Infrastrutture Wireless (UK) Market Value
| 0R8S Stock | 9.75 0.01 0.10% |
| Symbol | Infrastrutture |
Infrastrutture Wireless '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 Infrastrutture Wireless' 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 Infrastrutture Wireless.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Infrastrutture Wireless on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Infrastrutture Wireless Italiane or generate 0.0% return on investment in Infrastrutture Wireless over 360 days. Infrastrutture Wireless is related to or competes with Uniper SE, Mulberry Group, London Security, Triad Group, World Chess, SURETRACK MON, and Heavitree Brewery. Infrastrutture Wireless is entity of United Kingdom More
Infrastrutture Wireless 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 Infrastrutture Wireless' 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 Infrastrutture Wireless Italiane upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 7.55 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.37 |
Infrastrutture Wireless Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infrastrutture Wireless' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infrastrutture Wireless' standard deviation. In reality, there are many statistical measures that can use Infrastrutture Wireless historical prices to predict the future Infrastrutture Wireless' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (1.19) |
Infrastrutture Wireless Backtested Returns
Infrastrutture Wireless holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14% return per unit of risk over the last 3 months. Infrastrutture Wireless exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Infrastrutture Wireless' Standard Deviation of 1.16, risk adjusted performance of (0.09), and Market Risk Adjusted Performance of (1.18) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Infrastrutture Wireless' returns are expected to increase less than the market. However, during the bear market, the loss of holding Infrastrutture Wireless is expected to be smaller as well. At this point, Infrastrutture Wireless has a negative expected return of -0.16%. Please make sure to check out Infrastrutture Wireless' coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Infrastrutture Wireless performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.67 |
Very good reverse predictability
Infrastrutture Wireless Italiane has very good reverse predictability. Overlapping area represents the amount of predictability between Infrastrutture Wireless time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Infrastrutture Wireless price movement. The serial correlation of -0.67 indicates that around 67.0% of current Infrastrutture Wireless price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Infrastrutture Wireless lagged returns against current returns
Autocorrelation, which is Infrastrutture Wireless 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 Infrastrutture Wireless' stock expected returns. We can calculate the autocorrelation of Infrastrutture Wireless returns to help us make a trade decision. For example, suppose you find that Infrastrutture Wireless 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 |
Infrastrutture Wireless 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 Infrastrutture Wireless stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infrastrutture Wireless stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infrastrutture Wireless stock over time.
Current vs Lagged Prices |
| Timeline |
Infrastrutture Wireless Lagged Returns
When evaluating Infrastrutture Wireless' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infrastrutture Wireless stock have on its future price. Infrastrutture Wireless 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, Infrastrutture Wireless autocorrelation shows the relationship between Infrastrutture Wireless stock current value and its past values and can show if there is a momentum factor associated with investing in Infrastrutture Wireless Italiane.
Regressed Prices |
| Timeline |
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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.Additional Tools for Infrastrutture Stock Analysis
When running Infrastrutture Wireless' price analysis, check to measure Infrastrutture Wireless' 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 Infrastrutture Wireless is operating at the current time. Most of Infrastrutture Wireless' value examination focuses on studying past and present price action to predict the probability of Infrastrutture Wireless' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infrastrutture Wireless' price. Additionally, you may evaluate how the addition of Infrastrutture Wireless to your portfolios can decrease your overall portfolio volatility.