Xpel Inc Stock Market Value
| XPEL Stock | USD 36.95 0.34 0.93% |
| Symbol | Xpel |
Xpel Inc Price To Book Ratio
Is Automotive Parts & Equipment 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 Xpel. If investors know Xpel 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 Xpel 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 0.292 | Earnings Share 1.72 | Revenue Per Share | Quarterly Revenue Growth 0.152 | Return On Assets |
The market value of Xpel Inc is measured differently than its book value, which is the value of Xpel that is recorded on the company's balance sheet. Investors also form their own opinion of Xpel's value that differs from its market value or its book value, called intrinsic value, which is Xpel'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 Xpel's market value can be influenced by many factors that don't directly affect Xpel'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 Xpel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xpel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xpel'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.
Xpel '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 Xpel'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 Xpel.
| 03/10/2025 |
| 06/08/2025 |
If you would invest 0.00 in Xpel on March 10, 2025 and sell it all today you would earn a total of 0.00 from holding Xpel Inc or generate 0.0% return on investment in Xpel over 90 days. Xpel is related to or competes with Dorman Products, Standard, Motorcar Parts, Stoneridge, Gentex, Monro Muffler, and Douglas Dynamics. XPEL, Inc. manufactures, sells, distributes, and installs after-market automotive products More
Xpel 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 Xpel'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 Xpel Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.9 | |||
| Information Ratio | 0.0954 | |||
| Maximum Drawdown | 18.68 | |||
| Value At Risk | (4.86) | |||
| Potential Upside | 5.8 |
Xpel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xpel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xpel's standard deviation. In reality, there are many statistical measures that can use Xpel historical prices to predict the future Xpel's volatility.| Risk Adjusted Performance | 0.1678 | |||
| Jensen Alpha | 0.3645 | |||
| Total Risk Alpha | 0.3693 | |||
| Sortino Ratio | 0.1253 | |||
| Treynor Ratio | 0.2801 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xpel'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.
Xpel Inc Backtested Returns
Xpel appears to be not too volatile, given 3 months investment horizon. Xpel Inc shows Sharpe Ratio of 0.1, which attests that the company had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Xpel Inc, which you can use to evaluate the volatility of the company. Please utilize Xpel's Market Risk Adjusted Performance of 0.2901, downside deviation of 2.9, and Mean Deviation of 2.61 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Xpel holds a performance score of 8. The firm maintains a market beta of 1.28, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Xpel will likely underperform. Please check Xpel's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Xpel's historical returns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
Xpel Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Xpel time series from 10th of March 2025 to 24th of April 2025 and 24th of April 2025 to 8th of June 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 Xpel Inc price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Xpel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 13.73 |
Xpel Inc lagged returns against current returns
Autocorrelation, which is Xpel 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 Xpel's stock expected returns. We can calculate the autocorrelation of Xpel returns to help us make a trade decision. For example, suppose you find that Xpel 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 |
Xpel 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 Xpel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xpel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xpel stock over time.
Current vs Lagged Prices |
| Timeline |
Xpel Lagged Returns
When evaluating Xpel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xpel stock have on its future price. Xpel 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, Xpel autocorrelation shows the relationship between Xpel stock current value and its past values and can show if there is a momentum factor associated with investing in Xpel Inc.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Xpel Correlation, Xpel Volatility and Xpel Alpha and Beta module to complement your research on Xpel. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Xpel 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.