
XCHG Limited 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.