Xinyuan Real Estate Stock Market Value
| XIN Stock | USD 3.51 0.04 1.13% |
| Symbol | Xinyuan |
Xinyuan Real Estate Price To Book Ratio
Is Real Estate Management & Development 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 Xinyuan Real. If investors know Xinyuan 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 Xinyuan Real listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 4.927 | Earnings Share 6.58 | Revenue Per Share 150.905 | Quarterly Revenue Growth (0.27) | Return On Assets 0.0052 |
The market value of Xinyuan Real Estate is measured differently than its book value, which is the value of Xinyuan that is recorded on the company's balance sheet. Investors also form their own opinion of Xinyuan Real's value that differs from its market value or its book value, called intrinsic value, which is Xinyuan Real'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 Xinyuan Real's market value can be influenced by many factors that don't directly affect Xinyuan Real'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 Xinyuan Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xinyuan Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xinyuan Real'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.
Xinyuan Real '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 Xinyuan Real'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 Xinyuan Real.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Xinyuan Real on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Xinyuan Real Estate or generate 0.0% return on investment in Xinyuan Real over 360 days. Xinyuan Real is related to or competes with AMREP, Alset Ehome, Landsea Homes, American Realty, and Sino Land. Xinyuan Real Estate Co., Ltd., together with its subsidiaries, engages in residential real estate development and constr... More
Xinyuan Real 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 Xinyuan Real'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 Xinyuan Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.35 | |||
| Information Ratio | 0.063 | |||
| Maximum Drawdown | 62.52 | |||
| Value At Risk | (11.41) | |||
| Potential Upside | 13.5 |
Xinyuan Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xinyuan Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xinyuan Real's standard deviation. In reality, there are many statistical measures that can use Xinyuan Real historical prices to predict the future Xinyuan Real's volatility.| Risk Adjusted Performance | 0.0669 | |||
| Jensen Alpha | 0.7212 | |||
| Total Risk Alpha | (0.48) | |||
| Sortino Ratio | 0.0735 | |||
| Treynor Ratio | (0.79) |
Xinyuan Real Estate Backtested Returns
Xinyuan Real appears to be dangerous, given 3 months investment horizon. Xinyuan Real Estate shows Sharpe Ratio of 0.0814, which attests that the company had a 0.0814% return per unit of risk over the last 3 months. By examining Xinyuan Real's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please utilize Xinyuan Real's Mean Deviation of 5.04, market risk adjusted performance of (0.78), and Downside Deviation of 7.35 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Xinyuan Real holds a performance score of 6. The firm maintains a market beta of -0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Xinyuan Real are expected to decrease at a much lower rate. During the bear market, Xinyuan Real is likely to outperform the market. Please check Xinyuan Real's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Xinyuan Real's historical returns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
Xinyuan Real Estate has insignificant predictability. Overlapping area represents the amount of predictability between Xinyuan Real time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd 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 Xinyuan Real Estate price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Xinyuan Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Xinyuan Real Estate lagged returns against current returns
Autocorrelation, which is Xinyuan Real 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 Xinyuan Real's stock expected returns. We can calculate the autocorrelation of Xinyuan Real returns to help us make a trade decision. For example, suppose you find that Xinyuan Real 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 |
Xinyuan Real 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 Xinyuan Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xinyuan Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xinyuan Real stock over time.
Current vs Lagged Prices |
| Timeline |
Xinyuan Real Lagged Returns
When evaluating Xinyuan Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xinyuan Real stock have on its future price. Xinyuan Real 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, Xinyuan Real autocorrelation shows the relationship between Xinyuan Real stock current value and its past values and can show if there is a momentum factor associated with investing in Xinyuan Real Estate.
Regressed Prices |
| Timeline |
Pair Trading with Xinyuan Real
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 Xinyuan Real 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 Xinyuan Real will appreciate offsetting losses from the drop in the long position's value.Moving against Xinyuan Stock
| 0.6 | RC | Ready Capital Corp | PairCorr |
| 0.58 | AHT-PF | Ashford Hospitality Trust | PairCorr |
| 0.52 | UK | Ucommune International | PairCorr |
| 0.47 | AHT-PG | Ashford Hospitality Trust | PairCorr |
| 0.46 | AHT-PH | Ashford Hospitality Trust | PairCorr |
The ability to find closely correlated positions to Xinyuan Real could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Xinyuan Real 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 Xinyuan Real - 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 Xinyuan Real Estate to buy it.
The correlation of Xinyuan Real 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 Xinyuan Real moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Xinyuan Real Estate 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 Xinyuan Real 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.Check out Xinyuan Real Correlation, Xinyuan Real Volatility and Xinyuan Real Alpha and Beta module to complement your research on Xinyuan Real. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Xinyuan Real 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.