Iep Invest (Belgium) Market Value
| IEP Stock | EUR 5.35 0.05 0.93% |
| Symbol | Iep |
Iep Invest '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 Iep Invest'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 Iep Invest.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Iep Invest on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Iep Invest or generate 0.0% return on investment in Iep Invest over 60 days. Iep Invest is related to or competes with Atenor SA, GIMV NV, Aedifica, and VGP NV. Iep Invest, NV is an investment firm specializing in investments in and loans to real estate companies More
Iep Invest 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 Iep Invest'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 Iep Invest upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.97 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.48 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 4.85 |
Iep Invest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iep Invest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iep Invest's standard deviation. In reality, there are many statistical measures that can use Iep Invest historical prices to predict the future Iep Invest's volatility.| Risk Adjusted Performance | 0.0205 | |||
| Jensen Alpha | 0.0136 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1936 |
Iep Invest Backtested Returns
Currently, Iep Invest is slightly risky. Iep Invest holds Efficiency (Sharpe) Ratio of 0.0122, which attests that the entity had a 0.0122% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Iep Invest, which you can use to evaluate the volatility of the firm. Please check out Iep Invest's Downside Deviation of 2.97, risk adjusted performance of 0.0205, and Market Risk Adjusted Performance of 0.2036 to validate if the risk estimate we provide is consistent with the expected return of 0.0302%. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Iep Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iep Invest is expected to be smaller as well. Iep Invest right now retains a risk of 2.48%. Please check out Iep Invest sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Iep Invest will be following its current trending patterns.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Iep Invest has insignificant reverse predictability. Overlapping area represents the amount of predictability between Iep Invest time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th of November 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 Iep Invest price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Iep Invest price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Iep Invest lagged returns against current returns
Autocorrelation, which is Iep Invest 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 Iep Invest's stock expected returns. We can calculate the autocorrelation of Iep Invest returns to help us make a trade decision. For example, suppose you find that Iep Invest 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 |
Iep Invest 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 Iep Invest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iep Invest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iep Invest stock over time.
Current vs Lagged Prices |
| Timeline |
Iep Invest Lagged Returns
When evaluating Iep Invest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iep Invest stock have on its future price. Iep Invest 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, Iep Invest autocorrelation shows the relationship between Iep Invest stock current value and its past values and can show if there is a momentum factor associated with investing in Iep Invest.
Regressed Prices |
| Timeline |
Pair Trading with Iep Invest
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Iep Invest position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Iep Invest will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Iep Invest could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Iep Invest when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Iep Invest - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Iep Invest to buy it.
The correlation of Iep Invest is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Iep Invest moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Iep Invest moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Iep Invest can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Iep Stock Analysis
When running Iep Invest's price analysis, check to measure Iep Invest'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 Iep Invest is operating at the current time. Most of Iep Invest's value examination focuses on studying past and present price action to predict the probability of Iep Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iep Invest's price. Additionally, you may evaluate how the addition of Iep Invest to your portfolios can decrease your overall portfolio volatility.