Xsovt Brands Stock Market Value
| XSVT Stock | USD 0.0003 0.00 0.00% |
| Symbol | Xsovt |
Xsovt Brands '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 Xsovt Brands' 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 Xsovt Brands.
| 01/11/2025 |
| 01/06/2026 |
If you would invest 0.00 in Xsovt Brands on January 11, 2025 and sell it all today you would earn a total of 0.00 from holding Xsovt Brands or generate 0.0% return on investment in Xsovt Brands over 360 days. Xsovt Brands, Inc. operates as a footwear designer in the United States More
Xsovt Brands 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 Xsovt Brands' 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 Xsovt Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0517 | |||
| Maximum Drawdown | 200.0 |
Xsovt Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xsovt Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xsovt Brands' standard deviation. In reality, there are many statistical measures that can use Xsovt Brands historical prices to predict the future Xsovt Brands' volatility.| Risk Adjusted Performance | 0.0494 | |||
| Jensen Alpha | 1.29 | |||
| Total Risk Alpha | (1.29) | |||
| Treynor Ratio | 0.517 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xsovt Brands' 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.
Xsovt Brands Backtested Returns
Xsovt Brands is out of control given 3 months investment horizon. Xsovt Brands shows Sharpe Ratio of 0.056, which attests that the company had a 0.056 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for seventeen different technical indicators, which can help you to evaluate if expected returns of 1.59% are justified by taking the suggested risk. Use Xsovt Brands Standard Deviation of 27.69, mean deviation of 6.01, and Market Risk Adjusted Performance of 0.527 to evaluate company specific risk that cannot be diversified away. Xsovt Brands holds a performance score of 4 on a scale of zero to a hundred. The firm maintains a market beta of 2.91, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Xsovt Brands will likely underperform. Use Xsovt Brands risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to analyze future returns on Xsovt Brands.
Auto-correlation | -0.29 |
Weak reverse predictability
Xsovt Brands has weak reverse predictability. Overlapping area represents the amount of predictability between Xsovt Brands time series from 11th of January 2025 to 10th of July 2025 and 10th of July 2025 to 6th 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 Xsovt Brands price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Xsovt Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Xsovt Brands lagged returns against current returns
Autocorrelation, which is Xsovt Brands 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 Xsovt Brands' pink sheet expected returns. We can calculate the autocorrelation of Xsovt Brands returns to help us make a trade decision. For example, suppose you find that Xsovt Brands 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 |
Xsovt Brands 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 Xsovt Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xsovt Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xsovt Brands pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Xsovt Brands Lagged Returns
When evaluating Xsovt Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xsovt Brands pink sheet have on its future price. Xsovt Brands 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, Xsovt Brands autocorrelation shows the relationship between Xsovt Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Xsovt Brands.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Xsovt Pink Sheet Analysis
When running Xsovt Brands' price analysis, check to measure Xsovt Brands' 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 Xsovt Brands is operating at the current time. Most of Xsovt Brands' value examination focuses on studying past and present price action to predict the probability of Xsovt Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xsovt Brands' price. Additionally, you may evaluate how the addition of Xsovt Brands to your portfolios can decrease your overall portfolio volatility.