Xior Student (Belgium) Market Value
| XIOR Stock | EUR 30.85 0.25 0.82% |
| Symbol | Xior |
Xior Student '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 Xior Student'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 Xior Student.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Xior Student on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Xior Student Housing or generate 0.0% return on investment in Xior Student over 30 days. Xior Student is related to or competes with Aedifica, Cofinimmo, Care Property, Warehouses, and VGP NV. Xior Student Housing NV is the first Belgian public regulated real estate company specialising in the student housing se... More
Xior Student 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 Xior Student'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 Xior Student Housing upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 7.45 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 2.39 |
Xior Student Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xior Student's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xior Student's standard deviation. In reality, there are many statistical measures that can use Xior Student historical prices to predict the future Xior Student's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 8.61 |
Xior Student Housing Backtested Returns
Xior Student Housing shows Sharpe Ratio of -0.0588, which attests that the company had a -0.0588% return per unit of risk over the last 3 months. Xior Student Housing exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xior Student's Mean Deviation of 1.16, standard deviation of 1.45, and Market Risk Adjusted Performance of 8.62 to validate the risk estimate we provide. The firm maintains a market beta of -0.0127, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xior Student are expected to decrease at a much lower rate. During the bear market, Xior Student is likely to outperform the market. At this point, Xior Student Housing has a negative expected return of -0.086%. Please make sure to check out Xior Student's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Xior Student Housing performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Xior Student Housing has insignificant reverse predictability. Overlapping area represents the amount of predictability between Xior Student 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 Xior Student Housing price movement. The serial correlation of -0.19 indicates that over 19.0% of current Xior Student price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Xior Student Housing lagged returns against current returns
Autocorrelation, which is Xior Student 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 Xior Student's stock expected returns. We can calculate the autocorrelation of Xior Student returns to help us make a trade decision. For example, suppose you find that Xior Student 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 |
Xior Student 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 Xior Student stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xior Student stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xior Student stock over time.
Current vs Lagged Prices |
| Timeline |
Xior Student Lagged Returns
When evaluating Xior Student's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xior Student stock have on its future price. Xior Student 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, Xior Student autocorrelation shows the relationship between Xior Student stock current value and its past values and can show if there is a momentum factor associated with investing in Xior Student Housing.
Regressed Prices |
| Timeline |
Pair Trading with Xior Student
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 Xior Student 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 Xior Student will appreciate offsetting losses from the drop in the long position's value.Moving against Xior Stock
The ability to find closely correlated positions to Xior Student could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Xior Student 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 Xior Student - 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 Xior Student Housing to buy it.
The correlation of Xior Student 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 Xior Student moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Xior Student Housing 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 Xior Student 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 Xior Stock Analysis
When running Xior Student's price analysis, check to measure Xior Student'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 Xior Student is operating at the current time. Most of Xior Student's value examination focuses on studying past and present price action to predict the probability of Xior Student's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xior Student's price. Additionally, you may evaluate how the addition of Xior Student to your portfolios can decrease your overall portfolio volatility.