Icape Holding (France) Market Value

ALICA Stock   7.64  0.06  0.78%   
Icape Holding's market value is the price at which a share of Icape Holding trades on a public exchange. It measures the collective expectations of Icape Holding investors about its performance. Icape Holding is selling at 7.64 as of the 3rd of December 2024; that is 0.78 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 7.64.
With this module, you can estimate the performance of a buy and hold strategy of Icape Holding and determine expected loss or profit from investing in Icape Holding over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol

Icape Holding '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 Icape Holding'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 Icape Holding.
0.00
12/09/2023
No Change 0.00  0.0 
In 11 months and 27 days
12/03/2024
0.00
If you would invest  0.00  in Icape Holding on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Icape Holding or generate 0.0% return on investment in Icape Holding over 360 days.

Icape Holding 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 Icape Holding'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 Icape Holding upside and downside potential and time the market with a certain degree of confidence.

Icape Holding Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Icape Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Icape Holding's standard deviation. In reality, there are many statistical measures that can use Icape Holding historical prices to predict the future Icape Holding's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Icape Holding. Your research has to be compared to or analyzed against Icape Holding's peers to derive any actionable benefits. When done correctly, Icape Holding'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 Icape Holding.

Icape Holding Backtested Returns

Icape Holding holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15% return per unit of risk over the last 3 months. Icape Holding exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Icape Holding's Standard Deviation of 2.4, risk adjusted performance of (0.10), and Market Risk Adjusted Performance of (0.60) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Icape Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Icape Holding is expected to be smaller as well. At this point, Icape Holding has a negative expected return of -0.36%. Please make sure to check out Icape Holding's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if Icape Holding performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.05  

Virtually no predictability

Icape Holding has virtually no predictability. Overlapping area represents the amount of predictability between Icape Holding time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Icape Holding price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Icape Holding price fluctuation can be explain by its past prices.
Correlation Coefficient0.05
Spearman Rank Test0.25
Residual Average0.0
Price Variance1.08

Icape Holding lagged returns against current returns

Autocorrelation, which is Icape Holding 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 Icape Holding's stock expected returns. We can calculate the autocorrelation of Icape Holding returns to help us make a trade decision. For example, suppose you find that Icape Holding 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  

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

Icape Holding Lagged Returns

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

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.

Additional Tools for Icape Stock Analysis

When running Icape Holding's price analysis, check to measure Icape Holding'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 Icape Holding is operating at the current time. Most of Icape Holding's value examination focuses on studying past and present price action to predict the probability of Icape Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Icape Holding's price. Additionally, you may evaluate how the addition of Icape Holding to your portfolios can decrease your overall portfolio volatility.