Infineon Technologies (Germany) Market Value
| IFX Stock | EUR 31.51 0.91 2.81% |
| Symbol | Infineon |
Infineon Technologies '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 Infineon Technologies' 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 Infineon Technologies.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Infineon Technologies on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Infineon Technologies AG or generate 0.0% return on investment in Infineon Technologies over 30 days. Infineon Technologies is related to or competes with NetSol Technologies, National Health, ACCSYS TECHPLC, Ramsay Health, Cardinal Health, Bausch Health, and GUARDANT HEALTH. More
Infineon Technologies 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 Infineon Technologies' 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 Infineon Technologies AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.0184 | |||
| Maximum Drawdown | 9.09 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 3.12 |
Infineon Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infineon Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infineon Technologies' standard deviation. In reality, there are many statistical measures that can use Infineon Technologies historical prices to predict the future Infineon Technologies' volatility.| Risk Adjusted Performance | 0.0337 | |||
| Jensen Alpha | 0.0489 | |||
| Total Risk Alpha | 0.0037 | |||
| Sortino Ratio | 0.0181 | |||
| Treynor Ratio | 0.1466 |
Infineon Technologies Backtested Returns
At this point, Infineon Technologies is very steady. Infineon Technologies holds Efficiency (Sharpe) Ratio of 0.0653, which attests that the entity had a 0.0653% return per unit of risk over the last 3 months. We have found thirty technical indicators for Infineon Technologies, which you can use to evaluate the volatility of the firm. Please check out Infineon Technologies' Risk Adjusted Performance of 0.0337, downside deviation of 1.97, and Market Risk Adjusted Performance of 0.1566 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Infineon Technologies has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Infineon Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Infineon Technologies is expected to be smaller as well. Infineon Technologies right now retains a risk of 1.87%. Please check out Infineon Technologies total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Infineon Technologies will be following its current trending patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Infineon Technologies AG has good reverse predictability. Overlapping area represents the amount of predictability between Infineon Technologies time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 Infineon Technologies price movement. The serial correlation of -0.54 indicates that about 54.0% of current Infineon Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Infineon Technologies lagged returns against current returns
Autocorrelation, which is Infineon Technologies 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 Infineon Technologies' stock expected returns. We can calculate the autocorrelation of Infineon Technologies returns to help us make a trade decision. For example, suppose you find that Infineon Technologies 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 |
Infineon Technologies 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 Infineon Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infineon Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infineon Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Infineon Technologies Lagged Returns
When evaluating Infineon Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infineon Technologies stock have on its future price. Infineon Technologies 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, Infineon Technologies autocorrelation shows the relationship between Infineon Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Infineon Technologies AG.
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.Other Information on Investing in Infineon Stock
Infineon Technologies financial ratios help investors to determine whether Infineon Stock 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 Infineon with respect to the benefits of owning Infineon Technologies security.