X-FAB Silicon's market value is the price at which a share of X-FAB Silicon trades on a public exchange. It measures the collective expectations of X FAB Silicon Foundries investors about its performance. X-FAB Silicon is trading at 7.28 as of the 29th of July 2025. This is a 2.41 percent decrease since the beginning of the trading day. The stock's lowest day price was 7.28. With this module, you can estimate the performance of a buy and hold strategy of X FAB Silicon Foundries and determine expected loss or profit from investing in X-FAB Silicon over a given investment horizon. Check out X-FAB Silicon Correlation, X-FAB Silicon Volatility and X-FAB Silicon Alpha and Beta module to complement your research on X-FAB Silicon.
Please note, there is a significant difference between X-FAB Silicon's value and its price as these two are different measures arrived at by different means. Investors typically determine if X-FAB Silicon is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, X-FAB Silicon'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.
X-FAB Silicon '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 X-FAB Silicon's pink sheet 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 X-FAB Silicon.
0.00
04/30/2025
No Change 0.00
0.0
In 3 months and 1 day
07/29/2025
0.00
If you would invest 0.00 in X-FAB Silicon on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding X FAB Silicon Foundries or generate 0.0% return on investment in X-FAB Silicon over 90 days. X-FAB Silicon is related to or competes with NVIDIA, Intel, Taiwan Semiconductor, Marvell Technology, Micron Technology, and Advanced Micro. X-FAB Silicon Foundries SE operates as an analogmixed-signal semiconductor technology foundry More
X-FAB Silicon 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 X-FAB Silicon's pink sheet 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 X FAB Silicon Foundries upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for X-FAB Silicon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as X-FAB Silicon's standard deviation. In reality, there are many statistical measures that can use X-FAB Silicon historical prices to predict the future X-FAB Silicon's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as X-FAB Silicon. Your research has to be compared to or analyzed against X-FAB Silicon's peers to derive any actionable benefits. When done correctly, X-FAB Silicon's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in X FAB Silicon.
X FAB Silicon Backtested Returns
X-FAB Silicon appears to be somewhat reliable, given 3 months investment horizon. X FAB Silicon shows Sharpe Ratio of 0.2, which attests that the company had a 0.2 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for X FAB Silicon, which you can use to evaluate the volatility of the entity. Please utilize X-FAB Silicon's Risk Adjusted Performance of 0.2191, downside deviation of 2.96, and Mean Deviation of 1.67 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, X-FAB Silicon holds a performance score of 15. The firm maintains a market beta of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, X-FAB Silicon's returns are expected to increase less than the market. However, during the bear market, the loss of holding X-FAB Silicon is expected to be smaller as well. Please check X-FAB Silicon's potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to make a quick decision on whether X-FAB Silicon's historical returns will revert.
Auto-correlation
0.54
Modest predictability
X FAB Silicon Foundries has modest predictability. Overlapping area represents the amount of predictability between X-FAB Silicon time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 X FAB Silicon price movement. The serial correlation of 0.54 indicates that about 54.0% of current X-FAB Silicon price fluctuation can be explain by its past prices.
Correlation Coefficient
0.54
Spearman Rank Test
0.47
Residual Average
0.0
Price Variance
0.33
X FAB Silicon lagged returns against current returns
Autocorrelation, which is X-FAB Silicon pink sheet'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 X-FAB Silicon's pink sheet expected returns. We can calculate the autocorrelation of X-FAB Silicon returns to help us make a trade decision. For example, suppose you find that X-FAB Silicon has exhibited high autocorrelation historically, and you observe that the pink sheet 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
X-FAB Silicon 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 X-FAB Silicon pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if X-FAB Silicon pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in X-FAB Silicon pink sheet over time.
Current vs Lagged Prices
Timeline
X-FAB Silicon Lagged Returns
When evaluating X-FAB Silicon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of X-FAB Silicon pink sheet have on its future price. X-FAB Silicon 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, X-FAB Silicon autocorrelation shows the relationship between X-FAB Silicon pink sheet current value and its past values and can show if there is a momentum factor associated with investing in X FAB Silicon Foundries.
Other Information on Investing in X-FAB Pink Sheet
X-FAB Silicon financial ratios help investors to determine whether X-FAB Pink Sheet 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 X-FAB with respect to the benefits of owning X-FAB Silicon security.