Yxtcom Group Holding Stock Market Value
| YXT Stock | 2.35 0.35 17.50% |
| Symbol | YXTCOM |
Is Data Processing & Outsourced Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of YXTCOM GROUP. If investors know YXTCOM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about YXTCOM GROUP listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of YXTCOM GROUP HOLDING is measured differently than its book value, which is the value of YXTCOM that is recorded on the company's balance sheet. Investors also form their own opinion of YXTCOM GROUP's value that differs from its market value or its book value, called intrinsic value, which is YXTCOM GROUP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because YXTCOM GROUP's market value can be influenced by many factors that don't directly affect YXTCOM GROUP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between YXTCOM GROUP's value and its price as these two are different measures arrived at by different means. Investors typically determine if YXTCOM GROUP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YXTCOM GROUP'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.
YXTCOM GROUP '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 YXTCOM GROUP'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 YXTCOM GROUP.
| 10/14/2024 |
| 01/12/2025 |
If you would invest 0.00 in YXTCOM GROUP on October 14, 2024 and sell it all today you would earn a total of 0.00 from holding YXTCOM GROUP HOLDING or generate 0.0% return on investment in YXTCOM GROUP over 90 days. YXTCOM GROUP is related to or competes with Joint Corp, Alignment Healthcare, Pekin Life, Universal Insurance, Amgen, NI Holdings, and Bowhead Specialty. YXTCOM GROUP is entity of United States. It is traded as Stock on NASDAQ exchange. More
YXTCOM GROUP 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 YXTCOM GROUP'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 YXTCOM GROUP HOLDING upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.58 | |||
| Information Ratio | 0.0036 | |||
| Maximum Drawdown | 58.16 | |||
| Value At Risk | (11.90) | |||
| Potential Upside | 13.22 |
YXTCOM GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YXTCOM GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YXTCOM GROUP's standard deviation. In reality, there are many statistical measures that can use YXTCOM GROUP historical prices to predict the future YXTCOM GROUP's volatility.| Risk Adjusted Performance | 0.0119 | |||
| Jensen Alpha | 0.0158 | |||
| Total Risk Alpha | 0.1449 | |||
| Sortino Ratio | 0.0048 | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YXTCOM GROUP'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.
YXTCOM GROUP HOLDING Backtested Returns
Currently, YXTCOM GROUP HOLDING is extremely dangerous. YXTCOM GROUP HOLDING shows Sharpe Ratio of 0.019, which attests that the company had a 0.019% return per unit of risk over the last 3 months. We have found thirty technical indicators for YXTCOM GROUP HOLDING, which you can use to evaluate the volatility of the company. Please check out YXTCOM GROUP's Market Risk Adjusted Performance of (0.05), downside deviation of 6.58, and Mean Deviation of 5.6 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. YXTCOM GROUP has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of -0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning YXTCOM GROUP are expected to decrease at a much lower rate. During the bear market, YXTCOM GROUP is likely to outperform the market. YXTCOM GROUP HOLDING right now maintains a risk of 8.82%. Please check out YXTCOM GROUP HOLDING potential upside, accumulation distribution, price action indicator, as well as the relationship between the expected short fall and day median price , to decide if YXTCOM GROUP HOLDING will be following its historical returns.
Auto-correlation | 0.16 |
Very weak predictability
YXTCOM GROUP HOLDING has very weak predictability. Overlapping area represents the amount of predictability between YXTCOM GROUP time series from 14th of October 2024 to 28th of November 2024 and 28th of November 2024 to 12th 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 YXTCOM GROUP HOLDING price movement. The serial correlation of 0.16 indicates that over 16.0% of current YXTCOM GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
YXTCOM GROUP HOLDING lagged returns against current returns
Autocorrelation, which is YXTCOM GROUP 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 YXTCOM GROUP's stock expected returns. We can calculate the autocorrelation of YXTCOM GROUP returns to help us make a trade decision. For example, suppose you find that YXTCOM GROUP 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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YXTCOM GROUP 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 YXTCOM GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YXTCOM GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YXTCOM GROUP stock over time.
Current vs Lagged Prices |
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YXTCOM GROUP Lagged Returns
When evaluating YXTCOM GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YXTCOM GROUP stock have on its future price. YXTCOM GROUP 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, YXTCOM GROUP autocorrelation shows the relationship between YXTCOM GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in YXTCOM GROUP HOLDING.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for YXTCOM Stock Analysis
When running YXTCOM GROUP's price analysis, check to measure YXTCOM GROUP'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 YXTCOM GROUP is operating at the current time. Most of YXTCOM GROUP's value examination focuses on studying past and present price action to predict the probability of YXTCOM GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move YXTCOM GROUP's price. Additionally, you may evaluate how the addition of YXTCOM GROUP to your portfolios can decrease your overall portfolio volatility.