XP Factory (UK) Market Value
| XPF Stock | 12.75 0.75 6.25% |
| Symbol | XPF |
XP Factory '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 Factory'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 Factory.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in XP Factory on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding XP Factory PLC or generate 0.0% return on investment in XP Factory over 30 days. XP Factory is related to or competes with Software Circle, Vitec Software, Cognizant Technology, Mobilezone Holding, Pfeiffer Vacuum, Oxford Technology, and Cizzle Biotechnology. XP Factory is entity of United Kingdom. It is traded as Stock on LSE exchange. More
XP Factory 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 Factory'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 Factory PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 12.82 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 6.25 |
XP Factory Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XP Factory's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XP Factory's standard deviation. In reality, there are many statistical measures that can use XP Factory historical prices to predict the future XP Factory's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.1913 |
XP Factory PLC Backtested Returns
XP Factory PLC retains Efficiency (Sharpe Ratio) of -0.0239, which attests that the company had a -0.0239 % return per unit of price deviation over the last 3 months. XP Factory exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out XP Factory's market risk adjusted performance of 0.2013, and Information Ratio of (0.05) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning XP Factory are expected to decrease at a much lower rate. During the bear market, XP Factory is likely to outperform the market. At this point, XP Factory PLC has a negative expected return of -0.0592%. Please make sure to check out XP Factory's coefficient of variation, treynor ratio, skewness, as well as the relationship between the jensen alpha and value at risk , to decide if XP Factory PLC performance from the past will be repeated at some future date.
Auto-correlation | -0.34 |
Poor reverse predictability
XP Factory PLC has poor reverse predictability. Overlapping area represents the amount of predictability between XP Factory time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Factory PLC price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current XP Factory price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
XP Factory PLC lagged returns against current returns
Autocorrelation, which is XP Factory 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 Factory's stock expected returns. We can calculate the autocorrelation of XP Factory returns to help us make a trade decision. For example, suppose you find that XP Factory 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 Factory 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 Factory stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XP Factory stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XP Factory stock over time.
Current vs Lagged Prices |
| Timeline |
XP Factory Lagged Returns
When evaluating XP Factory's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XP Factory stock have on its future price. XP Factory 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 Factory autocorrelation shows the relationship between XP Factory stock current value and its past values and can show if there is a momentum factor associated with investing in XP Factory PLC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in XPF Stock
XP Factory financial ratios help investors to determine whether XPF Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in XPF with respect to the benefits of owning XP Factory security.