Xpeng Inc Stock Market Value
| XPEV Stock | USD 12.29 0.35 2.77% |
| Symbol | Xpeng |
Xpeng Inc Price To Book Ratio
Is Automobile Manufacturers 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 Xpeng. If investors know Xpeng 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 Xpeng 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 (0.39) | Earnings Share (1.21) | Revenue Per Share 39.76 | Quarterly Revenue Growth 0.602 | Return On Assets (0.08) |
The market value of Xpeng Inc is measured differently than its book value, which is the value of Xpeng that is recorded on the company's balance sheet. Investors also form their own opinion of Xpeng's value that differs from its market value or its book value, called intrinsic value, which is Xpeng'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 Xpeng's market value can be influenced by many factors that don't directly affect Xpeng'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 Xpeng's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xpeng is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xpeng'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.
Xpeng '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 Xpeng'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 Xpeng.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Xpeng on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Xpeng Inc or generate 0.0% return on investment in Xpeng over 30 days. Xpeng is related to or competes with Tesla, Li Auto, Rivian Automotive, Lucid, Nio, BYD Co, and Ford. XPeng Inc. designs, develops, manufactures, and markets smart electric vehicles in the Peoples Republic of China More
Xpeng 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 Xpeng'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 Xpeng Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.35 | |||
| Information Ratio | 0.1847 | |||
| Maximum Drawdown | 26.26 | |||
| Value At Risk | (7.51) | |||
| Potential Upside | 9.0 |
Xpeng Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xpeng's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xpeng's standard deviation. In reality, there are many statistical measures that can use Xpeng historical prices to predict the future Xpeng's volatility.| Risk Adjusted Performance | 0.1611 | |||
| Jensen Alpha | 0.9909 | |||
| Total Risk Alpha | 0.4706 | |||
| Sortino Ratio | 0.1863 | |||
| Treynor Ratio | 1.01 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xpeng'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.
Xpeng Inc Backtested Returns
Xpeng appears to be somewhat reliable, given 3 months investment horizon. Xpeng Inc shows Sharpe Ratio of 0.17, which attests that the company had a 0.17% return per unit of risk over the last 3 months. By examining Xpeng's technical indicators, you can evaluate if the expected return of 0.93% is justified by implied risk. Please utilize Xpeng's Downside Deviation of 5.35, mean deviation of 4.2, and Market Risk Adjusted Performance of 1.02 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Xpeng holds a performance score of 13. The firm maintains a market beta of 1.07, which attests to a somewhat significant risk relative to the market. Xpeng returns are very sensitive to returns on the market. As the market goes up or down, Xpeng is expected to follow. Please check Xpeng's treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Xpeng's historical returns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
Xpeng Inc has very good reverse predictability. Overlapping area represents the amount of predictability between Xpeng 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 Xpeng Inc price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Xpeng price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.84 |
Xpeng Inc lagged returns against current returns
Autocorrelation, which is Xpeng 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 Xpeng's stock expected returns. We can calculate the autocorrelation of Xpeng returns to help us make a trade decision. For example, suppose you find that Xpeng 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 |
Xpeng 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 Xpeng stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xpeng stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xpeng stock over time.
Current vs Lagged Prices |
| Timeline |
Xpeng Lagged Returns
When evaluating Xpeng's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xpeng stock have on its future price. Xpeng 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, Xpeng autocorrelation shows the relationship between Xpeng stock current value and its past values and can show if there is a momentum factor associated with investing in Xpeng Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Xpeng Stock Analysis
When running Xpeng's price analysis, check to measure Xpeng'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 Xpeng is operating at the current time. Most of Xpeng's value examination focuses on studying past and present price action to predict the probability of Xpeng's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xpeng's price. Additionally, you may evaluate how the addition of Xpeng to your portfolios can decrease your overall portfolio volatility.