Xtract Resources (UK) Market Value
| XTR Stock | 0.80 0.05 6.67% |
| Symbol | Xtract |
Xtract Resources '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 Xtract Resources' 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 Xtract Resources.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in Xtract Resources on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding Xtract Resources PLC or generate 0.0% return on investment in Xtract Resources over 30 days. Xtract Resources is related to or competes with Heavitree Brewery, Griffin Mining, Monster Beverage, AfriTin Mining, Blackrock World, Electronic Arts, and Anglo Asian. Xtract Resources is entity of United Kingdom More
Xtract Resources 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 Xtract Resources' 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 Xtract Resources PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.06 | |||
| Information Ratio | 0.0094 | |||
| Maximum Drawdown | 24.29 | |||
| Value At Risk | (8.60) | |||
| Potential Upside | 7.69 |
Xtract Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtract Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtract Resources' standard deviation. In reality, there are many statistical measures that can use Xtract Resources historical prices to predict the future Xtract Resources' volatility.| Risk Adjusted Performance | 0.0275 | |||
| Jensen Alpha | 0.1326 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.007 | |||
| Treynor Ratio | (0.99) |
Xtract Resources PLC Backtested Returns
At this point, Xtract Resources is abnormally volatile. Xtract Resources PLC shows Sharpe Ratio of 0.0138, which attests that the company had a 0.0138 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Xtract Resources PLC, which you can use to evaluate the volatility of the company. Please check out Xtract Resources' Downside Deviation of 7.06, mean deviation of 3.14, and Market Risk Adjusted Performance of (0.98) to validate if the risk estimate we provide is consistent with the expected return of 0.0721%. Xtract Resources has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xtract Resources are expected to decrease at a much lower rate. During the bear market, Xtract Resources is likely to outperform the market. Xtract Resources PLC right now maintains a risk of 5.23%. Please check out Xtract Resources PLC kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to decide if Xtract Resources PLC will be following its historical returns.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Xtract Resources PLC has insignificant reverse predictability. Overlapping area represents the amount of predictability between Xtract Resources time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th 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 Xtract Resources PLC price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Xtract Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Xtract Resources PLC lagged returns against current returns
Autocorrelation, which is Xtract Resources 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 Xtract Resources' stock expected returns. We can calculate the autocorrelation of Xtract Resources returns to help us make a trade decision. For example, suppose you find that Xtract Resources 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 |
Xtract Resources 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 Xtract Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtract Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtract Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Xtract Resources Lagged Returns
When evaluating Xtract Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtract Resources stock have on its future price. Xtract Resources 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, Xtract Resources autocorrelation shows the relationship between Xtract Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Xtract Resources PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Xtract Stock
Xtract Resources financial ratios help investors to determine whether Xtract 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 Xtract with respect to the benefits of owning Xtract Resources security.