Xerox Stock Market Value

XRX
 Stock
  

USD 19.11  0.67  3.63%   

Xerox Corp's market value is the price at which a share of Xerox Corp stock trades on a public exchange. It measures the collective expectations of Xerox Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Xerox Corp and determine expected loss or profit from investing in Xerox Corp over a given investment horizon. Check out Xerox Corp Hype Analysis, Xerox Corp Correlation, Xerox Corp Valuation, Xerox Corp Volatility, as well as analyze Xerox Corp Alpha and Beta and Xerox Corp Performance.
Symbol


Is Xerox Corp'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 Xerox Corp. If investors know Xerox 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 Xerox Corp 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 YOY
0.18
Market Capitalization
2.9 B
Quarterly Revenue Growth YOY
-0.026
Return On Assets
0.0086
Return On Equity
-0.13
The market value of Xerox Corp is measured differently than its book value, which is the value of Xerox that is recorded on the company's balance sheet. Investors also form their own opinion of Xerox Corp's value that differs from its market value or its book value, called intrinsic value, which is Xerox Corp'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 Xerox Corp's market value can be influenced by many factors that don't directly affect Xerox Corp'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 Xerox Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Xerox Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xerox Corp'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.

Xerox Corp '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 Xerox Corp'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 Xerox Corp.
0.00
06/13/2022
No Change 0.00  0.0 
In 2 months and 2 days
08/12/2022
0.00
If you would invest  0.00  in Xerox Corp on June 13, 2022 and sell it all today you would earn a total of 0.00 from holding Xerox Corp or generate 0.0% return on investment in Xerox Corp over 60 days. Xerox Corp is related to or competes with Paychex, Pitney Bowes, Paypal Holdings, Visa, Goldman Sachs, Apple, and Editas Medicine. Xerox Holdings Corporation, a workplace technology company, designs, develops, and sells document management systems and...More

Xerox Corp 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 Xerox Corp'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 Xerox Corp upside and downside potential and time the market with a certain degree of confidence.

Xerox Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Xerox Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xerox Corp's standard deviation. In reality, there are many statistical measures that can use Xerox Corp historical prices to predict the future Xerox Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Xerox Corp'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. Please use the tools below to analyze the current value of Xerox Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
16.0318.8421.65
Details
Intrinsic
Valuation
LowReal ValueHigh
14.5317.3420.15
Details
2 Analysts
Consensus
LowTarget PriceHigh
16.0018.0020.00
Details
Earnings
Estimates (2)
LowProjected EPSHigh
1.451.501.55
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Xerox Corp. Your research has to be compared to or analyzed against Xerox Corp's peers to derive any actionable benefits. When done correctly, Xerox Corp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Xerox Corp.

Xerox Corp Backtested Returns

We consider Xerox Corp not too volatile. Xerox Corp shows Sharpe Ratio of 0.0526, which attests that the company had 0.0526% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Xerox Corp, which you can use to evaluate the future volatility of the company. Please check out Xerox Corp Market Risk Adjusted Performance of 0.1156, mean deviation of 2.16, and Downside Deviation of 3.07 to validate if the risk estimate we provide is consistent with the expected return of 0.15%.
Xerox Corp has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of 1.4593, which attests to a somewhat significant risk relative to the market. Let's try to break down what Xerox's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Xerox Corp will likely underperform. Although it is important to respect Xerox Corp historical price patterns, it is better to be realistic regarding the information on the equity's current price history. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining Xerox Corp technical indicators, you can presently evaluate if the expected return of 0.15% will be sustainable into the future. Xerox Corp right now maintains a risk of 2.81%. Please check out Xerox Corp value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change to decide if Xerox Corp will be following its historical returns.

Auto-correlation

    
  -0.8  

Almost perfect reverse predictability

Xerox Corp has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Xerox Corp time series from 13th of June 2022 to 13th of July 2022 and 13th of July 2022 to 12th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Xerox Corp price movement. The serial correlation of -0.8 indicates that around 80.0% of current Xerox Corp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.8
Spearman Rank Test-0.8
Residual Average0.0
Price Variance1.47

Xerox Corp lagged returns against current returns

Autocorrelation, which is Xerox Corp 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 Xerox Corp's stock expected returns. We can calculate the autocorrelation of Xerox Corp returns to help us make a trade decision. For example, suppose you find that Xerox Corp stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Xerox Corp 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 Xerox Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xerox Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xerox Corp stock over time.
   Current vs Lagged Prices   
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       Timeline  

Xerox Corp Lagged Returns

When evaluating Xerox Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xerox Corp stock have on its future price. Xerox Corp 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, Xerox Corp autocorrelation shows the relationship between Xerox Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Xerox Corp.
   Regressed Prices   
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       Timeline  

Xerox Corp Investors Sentiment

The influence of Xerox Corp'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 Xerox. 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 markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Xerox Corp's public news can be used to forecast risks associated with investment in Xerox. The trend in average sentiment can be used to explain how an investor holding Xerox can time the market purely based on public headlines and social activities around Xerox Corp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Xerox Corp'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 Xerox Corp'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 Xerox Corp's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Xerox Corp.

Xerox Corp Implied Volatility

    
  50.36  
Xerox Corp's implied volatility exposes the market's sentiment of Xerox Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Xerox Corp's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Xerox Corp stock will not fluctuate a lot when Xerox Corp's options are near their expiration.
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 Xerox Corp 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, Xerox Corp's short interest history, or implied volatility extrapolated from Xerox Corp options trading.

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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.
Check out Xerox Corp Hype Analysis, Xerox Corp Correlation, Xerox Corp Valuation, Xerox Corp Volatility, as well as analyze Xerox Corp Alpha and Beta and Xerox Corp Performance. Note that the Xerox Corp information on this page should be used as a complementary analysis to other Xerox Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for Xerox Stock analysis

When running Xerox Corp price analysis, check to measure Xerox Corp'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 Xerox Corp is operating at the current time. Most of Xerox Corp's value examination focuses on studying past and present price action to predict the probability of Xerox Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Xerox Corp's price. Additionally, you may evaluate how the addition of Xerox Corp to your portfolios can decrease your overall portfolio volatility.
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Xerox Corp 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.
A focus of Xerox Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Xerox Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...