Exail Technologies (France) Market Value
| EXA Stock | 33.30 2.05 6.56% |
| Symbol | Exail |
Exail Technologies '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 Exail Technologies' 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 Exail Technologies.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Exail Technologies on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Exail Technologies SA or generate 0.0% return on investment in Exail Technologies over 90 days. Exail Technologies is related to or competes with Gaztransport Technigaz, Credit Agricole, Metalliance, Jacquet Metal, and Bilendi. More
Exail Technologies 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 Exail Technologies' 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 Exail Technologies SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.3375 | |||
| Maximum Drawdown | 19.31 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 6.56 |
Exail Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exail Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exail Technologies' standard deviation. In reality, there are many statistical measures that can use Exail Technologies historical prices to predict the future Exail Technologies' volatility.| Risk Adjusted Performance | 0.276 | |||
| Jensen Alpha | 0.9792 | |||
| Total Risk Alpha | 1.47 | |||
| Sortino Ratio | 0.6941 | |||
| Treynor Ratio | (1.79) |
Exail Technologies Backtested Returns
Exail Technologies is not too volatile given 3 months investment horizon. Exail Technologies secures Sharpe Ratio (or Efficiency) of 0.34, which denotes the company had a 0.34 % return per unit of standard deviation over the last 3 months. We were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 1.19% are justified by taking the suggested risk. Use Exail Technologies Mean Deviation of 2.07, semi deviation of 0.6425, and Downside Deviation of 1.66 to evaluate company specific risk that cannot be diversified away. Exail Technologies holds a performance score of 26 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.58, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Exail Technologies are expected to decrease at a much lower rate. During the bear market, Exail Technologies is likely to outperform the market. Use Exail Technologies semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to analyze future returns on Exail Technologies.
Auto-correlation | 0.87 |
Very good predictability
Exail Technologies SA has very good predictability. Overlapping area represents the amount of predictability between Exail Technologies time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Exail Technologies price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Exail Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 19.42 |
Exail Technologies lagged returns against current returns
Autocorrelation, which is Exail Technologies 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 Exail Technologies' stock expected returns. We can calculate the autocorrelation of Exail Technologies returns to help us make a trade decision. For example, suppose you find that Exail Technologies 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 |
Exail Technologies 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 Exail Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exail Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exail Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Exail Technologies Lagged Returns
When evaluating Exail Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exail Technologies stock have on its future price. Exail Technologies 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, Exail Technologies autocorrelation shows the relationship between Exail Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Exail Technologies SA.
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.Other Information on Investing in Exail Stock
Exail Technologies financial ratios help investors to determine whether Exail 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 Exail with respect to the benefits of owning Exail Technologies security.