Xtep International Holdings Stock Market Value
| XTEPY Stock | USD 69.00 0.00 0.00% |
| Symbol | Xtep |
Xtep International '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 Xtep International'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 Xtep International.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Xtep International on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Xtep International Holdings or generate 0.0% return on investment in Xtep International over 180 days. Xtep International is related to or competes with Topsports International, Foschini Group, Dixons Carphone, Yamada Holdings, Puregold Price, and Winpak. Xtep International Holdings Limited engages in the design, development, manufacture, sale, marketing, and brand manageme... More
Xtep International 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 Xtep International'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 Xtep International Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 17.04 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 2.35 |
Xtep International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtep International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtep International's standard deviation. In reality, there are many statistical measures that can use Xtep International historical prices to predict the future Xtep International's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.26) |
Xtep International Backtested Returns
Xtep International shows Sharpe Ratio of -0.0473, which attests that the company had a -0.0473 % return per unit of risk over the last 3 months. Xtep International exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xtep International's Market Risk Adjusted Performance of (0.25), standard deviation of 2.04, and Mean Deviation of 0.8505 to validate the risk estimate we provide. The firm maintains a market beta of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xtep International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtep International is expected to be smaller as well. At this point, Xtep International has a negative expected return of -0.0962%. Please make sure to check out Xtep International's standard deviation, potential upside, as well as the relationship between the Potential Upside and relative strength index , to decide if Xtep International performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Xtep International Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Xtep International time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 Xtep International price movement. The serial correlation of -0.47 indicates that about 47.0% of current Xtep International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 5.59 |
Xtep International lagged returns against current returns
Autocorrelation, which is Xtep International 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 Xtep International's pink sheet expected returns. We can calculate the autocorrelation of Xtep International returns to help us make a trade decision. For example, suppose you find that Xtep International 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 |
Xtep International 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 Xtep International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtep International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtep International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Xtep International Lagged Returns
When evaluating Xtep International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtep International pink sheet have on its future price. Xtep International 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, Xtep International autocorrelation shows the relationship between Xtep International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Xtep International Holdings.
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.Additional Tools for Xtep Pink Sheet Analysis
When running Xtep International's price analysis, check to measure Xtep International'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 Xtep International is operating at the current time. Most of Xtep International's value examination focuses on studying past and present price action to predict the probability of Xtep International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xtep International's price. Additionally, you may evaluate how the addition of Xtep International to your portfolios can decrease your overall portfolio volatility.