Intrasense (France) Market Value
| ALINS Stock | EUR 0.27 0.01 3.57% |
| Symbol | Intrasense |
Intrasense '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 Intrasense'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 Intrasense.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Intrasense on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Intrasense or generate 0.0% return on investment in Intrasense over 360 days. Intrasense is related to or competes with Cellectis, and Innate Pharma. Intrasense Socit anonyme designs and develops software solution for advanced visualization and analysis of multimodality... More
Intrasense 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 Intrasense'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 Intrasense upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 52.93 | |||
| Value At Risk | (6.90) | |||
| Potential Upside | 3.85 |
Intrasense Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intrasense's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intrasense's standard deviation. In reality, there are many statistical measures that can use Intrasense historical prices to predict the future Intrasense's volatility.| Risk Adjusted Performance | 0.0037 | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (1.08) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intrasense'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.
Intrasense Backtested Returns
Intrasense holds Efficiency (Sharpe) Ratio of -0.0066, which attests that the entity had a -0.0066% return per unit of risk over the last 3 months. Intrasense exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intrasense's Standard Deviation of 6.14, risk adjusted performance of 0.0037, and Market Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.03, which attests to a somewhat significant risk relative to the market. Intrasense returns are very sensitive to returns on the market. As the market goes up or down, Intrasense is expected to follow. At this point, Intrasense has a negative expected return of -0.0407%. Please make sure to check out Intrasense's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Intrasense performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Intrasense has weak reverse predictability. Overlapping area represents the amount of predictability between Intrasense 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 Intrasense price movement. The serial correlation of -0.22 indicates that over 22.0% of current Intrasense price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intrasense lagged returns against current returns
Autocorrelation, which is Intrasense 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 Intrasense's stock expected returns. We can calculate the autocorrelation of Intrasense returns to help us make a trade decision. For example, suppose you find that Intrasense 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 |
Intrasense 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 Intrasense stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intrasense stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intrasense stock over time.
Current vs Lagged Prices |
| Timeline |
Intrasense Lagged Returns
When evaluating Intrasense's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intrasense stock have on its future price. Intrasense 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, Intrasense autocorrelation shows the relationship between Intrasense stock current value and its past values and can show if there is a momentum factor associated with investing in Intrasense.
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 Intrasense Stock Analysis
When running Intrasense's price analysis, check to measure Intrasense'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 Intrasense is operating at the current time. Most of Intrasense's value examination focuses on studying past and present price action to predict the probability of Intrasense's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intrasense's price. Additionally, you may evaluate how the addition of Intrasense to your portfolios can decrease your overall portfolio volatility.