X FAB (Germany) Market Value
| XFB Stock | EUR 4.54 0.19 4.02% |
| Symbol | XFB |
Please note, there is a significant difference between X FAB's value and its price as these two are different measures arrived at by different means. Investors typically determine if X FAB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, X FAB'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.
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.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in X FAB on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding X FAB Silicon Foundries or generate 0.0% return on investment in X FAB over 30 days. X FAB is related to or competes with Aristocrat Leisure, Columbia Sportswear, Playa Hotels, Federal Agricultural, PLAY2CHILL, and United States. 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 Foundries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.0525 | |||
| Maximum Drawdown | 14.21 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 4.97 |
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 | 0.0427 | |||
| Jensen Alpha | 0.1201 | |||
| Total Risk Alpha | 0.2142 | |||
| Sortino Ratio | 0.0557 | |||
| Treynor Ratio | (0.50) |
X FAB Silicon Backtested Returns
At this point, X FAB is moderately volatile. X FAB Silicon shows Sharpe Ratio of 0.0336, which attests that the company had a 0.0336 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for X FAB Silicon, which you can use to evaluate the volatility of the entity. Please check out X FAB's Mean Deviation of 2.24, risk adjusted performance of 0.0427, and Downside Deviation of 2.67 to validate if the risk estimate we provide is consistent with the expected return of 0.0955%. X FAB has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning X FAB are expected to decrease at a much lower rate. During the bear market, X FAB is likely to outperform the market. X FAB Silicon today maintains a risk of 2.84%. Please check out X FAB Silicon coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if X FAB Silicon will be following its historical returns.
Auto-correlation | -0.21 |
Weak reverse predictability
X FAB Silicon Foundries has weak reverse predictability. Overlapping area represents the amount of predictability between X FAB time series from 30th of January 2025 to 14th of February 2025 and 14th of February 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 X FAB Silicon price movement. The serial correlation of -0.21 indicates that over 21.0% of current X FAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.26 | |
| 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 Foundries.
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 XFB Stock
X FAB financial ratios help investors to determine whether XFB 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 XFB with respect to the benefits of owning X FAB security.