Xp Inc Stock Market Value
| XP Stock | USD 15.52 0.15 0.96% |
| Symbol | Xp |
Xp Inc Price To Book Ratio
Is Investment Banking & Brokerage 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 Xp. If investors know Xp 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 Xp 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 0.104 | Earnings Share 1.37 | Revenue Per Share 28.825 | Quarterly Revenue Growth 0.182 | Return On Assets 0.0162 |
The market value of Xp Inc is measured differently than its book value, which is the value of Xp that is recorded on the company's balance sheet. Investors also form their own opinion of Xp's value that differs from its market value or its book value, called intrinsic value, which is Xp'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 Xp's market value can be influenced by many factors that don't directly affect Xp'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 Xp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xp'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.
Xp '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 Xp'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 Xp.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Xp on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Xp Inc or generate 0.0% return on investment in Xp over 30 days. Xp is related to or competes with Up Fintech, Bit Digital, Marathon Digital, MarketAxess Holdings, Interactive Brokers, Evercore Partners, and PJT Partners. It offers securities brokerage, private pension plans, commercial, and investment banking products, such as loan operati... More
Xp 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 Xp'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 Xp Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (3.95) | |||
| Potential Upside | 3.36 |
Xp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xp's standard deviation. In reality, there are many statistical measures that can use Xp historical prices to predict the future Xp's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.66) |
Xp Inc Backtested Returns
Xp Inc retains Efficiency (Sharpe Ratio) of -0.15, which attests that the company had a -0.15% return per unit of price deviation over the last 3 months. Xp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xp's market risk adjusted performance of (0.65), and Information Ratio of (0.19) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xp is expected to be smaller as well. At this point, Xp Inc has a negative expected return of -0.34%. Please make sure to check out Xp's treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if Xp Inc performance from the past will be repeated at future time.
Auto-correlation | -0.26 |
Weak reverse predictability
Xp Inc has weak reverse predictability. Overlapping area represents the amount of predictability between Xp time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 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 Xp Inc price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Xp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Xp Inc lagged returns against current returns
Autocorrelation, which is Xp 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 Xp's stock expected returns. We can calculate the autocorrelation of Xp returns to help us make a trade decision. For example, suppose you find that Xp 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 |
Xp 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 Xp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xp stock over time.
Current vs Lagged Prices |
| Timeline |
Xp Lagged Returns
When evaluating Xp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xp stock have on its future price. Xp 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, Xp autocorrelation shows the relationship between Xp stock current value and its past values and can show if there is a momentum factor associated with investing in Xp Inc.
Regressed Prices |
| Timeline |
Pair Trading with Xp
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 Xp 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 Xp will appreciate offsetting losses from the drop in the long position's value.Moving against Xp Stock
| 0.81 | DIST | Distoken Acquisition | PairCorr |
| 0.81 | PX | P10 Inc | PairCorr |
| 0.75 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
| 0.75 | SF | Stifel Financial Earnings Call This Week | PairCorr |
| 0.74 | BN | Brookfield Corp | PairCorr |
The ability to find closely correlated positions to Xp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Xp 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 Xp - 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 Xp Inc to buy it.
The correlation of Xp 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 Xp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Xp Inc 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 Xp 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 Xp Stock Analysis
When running Xp's price analysis, check to measure Xp'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 Xp is operating at the current time. Most of Xp's value examination focuses on studying past and present price action to predict the probability of Xp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xp's price. Additionally, you may evaluate how the addition of Xp to your portfolios can decrease your overall portfolio volatility.