Xp Power Limited Stock Market Value
| XPPLF Stock | USD 10.55 0.95 8.26% |
| Symbol | XPPLF |
XP Power '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 Power's pink sheet 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 Power.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in XP Power on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding XP Power Limited or generate 0.0% return on investment in XP Power over 360 days. XP Power is related to or competes with Alfen NV, Grupo Rotoplas, Applied Energetics, Nel ASA, En Japan, Heidelberger Druckmaschinen, and Semperit Aktiengesellscha. XP Power Limited, an investment holding company, designs and manufactures power supply solutions in Europe, North Americ... More
XP Power 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 Power's pink sheet 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 Power Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 8.26 | |||
| Value At Risk | (4.17) |
XP Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XP Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XP Power's standard deviation. In reality, there are many statistical measures that can use XP Power historical prices to predict the future XP Power's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | 6.75 |
XP Power Limited Backtested Returns
XP Power Limited retains Efficiency (Sharpe Ratio) of -0.25, which attests that the company had a -0.25 % return per unit of price deviation over the last 3 months. XP Power exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out XP Power's market risk adjusted performance of 6.76, and Information Ratio of (0.33) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.0567, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning XP Power are expected to decrease at a much lower rate. During the bear market, XP Power is likely to outperform the market. At this point, XP Power Limited has a negative expected return of -0.39%. Please make sure to check out XP Power's value at risk, and the relationship between the variance and rate of daily change , to decide if XP Power Limited performance from the past will be repeated at some future date.
Auto-correlation | -0.6 |
Good reverse predictability
XP Power Limited has good reverse predictability. Overlapping area represents the amount of predictability between XP Power time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th of January 2026. 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 Power Limited price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current XP Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
XP Power Limited lagged returns against current returns
Autocorrelation, which is XP Power pink sheet'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 Power's pink sheet expected returns. We can calculate the autocorrelation of XP Power returns to help us make a trade decision. For example, suppose you find that XP Power has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Power 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 Power pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XP Power pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XP Power pink sheet over time.
Current vs Lagged Prices |
| Timeline |
XP Power Lagged Returns
When evaluating XP Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XP Power pink sheet have on its future price. XP Power 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 Power autocorrelation shows the relationship between XP Power pink sheet current value and its past values and can show if there is a momentum factor associated with investing in XP Power Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in XPPLF Pink Sheet
XP Power financial ratios help investors to determine whether XPPLF Pink Sheet 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 XPPLF with respect to the benefits of owning XP Power security.