Xylem Inc Stock Market Value
| XYL Stock | USD 127.69 0.68 0.54% |
| Symbol | Xylem |
Xylem Inc Price To Book Ratio
Is Industrial Machinery & Supplies & Components 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 Xylem. If investors know Xylem 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 Xylem listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.413 | Dividend Share 1.41 | Earnings Share 3.48 | Revenue Per Share 34.788 | Quarterly Revenue Growth 0.013 |
The market value of Xylem Inc is measured differently than its book value, which is the value of Xylem that is recorded on the company's balance sheet. Investors also form their own opinion of Xylem's value that differs from its market value or its book value, called intrinsic value, which is Xylem'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 Xylem's market value can be influenced by many factors that don't directly affect Xylem'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 Xylem's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xylem is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xylem'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.
Xylem '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 Xylem'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 Xylem.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Xylem on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Xylem Inc or generate 0.0% return on investment in Xylem over 30 days. Xylem is related to or competes with Dover, Smith AO, Illinois Tool, Franklin Electric, Graco, Flowserve, and IDEX. Xylem Inc., together with its subsidiaries, engages in the design, manufacture, and servicing of engineered products and... More
Xylem 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 Xylem'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 Xylem Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 9.07 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.0 |
Xylem Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xylem's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xylem's standard deviation. In reality, there are many statistical measures that can use Xylem historical prices to predict the future Xylem's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xylem'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.
Xylem Inc Backtested Returns
As of now, Xylem Stock is very steady. Xylem Inc shows Sharpe Ratio of 0.0068, which attests that the company had a 0.0068% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Xylem Inc, which you can use to evaluate the volatility of the company. Please check out Xylem's Market Risk Adjusted Performance of (0.10), standard deviation of 1.45, and Mean Deviation of 0.9733 to validate if the risk estimate we provide is consistent with the expected return of 0.009%. The firm maintains a market beta of 0.97, which attests to possible diversification benefits within a given portfolio. Xylem returns are very sensitive to returns on the market. As the market goes up or down, Xylem is expected to follow. Xylem Inc right now maintains a risk of 1.33%. Please check out Xylem Inc treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Xylem Inc will be following its historical returns.
Auto-correlation | 0.27 |
Poor predictability
Xylem Inc has poor predictability. Overlapping area represents the amount of predictability between Xylem time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Xylem Inc price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Xylem price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 4.21 |
Xylem Inc lagged returns against current returns
Autocorrelation, which is Xylem 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 Xylem's stock expected returns. We can calculate the autocorrelation of Xylem returns to help us make a trade decision. For example, suppose you find that Xylem 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 |
Xylem 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 Xylem stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xylem stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xylem stock over time.
Current vs Lagged Prices |
| Timeline |
Xylem Lagged Returns
When evaluating Xylem's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xylem stock have on its future price. Xylem 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, Xylem autocorrelation shows the relationship between Xylem stock current value and its past values and can show if there is a momentum factor associated with investing in Xylem Inc.
Regressed Prices |
| Timeline |
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Xylem technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.