X-FAB Silicon (Germany) Market Value
| XFB Stock | 4.29 0.05 1.15% |
| Symbol | X-FAB |
X-FAB Silicon '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 Silicon'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 Silicon.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in X-FAB Silicon on December 16, 2024 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 Silicon over 90 days. X-FAB Silicon is related to or competes with Meliá Hotels, MHP Hotel, Hongkong, Lendlease, ALBIS LEASING, InterContinental, and INTERCONT HOTELS. More
X-FAB Silicon 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 Silicon'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.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | (4.60) | |||
| Potential Upside | 3.85 |
X-FAB Silicon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for X-FAB Silicon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as X-FAB Silicon's standard deviation. In reality, there are many statistical measures that can use X-FAB Silicon historical prices to predict the future X-FAB Silicon's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | 0.1873 | |||
| Treynor Ratio | (3.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of X-FAB Silicon's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
X FAB Silicon Backtested Returns
X FAB Silicon shows Sharpe Ratio of -0.0658, which attests that the company had a -0.0658 % return per unit of volatility over the last 3 months. X FAB Silicon exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out X-FAB Silicon's Mean Deviation of 2.08, risk adjusted performance of (0.04), and Standard Deviation of 2.7 to validate the risk estimate we provide. The firm maintains a market beta of 0.0441, which attests to not very significant fluctuations relative to the market. As returns on the market increase, X-FAB Silicon's returns are expected to increase less than the market. However, during the bear market, the loss of holding X-FAB Silicon is expected to be smaller as well. At this point, X FAB Silicon has a negative expected return of -0.18%. Please make sure to check out X-FAB Silicon's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if X FAB Silicon performance from the past will be repeated sooner or later.
Auto-correlation | 0.10 |
Insignificant predictability
X FAB Silicon Foundries has insignificant predictability. Overlapping area represents the amount of predictability between X-FAB Silicon time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 0.1 indicates that less than 10.0% of current X-FAB Silicon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
X FAB Silicon lagged returns against current returns
Autocorrelation, which is X-FAB Silicon 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 Silicon's stock expected returns. We can calculate the autocorrelation of X-FAB Silicon returns to help us make a trade decision. For example, suppose you find that X-FAB Silicon 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 Silicon 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 Silicon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if X-FAB Silicon 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 Silicon stock over time.
Current vs Lagged Prices |
| Timeline |
X-FAB Silicon Lagged Returns
When evaluating X-FAB Silicon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of X-FAB Silicon stock have on its future price. X-FAB Silicon 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 Silicon autocorrelation shows the relationship between X-FAB Silicon 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 |
Thematic Opportunities
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Additional Tools for X-FAB Stock Analysis
When running X-FAB Silicon's price analysis, check to measure X-FAB Silicon's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy X-FAB Silicon is operating at the current time. Most of X-FAB Silicon's value examination focuses on studying past and present price action to predict the probability of X-FAB Silicon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move X-FAB Silicon's price. Additionally, you may evaluate how the addition of X-FAB Silicon to your portfolios can decrease your overall portfolio volatility.