Infimer (Israel) Market Value
| INFR Stock | ILA 20,890 15,890 317.80% |
| Symbol | Infimer |
Infimer '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 Infimer'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 Infimer.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Infimer on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Infimer or generate 0.0% return on investment in Infimer over 30 days. Infimer is related to or competes with Amot Investments, Aura Investments, Payment Financial, Meitav Dash, GODM Investments, and Isras Investment. Infimer Ltd develops technology and production processes for converting municipal solid waste More
Infimer 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 Infimer'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 Infimer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 56.95 | |||
| Information Ratio | 0.2113 | |||
| Maximum Drawdown | 1989999.99 | |||
| Value At Risk | (99.97) | |||
| Potential Upside | 340566.67 |
Infimer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infimer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infimer's standard deviation. In reality, there are many statistical measures that can use Infimer historical prices to predict the future Infimer's volatility.| Risk Adjusted Performance | 0.1632 | |||
| Jensen Alpha | 69190.76 | |||
| Total Risk Alpha | 28506.04 | |||
| Sortino Ratio | 1215.06 | |||
| Treynor Ratio | 728.41 |
Infimer Backtested Returns
Infimer is out of control given 3 months investment horizon. Infimer holds Efficiency (Sharpe) Ratio of 0.36, which attests that the entity had a 0.36% return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 125.9% are justified by taking the suggested risk. Use Infimer Market Risk Adjusted Performance of 728.42, risk adjusted performance of 0.1632, and Downside Deviation of 56.95 to evaluate company specific risk that cannot be diversified away. Infimer holds a performance score of 28 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 95.0, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Infimer will likely underperform. Use Infimer coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on Infimer.
Auto-correlation | -0.27 |
Weak reverse predictability
Infimer has weak reverse predictability. Overlapping area represents the amount of predictability between Infimer time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Infimer price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Infimer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 65.2 M |
Infimer lagged returns against current returns
Autocorrelation, which is Infimer 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 Infimer's stock expected returns. We can calculate the autocorrelation of Infimer returns to help us make a trade decision. For example, suppose you find that Infimer 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 |
Infimer 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 Infimer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infimer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infimer stock over time.
Current vs Lagged Prices |
| Timeline |
Infimer Lagged Returns
When evaluating Infimer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infimer stock have on its future price. Infimer 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, Infimer autocorrelation shows the relationship between Infimer stock current value and its past values and can show if there is a momentum factor associated with investing in Infimer.
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.Other Information on Investing in Infimer Stock
Infimer financial ratios help investors to determine whether Infimer 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 Infimer with respect to the benefits of owning Infimer security.