Xaar Plc (UK) Market Value

XAR Stock   77.00  1.60  2.12%   
Xaar Plc's market value is the price at which a share of Xaar Plc trades on a public exchange. It measures the collective expectations of Xaar plc investors about its performance. Xaar Plc is trading at 77.00 as of the 16th of February 2025, a 2.12 percent increase since the beginning of the trading day. The stock's lowest day price was 74.0.
With this module, you can estimate the performance of a buy and hold strategy of Xaar plc and determine expected loss or profit from investing in Xaar Plc over a given investment horizon. Check out Xaar Plc Correlation, Xaar Plc Volatility and Xaar Plc Alpha and Beta module to complement your research on Xaar Plc.
Symbol

Please note, there is a significant difference between Xaar Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xaar Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xaar Plc'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.

Xaar Plc '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 Xaar Plc'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 Xaar Plc.
0.00
01/17/2025
No Change 0.00  0.0 
In 31 days
02/16/2025
0.00
If you would invest  0.00  in Xaar Plc on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Xaar plc or generate 0.0% return on investment in Xaar Plc over 30 days. Xaar Plc is related to or competes with Diversified Energy, Mercantile Investment, Air Products, BlackRock Frontiers, Delta Air, and Tavistock Investments. Xaar Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More

Xaar Plc 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 Xaar Plc'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 Xaar plc upside and downside potential and time the market with a certain degree of confidence.

Xaar Plc Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Xaar Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xaar Plc's standard deviation. In reality, there are many statistical measures that can use Xaar Plc historical prices to predict the future Xaar Plc's volatility.
Hype
Prediction
LowEstimatedHigh
72.5577.0081.45
Details
Intrinsic
Valuation
LowRealHigh
58.9763.4284.70
Details
Naive
Forecast
LowNextHigh
67.7172.1676.61
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.000.000.00
Details

Xaar plc Backtested Returns

At this point, Xaar Plc is very steady. Xaar plc shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Xaar plc, which you can use to evaluate the volatility of the company. Please check out Xaar Plc's Mean Deviation of 2.94, market risk adjusted performance of 0.3758, and Standard Deviation of 4.38 to validate if the risk estimate we provide is consistent with the expected return of 0.0063%. The firm maintains a market beta of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xaar Plc are expected to decrease at a much lower rate. During the bear market, Xaar Plc is likely to outperform the market. Xaar plc right now maintains a risk of 4.45%. Please check out Xaar plc skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Xaar plc will be following its historical returns.

Auto-correlation

    
  0.11  

Insignificant predictability

Xaar plc has insignificant predictability. Overlapping area represents the amount of predictability between Xaar Plc time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Xaar plc price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Xaar Plc price fluctuation can be explain by its past prices.
Correlation Coefficient0.11
Spearman Rank Test0.14
Residual Average0.0
Price Variance1.21
Xaar ReturnsXaar Lagged ReturnsDiversified AwayXaar ReturnsXaar Lagged ReturnsDiversified Away100%

Xaar plc lagged returns against current returns

Autocorrelation, which is Xaar Plc 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 Xaar Plc's stock expected returns. We can calculate the autocorrelation of Xaar Plc returns to help us make a trade decision. For example, suppose you find that Xaar Plc 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   
JavaScript chart by amCharts 3.21.15Feb 03Feb 05Feb 07Feb 09Feb 11Feb 13Feb 15-4%-2%0%2%4% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Xaar Plc 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 Xaar Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xaar Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xaar Plc stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 03Feb 05Feb 07Feb 09Feb 11Feb 13Feb 1576777879808182
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Xaar Plc Lagged Returns

When evaluating Xaar Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xaar Plc stock have on its future price. Xaar Plc 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, Xaar Plc autocorrelation shows the relationship between Xaar Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Xaar plc.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 17Jan 21Jan 25Jan 29FebFeb 06Feb 10Feb 1475767778798081828384
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       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 Xaar Stock

Xaar Plc financial ratios help investors to determine whether Xaar 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 Xaar with respect to the benefits of owning Xaar Plc security.
News Freq…Investor S…