Xilam Animation (France) Market Value
| XIL Stock | EUR 4.01 0.02 0.50% |
| Symbol | Xilam |
Xilam Animation '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 Xilam Animation'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 Xilam Animation.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Xilam Animation on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Xilam Animation or generate 0.0% return on investment in Xilam Animation over 90 days. Xilam Animation is related to or competes with BigBen Interactive, Trigano SA, Lumibird, Chargeurs, and Mersen SA. It produces and distributes childrens and family entertainment content in 2D and 3D formats for TV, film, and digital me... More
Xilam Animation 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 Xilam Animation'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 Xilam Animation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 12.19 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 4.61 |
Xilam Animation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xilam Animation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xilam Animation's standard deviation. In reality, there are many statistical measures that can use Xilam Animation historical prices to predict the future Xilam Animation's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.81) |
Xilam Animation Backtested Returns
Xilam Animation shows Sharpe Ratio of -0.036, which attests that the company had a -0.036% return per unit of risk over the last 3 months. Xilam Animation exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xilam Animation's Mean Deviation of 1.54, standard deviation of 2.19, and Market Risk Adjusted Performance of (0.80) to validate the risk estimate we provide. The firm maintains a market beta of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xilam Animation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xilam Animation is expected to be smaller as well. At this point, Xilam Animation has a negative expected return of -0.0787%. Please make sure to check out Xilam Animation's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Xilam Animation performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Xilam Animation has very weak reverse predictability. Overlapping area represents the amount of predictability between Xilam Animation time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 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 Xilam Animation price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Xilam Animation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Xilam Animation lagged returns against current returns
Autocorrelation, which is Xilam Animation 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 Xilam Animation's stock expected returns. We can calculate the autocorrelation of Xilam Animation returns to help us make a trade decision. For example, suppose you find that Xilam Animation 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 |
Xilam Animation 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 Xilam Animation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xilam Animation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xilam Animation stock over time.
Current vs Lagged Prices |
| Timeline |
Xilam Animation Lagged Returns
When evaluating Xilam Animation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xilam Animation stock have on its future price. Xilam Animation 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, Xilam Animation autocorrelation shows the relationship between Xilam Animation stock current value and its past values and can show if there is a momentum factor associated with investing in Xilam Animation.
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.Other Information on Investing in Xilam Stock
Xilam Animation financial ratios help investors to determine whether Xilam 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 Xilam with respect to the benefits of owning Xilam Animation security.