Xpel Inc Stock Market Value
XPEL Stock | USD 44.19 0.00 0.00% |
Symbol | Xpel |
Xpel Inc Price To Book Ratio
Is Automotive Parts & Equipment 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 Xpel. If investors know Xpel 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 Xpel 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 0.099 | Earnings Share 1.75 | Revenue Per Share | Return On Assets | Return On Equity |
The market value of Xpel Inc is measured differently than its book value, which is the value of Xpel that is recorded on the company's balance sheet. Investors also form their own opinion of Xpel's value that differs from its market value or its book value, called intrinsic value, which is Xpel'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 Xpel's market value can be influenced by many factors that don't directly affect Xpel'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 Xpel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xpel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xpel'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.
Xpel '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 Xpel'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 Xpel.
12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Xpel on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Xpel Inc or generate 0.0% return on investment in Xpel over 30 days. Xpel is related to or competes with Dorman Products, Standard, Motorcar Parts, Stoneridge, Gentex, Monro Muffler, and Douglas Dynamics. XPEL, Inc. manufactures, sells, distributes, and installs after-market automotive products More
Xpel 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 Xpel'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 Xpel Inc upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 2.07 | |||
Information Ratio | (0.01) | |||
Maximum Drawdown | 11.61 | |||
Value At Risk | (3.62) | |||
Potential Upside | 4.06 |
Xpel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xpel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xpel's standard deviation. In reality, there are many statistical measures that can use Xpel historical prices to predict the future Xpel's volatility.Risk Adjusted Performance | 0.0144 | |||
Jensen Alpha | 0.0054 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.0491 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xpel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Xpel Inc Backtested Returns
As of now, Xpel Stock is very steady. Xpel Inc shows Sharpe Ratio of 0.0539, which attests that the company had a 0.0539 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Xpel Inc, which you can use to evaluate the volatility of the company. Please check out Xpel's Downside Deviation of 2.07, mean deviation of 1.64, and Market Risk Adjusted Performance of 0.0591 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Xpel has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xpel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xpel is expected to be smaller as well. Xpel Inc right now maintains a risk of 2.29%. Please check out Xpel Inc downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Xpel Inc will be following its historical returns.
Auto-correlation | -0.69 |
Very good reverse predictability
Xpel Inc has very good reverse predictability. Overlapping area represents the amount of predictability between Xpel time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 Xpel Inc price movement. The serial correlation of -0.69 indicates that around 69.0% of current Xpel price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.69 | |
Spearman Rank Test | -0.72 | |
Residual Average | 0.0 | |
Price Variance | 4.51 |
Xpel Inc lagged returns against current returns
Autocorrelation, which is Xpel 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 Xpel's stock expected returns. We can calculate the autocorrelation of Xpel returns to help us make a trade decision. For example, suppose you find that Xpel 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 |
Xpel 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 Xpel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xpel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xpel stock over time.
Current vs Lagged Prices |
Timeline |
Xpel Lagged Returns
When evaluating Xpel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xpel stock have on its future price. Xpel 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, Xpel autocorrelation shows the relationship between Xpel stock current value and its past values and can show if there is a momentum factor associated with investing in Xpel Inc.
Regressed Prices |
Timeline |
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Xpel 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.