XTANT MEDICAL (Germany) Market Value
| XMS Stock | EUR 0.53 0.04 8.16% |
| Symbol | XTANT |
XTANT MEDICAL '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 XTANT MEDICAL'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 XTANT MEDICAL.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in XTANT MEDICAL on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding XTANT MEDICAL HLDGS or generate 0.0% return on investment in XTANT MEDICAL over 90 days. XTANT MEDICAL is related to or competes with Astral Foods, United Natural, United Airlines, CAL MAINE, COFCO Joycome, and SINGAPORE AIRLINES. Xtant Medical Holdings, Inc. develops, manufactures, and markets regenerative medicine products and medical devices for ... More
XTANT MEDICAL 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 XTANT MEDICAL'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 XTANT MEDICAL HLDGS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.8 | |||
| Information Ratio | 0.1193 | |||
| Maximum Drawdown | 27.91 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 8.77 |
XTANT MEDICAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XTANT MEDICAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XTANT MEDICAL's standard deviation. In reality, there are many statistical measures that can use XTANT MEDICAL historical prices to predict the future XTANT MEDICAL's volatility.| Risk Adjusted Performance | 0.1451 | |||
| Jensen Alpha | 0.7782 | |||
| Total Risk Alpha | 0.0238 | |||
| Sortino Ratio | 0.1618 | |||
| Treynor Ratio | (2.97) |
XTANT MEDICAL HLDGS Backtested Returns
XTANT MEDICAL appears to be out of control, given 3 months investment horizon. XTANT MEDICAL HLDGS retains Efficiency (Sharpe Ratio) of 0.11, which attests that the company had a 0.11 % return per unit of volatility over the last 3 months. By analyzing XTANT MEDICAL's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize XTANT MEDICAL's Mean Deviation of 3.93, market risk adjusted performance of (2.96), and Standard Deviation of 5.15 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, XTANT MEDICAL holds a performance score of 8. The firm owns a Beta (Systematic Risk) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning XTANT MEDICAL are expected to decrease at a much lower rate. During the bear market, XTANT MEDICAL is likely to outperform the market. Please check XTANT MEDICAL's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether XTANT MEDICAL's current price history will revert.
Auto-correlation | 0.18 |
Very weak predictability
XTANT MEDICAL HLDGS has very weak predictability. Overlapping area represents the amount of predictability between XTANT MEDICAL time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 XTANT MEDICAL HLDGS price movement. The serial correlation of 0.18 indicates that over 18.0% of current XTANT MEDICAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
XTANT MEDICAL HLDGS lagged returns against current returns
Autocorrelation, which is XTANT MEDICAL 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 XTANT MEDICAL's stock expected returns. We can calculate the autocorrelation of XTANT MEDICAL returns to help us make a trade decision. For example, suppose you find that XTANT MEDICAL 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 |
XTANT MEDICAL 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 XTANT MEDICAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XTANT MEDICAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XTANT MEDICAL stock over time.
Current vs Lagged Prices |
| Timeline |
XTANT MEDICAL Lagged Returns
When evaluating XTANT MEDICAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XTANT MEDICAL stock have on its future price. XTANT MEDICAL 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, XTANT MEDICAL autocorrelation shows the relationship between XTANT MEDICAL stock current value and its past values and can show if there is a momentum factor associated with investing in XTANT MEDICAL HLDGS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in XTANT Stock
XTANT MEDICAL financial ratios help investors to determine whether XTANT 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 XTANT with respect to the benefits of owning XTANT MEDICAL security.