Exel Industries (France) Market Value
| EXE Stock | EUR 42.50 0.50 1.16% |
| Symbol | Exel |
Exel Industries '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 Exel Industries' 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 Exel Industries.
| 12/01/2024 |
| 03/01/2025 |
If you would invest 0.00 in Exel Industries on December 1, 2024 and sell it all today you would earn a total of 0.00 from holding Exel Industries or generate 0.0% return on investment in Exel Industries over 90 days. Exel Industries is related to or competes with Manitou BF, Lisi SA, Guerbet S, Haulotte Group, and Assystem. Exel Industries Socit Anonyme designs, manufactures, and markets precision sprayers for the agricultural, industrial, an... More
Exel Industries 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 Exel Industries' 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 Exel Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.65 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.19 |
Exel Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exel Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exel Industries' standard deviation. In reality, there are many statistical measures that can use Exel Industries historical prices to predict the future Exel Industries' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.1785 |
Exel Industries Backtested Returns
At this point, Exel Industries is very steady. Exel Industries secures Sharpe Ratio (or Efficiency) of 0.0238, which denotes the company had a 0.0238 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Exel Industries, which you can use to evaluate the volatility of the firm. Please confirm Exel Industries' Mean Deviation of 0.9498, variance of 1.75, and Standard Deviation of 1.32 to check if the risk estimate we provide is consistent with the expected return of 0.0308%. Exel Industries has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Exel Industries are expected to decrease at a much lower rate. During the bear market, Exel Industries is likely to outperform the market. Exel Industries right now shows a risk of 1.29%. Please confirm Exel Industries variance, skewness, price action indicator, as well as the relationship between the total risk alpha and rate of daily change , to decide if Exel Industries will be following its price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Exel Industries has very good reverse predictability. Overlapping area represents the amount of predictability between Exel Industries time series from 1st of December 2024 to 15th of January 2025 and 15th of January 2025 to 1st 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 Exel Industries price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Exel Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Exel Industries lagged returns against current returns
Autocorrelation, which is Exel Industries 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 Exel Industries' stock expected returns. We can calculate the autocorrelation of Exel Industries returns to help us make a trade decision. For example, suppose you find that Exel Industries 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 |
Exel Industries 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 Exel Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exel Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exel Industries stock over time.
Current vs Lagged Prices |
| Timeline |
Exel Industries Lagged Returns
When evaluating Exel Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exel Industries stock have on its future price. Exel Industries 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, Exel Industries autocorrelation shows the relationship between Exel Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Exel Industries.
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 Exel Stock
Exel Industries financial ratios help investors to determine whether Exel 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 Exel with respect to the benefits of owning Exel Industries security.