Xvivo Perfusion (Sweden) Market Value
| XVIVO Stock | SEK 480.00 7.50 1.59% |
| Symbol | Xvivo |
Xvivo Perfusion '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 Xvivo Perfusion'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 Xvivo Perfusion.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Xvivo Perfusion on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Xvivo Perfusion AB or generate 0.0% return on investment in Xvivo Perfusion over 180 days. Xvivo Perfusion is related to or competes with Vitrolife, BioArctic, CellaVision, Invisio Communications, and Hexatronic Group. Xvivo Perfusion AB , a medical technology company, provides solutions for organ, tissue, and cell preservation and perfu... More
Xvivo Perfusion 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 Xvivo Perfusion'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 Xvivo Perfusion AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 12.19 | |||
| Value At Risk | (3.34) | |||
| Potential Upside | 3.0 |
Xvivo Perfusion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xvivo Perfusion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xvivo Perfusion's standard deviation. In reality, there are many statistical measures that can use Xvivo Perfusion historical prices to predict the future Xvivo Perfusion's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.61) |
Xvivo Perfusion AB Backtested Returns
Xvivo Perfusion AB shows Sharpe Ratio of -0.0515, which attests that the company had a -0.0515% return per unit of risk over the last 3 months. Xvivo Perfusion AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Xvivo Perfusion's Mean Deviation of 1.63, market risk adjusted performance of (0.60), and Standard Deviation of 2.11 to validate the risk estimate we provide. The firm maintains a market beta of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xvivo Perfusion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xvivo Perfusion is expected to be smaller as well. At this point, Xvivo Perfusion AB has a negative expected return of -0.11%. Please make sure to check out Xvivo Perfusion's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Xvivo Perfusion AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Xvivo Perfusion AB has good reverse predictability. Overlapping area represents the amount of predictability between Xvivo Perfusion time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Xvivo Perfusion AB price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Xvivo Perfusion price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 553.72 |
Xvivo Perfusion AB lagged returns against current returns
Autocorrelation, which is Xvivo Perfusion 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 Xvivo Perfusion's stock expected returns. We can calculate the autocorrelation of Xvivo Perfusion returns to help us make a trade decision. For example, suppose you find that Xvivo Perfusion 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 |
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Xvivo Perfusion 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 Xvivo Perfusion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xvivo Perfusion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xvivo Perfusion stock over time.
Current vs Lagged Prices |
| Timeline |
Xvivo Perfusion Lagged Returns
When evaluating Xvivo Perfusion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xvivo Perfusion stock have on its future price. Xvivo Perfusion 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, Xvivo Perfusion autocorrelation shows the relationship between Xvivo Perfusion stock current value and its past values and can show if there is a momentum factor associated with investing in Xvivo Perfusion AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Xvivo Stock Analysis
When running Xvivo Perfusion's price analysis, check to measure Xvivo Perfusion'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 Xvivo Perfusion is operating at the current time. Most of Xvivo Perfusion's value examination focuses on studying past and present price action to predict the probability of Xvivo Perfusion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xvivo Perfusion's price. Additionally, you may evaluate how the addition of Xvivo Perfusion to your portfolios can decrease your overall portfolio volatility.