XP Chemistries (Sweden) Market Value
| XPC Stock | 0.18 0.01 5.88% |
| Symbol | XPC |
XP Chemistries '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 Chemistries' 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 Chemistries.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in XP Chemistries on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding XP Chemistries AB or generate 0.0% return on investment in XP Chemistries over 180 days. XP Chemistries is related to or competes with Triboron International, Photocat, Svenska Aerogel, Kakel Max, Serstech, AXichem AB, and Organoclick. More
XP Chemistries 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 Chemistries' 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 Chemistries AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 22.29 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 5.88 |
XP Chemistries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XP Chemistries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XP Chemistries' standard deviation. In reality, there are many statistical measures that can use XP Chemistries historical prices to predict the future XP Chemistries' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.84) | |||
| Treynor Ratio | 10.45 |
XP Chemistries AB Backtested Returns
XP Chemistries AB retains Efficiency (Sharpe Ratio) of -0.0857, which attests that the company had a -0.0857 % return per unit of price deviation over the last 3 months. XP Chemistries exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out XP Chemistries' information ratio of (0.11), and Market Risk Adjusted Performance of 10.46 to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.0438, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning XP Chemistries are expected to decrease at a much lower rate. During the bear market, XP Chemistries is likely to outperform the market. At this point, XP Chemistries AB has a negative expected return of -0.4%. Please make sure to check out XP Chemistries' potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if XP Chemistries AB performance from the past will be repeated at some future date.
Auto-correlation | 0.60 |
Good predictability
XP Chemistries AB has good predictability. Overlapping area represents the amount of predictability between XP Chemistries time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. 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 Chemistries AB price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current XP Chemistries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
XP Chemistries AB lagged returns against current returns
Autocorrelation, which is XP Chemistries 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 Chemistries' stock expected returns. We can calculate the autocorrelation of XP Chemistries returns to help us make a trade decision. For example, suppose you find that XP Chemistries 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 Chemistries 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 Chemistries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XP Chemistries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XP Chemistries stock over time.
Current vs Lagged Prices |
| Timeline |
XP Chemistries Lagged Returns
When evaluating XP Chemistries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XP Chemistries stock have on its future price. XP Chemistries 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 Chemistries autocorrelation shows the relationship between XP Chemistries stock current value and its past values and can show if there is a momentum factor associated with investing in XP Chemistries AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for XPC Stock Analysis
When running XP Chemistries' price analysis, check to measure XP Chemistries' 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 Chemistries is operating at the current time. Most of XP Chemistries' value examination focuses on studying past and present price action to predict the probability of XP Chemistries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move XP Chemistries' price. Additionally, you may evaluate how the addition of XP Chemistries to your portfolios can decrease your overall portfolio volatility.