Ismailia National's market value is the price at which a share of Ismailia National trades on a public exchange. It measures the collective expectations of Ismailia National Food investors about its performance. Ismailia National is trading at 64.01 as of the 14th of December 2024. This is a 1.98 percent down since the beginning of the trading day. The stock's lowest day price was 63.77. With this module, you can estimate the performance of a buy and hold strategy of Ismailia National Food and determine expected loss or profit from investing in Ismailia National over a given investment horizon. Check out Risk vs Return Analysis 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 board of governors.
Symbol
Ismailia
Ismailia National '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 Ismailia National'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 Ismailia National.
0.00
11/14/2024
No Change 0.00
0.0
In 30 days
12/14/2024
0.00
If you would invest 0.00 in Ismailia National on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Ismailia National Food or generate 0.0% return on investment in Ismailia National over 30 days.
Ismailia National 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 Ismailia National'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 Ismailia National Food upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ismailia National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ismailia National's standard deviation. In reality, there are many statistical measures that can use Ismailia National historical prices to predict the future Ismailia National's volatility.
At this point, Ismailia National is very steady. Ismailia National Food holds Efficiency (Sharpe) Ratio of 0.009, which attests that the entity had a 0.009% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ismailia National Food, which you can use to evaluate the volatility of the firm. Please check out Ismailia National's Market Risk Adjusted Performance of 0.1667, downside deviation of 1.8, and Risk Adjusted Performance of 0.0239 to validate if the risk estimate we provide is consistent with the expected return of 0.0153%. The company retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ismailia National's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ismailia National is expected to be smaller as well. Ismailia National Food right now retains a risk of 1.7%. Please check out Ismailia National standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Ismailia National will be following its current trending patterns.
Auto-correlation
0.01
Virtually no predictability
Ismailia National Food has virtually no predictability. Overlapping area represents the amount of predictability between Ismailia National time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Ismailia National Food price movement. The serial correlation of 0.01 indicates that just 1.0% of current Ismailia National price fluctuation can be explain by its past prices.
Correlation Coefficient
0.01
Spearman Rank Test
0.55
Residual Average
0.0
Price Variance
1.61
Ismailia National Food lagged returns against current returns
Autocorrelation, which is Ismailia National 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 Ismailia National's stock expected returns. We can calculate the autocorrelation of Ismailia National returns to help us make a trade decision. For example, suppose you find that Ismailia National 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
Ismailia National 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 Ismailia National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ismailia National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ismailia National stock over time.
Current vs Lagged Prices
Timeline
Ismailia National Lagged Returns
When evaluating Ismailia National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ismailia National stock have on its future price. Ismailia National 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, Ismailia National autocorrelation shows the relationship between Ismailia National stock current value and its past values and can show if there is a momentum factor associated with investing in Ismailia National Food.
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.