Indivior PLC (UK) Market Value
| INDV Stock | 931.00 19.00 2.00% |
| Symbol | Indivior |
Indivior PLC '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 Indivior PLC'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 Indivior PLC.
| 09/19/2024 |
| 12/18/2024 |
If you would invest 0.00 in Indivior PLC on September 19, 2024 and sell it all today you would earn a total of 0.00 from holding Indivior PLC or generate 0.0% return on investment in Indivior PLC over 90 days. Indivior PLC is related to or competes with Home Depot, River, Chrysalis Investments, and NVIDIA Corp. Indivior PLC is entity of United Kingdom More
Indivior PLC 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 Indivior PLC'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 Indivior PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.95 | |||
| Information Ratio | 0.1017 | |||
| Maximum Drawdown | 23.95 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 5.78 |
Indivior PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indivior PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indivior PLC's standard deviation. In reality, there are many statistical measures that can use Indivior PLC historical prices to predict the future Indivior PLC's volatility.| Risk Adjusted Performance | 0.095 | |||
| Jensen Alpha | 0.4245 | |||
| Total Risk Alpha | 0.1393 | |||
| Sortino Ratio | 0.0952 | |||
| Treynor Ratio | 2.63 |
Indivior PLC Backtested Returns
Indivior PLC appears to be very steady, given 3 months investment horizon. Indivior PLC holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Indivior PLC, which you can use to evaluate the volatility of the firm. Please utilize Indivior PLC's Market Risk Adjusted Performance of 2.64, risk adjusted performance of 0.095, and Downside Deviation of 3.95 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Indivior PLC holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Indivior PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indivior PLC is expected to be smaller as well. Please check Indivior PLC's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Indivior PLC's current trending patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Indivior PLC has poor reverse predictability. Overlapping area represents the amount of predictability between Indivior PLC time series from 19th of September 2024 to 3rd of November 2024 and 3rd of November 2024 to 18th 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 Indivior PLC price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Indivior PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 4163.47 |
Indivior PLC lagged returns against current returns
Autocorrelation, which is Indivior PLC 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 Indivior PLC's stock expected returns. We can calculate the autocorrelation of Indivior PLC returns to help us make a trade decision. For example, suppose you find that Indivior PLC 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 |
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Indivior PLC 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 Indivior PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indivior PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indivior PLC stock over time.
Current vs Lagged Prices |
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Indivior PLC Lagged Returns
When evaluating Indivior PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indivior PLC stock have on its future price. Indivior PLC 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, Indivior PLC autocorrelation shows the relationship between Indivior PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Indivior PLC.
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 Indivior Stock Analysis
When running Indivior PLC's price analysis, check to measure Indivior PLC'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 Indivior PLC is operating at the current time. Most of Indivior PLC's value examination focuses on studying past and present price action to predict the probability of Indivior PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indivior PLC's price. Additionally, you may evaluate how the addition of Indivior PLC to your portfolios can decrease your overall portfolio volatility.