XLMedia PLC's market value is the price at which a share of XLMedia PLC trades on a public exchange. It measures the collective expectations of XLMedia PLC investors about its performance. XLMedia PLC is trading at 9.35 as of the 11th of January 2025, a 0.32 percent increase since the beginning of the trading day. The stock's lowest day price was 9.28. With this module, you can estimate the performance of a buy and hold strategy of XLMedia PLC and determine expected loss or profit from investing in XLMedia PLC over a given investment horizon. Check out XLMedia PLC Correlation, XLMedia PLC Volatility and XLMedia PLC Alpha and Beta module to complement your research on XLMedia PLC.
Please note, there is a significant difference between XLMedia PLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if XLMedia PLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, XLMedia 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.
XLMedia 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 XLMedia 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 XLMedia PLC.
0.00
01/22/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/11/2025
0.00
If you would invest 0.00 in XLMedia PLC on January 22, 2023 and sell it all today you would earn a total of 0.00 from holding XLMedia PLC or generate 0.0% return on investment in XLMedia PLC over 720 days. XLMedia PLC is related to or competes with Porvair Plc, Teradata Corp, Extra Space, Spire Healthcare, Air Products, Sealed Air, and Pentair PLC. More
XLMedia 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 XLMedia 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 XLMedia PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for XLMedia PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XLMedia PLC's standard deviation. In reality, there are many statistical measures that can use XLMedia PLC historical prices to predict the future XLMedia PLC's volatility.
At this point, XLMedia PLC is slightly risky. XLMedia PLC shows Sharpe Ratio of 0.0287, which attests that the company had a 0.0287% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for XLMedia PLC, which you can use to evaluate the volatility of the company. Please check out XLMedia PLC's Risk Adjusted Performance of 0.0319, mean deviation of 1.86, and Downside Deviation of 5.08 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. XLMedia PLC has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning XLMedia PLC are expected to decrease at a much lower rate. During the bear market, XLMedia PLC is likely to outperform the market. XLMedia PLC presently maintains a risk of 4.83%. Please check out XLMedia PLC expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if XLMedia PLC will be following its historical returns.
Auto-correlation
-0.63
Very good reverse predictability
XLMedia PLC has very good reverse predictability. Overlapping area represents the amount of predictability between XLMedia PLC time series from 22nd of January 2023 to 17th of January 2024 and 17th of January 2024 to 11th of January 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 XLMedia PLC price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current XLMedia PLC price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.63
Spearman Rank Test
-0.28
Residual Average
0.0
Price Variance
3.66
XLMedia PLC lagged returns against current returns
Autocorrelation, which is XLMedia 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 XLMedia PLC's stock expected returns. We can calculate the autocorrelation of XLMedia PLC returns to help us make a trade decision. For example, suppose you find that XLMedia 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
Timeline
XLMedia 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 XLMedia PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XLMedia PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XLMedia PLC stock over time.
Current vs Lagged Prices
Timeline
XLMedia PLC Lagged Returns
When evaluating XLMedia PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XLMedia PLC stock have on its future price. XLMedia 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, XLMedia PLC autocorrelation shows the relationship between XLMedia PLC stock current value and its past values and can show if there is a momentum factor associated with investing in XLMedia PLC.
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.
XLMedia PLC financial ratios help investors to determine whether XLMedia 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 XLMedia with respect to the benefits of owning XLMedia PLC security.