Xylem Inc Stock Market Value
| XYL Stock | USD 130.72 1.74 1.35% |
| Symbol | Xylem |
Xylem Inc Price To Book Ratio
Is Xylem's industry 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 0.341 | Dividend Share 1.32 | Earnings Share 2.79 | Revenue Per Share 33.934 | Quarterly Revenue Growth 0.406 |
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.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Xylem on May 5, 2022 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 720 days. Xylem is related to or competes with Emerson Electric, Eaton PLC, Generac Holdings, Cummins, and Rockwell Automation. 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.
| Downside Deviation | 0.8363 | |||
| Information Ratio | 0.1289 | |||
| Maximum Drawdown | 6.19 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.99 |
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 | 0.1332 | |||
| Jensen Alpha | 0.136 | |||
| Total Risk Alpha | 0.0795 | |||
| Sortino Ratio | 0.1715 | |||
| Treynor Ratio | 0.2036 |
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
Xylem appears to be very steady, given 3 months investment horizon. Xylem Inc shows Sharpe Ratio of 0.22, which attests that the company had a 0.22% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Xylem Inc, which you can use to evaluate the volatility of the company. Please utilize Xylem's Downside Deviation of 0.8363, mean deviation of 0.808, and Market Risk Adjusted Performance of 0.2136 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Xylem holds a performance score of 17. The firm maintains a market beta of 1.09, which attests to a somewhat significant risk relative to the market. Xylem returns are very sensitive to returns on the market. As the market goes up or down, Xylem is expected to follow. Please check Xylem's potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to make a quick decision on whether Xylem's historical returns will revert.
Auto-correlation | 0.20 |
Weak predictability
Xylem Inc has weak predictability. Overlapping area represents the amount of predictability between Xylem time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th of April 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 0.2 indicates that over 20.0% of current Xylem price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 142.73 |
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 |
Xylem Investors Sentiment
The influence of Xylem's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Xylem. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Xylem's public news can be used to forecast risks associated with an investment in Xylem. The trend in average sentiment can be used to explain how an investor holding Xylem can time the market purely based on public headlines and social activities around Xylem Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Xylem's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Xylem's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Xylem's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Xylem.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Xylem in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Xylem's short interest history, or implied volatility extrapolated from Xylem options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Xylem Inc is a strong investment it is important to analyze Xylem's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Xylem's future performance. For an informed investment choice regarding Xylem Stock, refer to the following important reports:Check out Xylem Correlation, Xylem Volatility and Xylem Alpha and Beta module to complement your research on Xylem. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Xylem Stock analysis
When running Xylem's price analysis, check to measure Xylem'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 Xylem is operating at the current time. Most of Xylem's value examination focuses on studying past and present price action to predict the probability of Xylem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xylem's price. Additionally, you may evaluate how the addition of Xylem to your portfolios can decrease your overall portfolio volatility.
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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.