X Fab (France) Market Value
| XFAB Stock | EUR 4.95 0.22 4.26% |
| Symbol | XFAB |
X Fab '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 X Fab'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 X Fab.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in X Fab on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding X Fab Silicon or generate 0.0% return on investment in X Fab over 30 days. X Fab is related to or competes with Melexis NV, Ageas SANV, Sofina Socit, Barco NV, and Ackermans Van. X-FAB Silicon Foundries SE operates as an analogmixed-signal semiconductor technology foundry in Europe, Asia, North Ame... More
X Fab 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 X Fab'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 X Fab Silicon upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.77 | |||
| Information Ratio | 0.0938 | |||
| Maximum Drawdown | 14.95 | |||
| Value At Risk | (4.20) | |||
| Potential Upside | 5.63 |
X Fab Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for X Fab's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as X Fab's standard deviation. In reality, there are many statistical measures that can use X Fab historical prices to predict the future X Fab's volatility.| Risk Adjusted Performance | 0.0802 | |||
| Jensen Alpha | 0.2637 | |||
| Total Risk Alpha | 0.2478 | |||
| Sortino Ratio | 0.0943 | |||
| Treynor Ratio | 0.4589 |
X Fab Silicon Backtested Returns
X Fab appears to be slightly risky, given 3 months investment horizon. X Fab Silicon shows Sharpe Ratio of 0.0997, which attests that the company had a 0.0997 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for X Fab Silicon, which you can use to evaluate the volatility of the entity. Please utilize X Fab's Risk Adjusted Performance of 0.0802, mean deviation of 2.15, and Downside Deviation of 2.77 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, X Fab holds a performance score of 7. The firm maintains a market beta of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, X Fab's returns are expected to increase less than the market. However, during the bear market, the loss of holding X Fab is expected to be smaller as well. Please check X Fab's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether X Fab's historical returns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
X Fab Silicon has very good reverse predictability. Overlapping area represents the amount of predictability between X Fab time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 X Fab Silicon price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current X Fab price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
X Fab Silicon lagged returns against current returns
Autocorrelation, which is X Fab 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 X Fab's stock expected returns. We can calculate the autocorrelation of X Fab returns to help us make a trade decision. For example, suppose you find that X Fab 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 |
X Fab 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 X Fab stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if X Fab stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in X Fab stock over time.
Current vs Lagged Prices |
| Timeline |
X Fab Lagged Returns
When evaluating X Fab's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of X Fab stock have on its future price. X Fab 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, X Fab autocorrelation shows the relationship between X Fab stock current value and its past values and can show if there is a momentum factor associated with investing in X Fab Silicon.
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 XFAB Stock
X Fab financial ratios help investors to determine whether XFAB 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 XFAB with respect to the benefits of owning X Fab security.