Xmax Inc Stock Market Value
| XWIN Stock | 6.00 0.06 0.99% |
| Symbol | XMax |
XMax Inc Price To Book Ratio
Is Apparel, Accessories & Luxury Goods space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of XMax. If investors know XMax will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about XMax listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of XMax Inc is measured differently than its book value, which is the value of XMax that is recorded on the company's balance sheet. Investors also form their own opinion of XMax's value that differs from its market value or its book value, called intrinsic value, which is XMax's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because XMax's market value can be influenced by many factors that don't directly affect XMax's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between XMax's value and its price as these two are different measures arrived at by different means. Investors typically determine if XMax is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, XMax's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
XMax '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 XMax'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 XMax.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in XMax on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding XMax Inc or generate 0.0% return on investment in XMax over 30 days. XMax is related to or competes with Four Seasons, Japan Display, Adtalem Global, Freedom Internet, and B Communications. XMax is entity of United States. It is traded as Stock on NASDAQ exchange. More
XMax 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 XMax'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 XMax Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0698 | |||
| Maximum Drawdown | 12.61 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 5.17 |
XMax Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XMax's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XMax's standard deviation. In reality, there are many statistical measures that can use XMax historical prices to predict the future XMax's volatility.| Risk Adjusted Performance | 0.0803 | |||
| Jensen Alpha | 0.2319 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0827 | |||
| Treynor Ratio | 1.13 |
XMax Inc Backtested Returns
As of now, XMax Stock is somewhat reliable. XMax Inc shows Sharpe Ratio of 0.0693, which attests that the company had a 0.0693 % return per unit of risk over the last 3 months. We have found thirty technical indicators for XMax Inc, which you can use to evaluate the volatility of the company. Please check out XMax's Downside Deviation of 2.1, mean deviation of 1.72, and Market Risk Adjusted Performance of 1.14 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. XMax has a performance score of 5 on a scale of 0 to 100. The firm maintains a market beta of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, XMax's returns are expected to increase less than the market. However, during the bear market, the loss of holding XMax is expected to be smaller as well. XMax Inc right now maintains a risk of 2.41%. Please check out XMax Inc jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if XMax Inc will be following its historical returns.
Auto-correlation | 0.29 |
Poor predictability
XMax Inc has poor predictability. Overlapping area represents the amount of predictability between XMax time series from 28th of November 2025 to 13th of December 2025 and 13th of December 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 XMax Inc price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current XMax price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
XMax Inc lagged returns against current returns
Autocorrelation, which is XMax 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 XMax's stock expected returns. We can calculate the autocorrelation of XMax returns to help us make a trade decision. For example, suppose you find that XMax 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 |
XMax 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 XMax stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XMax stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XMax stock over time.
Current vs Lagged Prices |
| Timeline |
XMax Lagged Returns
When evaluating XMax's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XMax stock have on its future price. XMax 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, XMax autocorrelation shows the relationship between XMax stock current value and its past values and can show if there is a momentum factor associated with investing in XMax Inc.
Regressed Prices |
| Timeline |
Pair Trading with XMax
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if XMax position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in XMax will appreciate offsetting losses from the drop in the long position's value.Moving together with XMax Stock
Moving against XMax Stock
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| 0.61 | WLDS | Wearable Devices | PairCorr |
| 0.58 | EZGO | EZGO Technologies | PairCorr |
| 0.57 | 600398 | HLA GROUP P | PairCorr |
The ability to find closely correlated positions to XMax could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace XMax when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back XMax - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling XMax Inc to buy it.
The correlation of XMax is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as XMax moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if XMax Inc moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for XMax can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out XMax Correlation, XMax Volatility and XMax Alpha and Beta module to complement your research on XMax. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
XMax technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.