Inpost SA (Netherlands) Market Value
| INPST Stock | EUR 16.61 0.03 0.18% |
| Symbol | Inpost |
Inpost SA '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 Inpost SA'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 Inpost SA.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Inpost SA on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Inpost SA or generate 0.0% return on investment in Inpost SA over 30 days. Inpost SA is related to or competes with PostNL NV, Koninklijke Heijmans, OCI NV, and Koninklijke Vopak. InPost S.A., together with its subsidiaries, operates as an e-commerce enablement platform providing parcel locker servi... More
Inpost SA 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 Inpost SA'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 Inpost SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 18.96 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.67 |
Inpost SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inpost SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inpost SA's standard deviation. In reality, there are many statistical measures that can use Inpost SA historical prices to predict the future Inpost SA's volatility.| Risk Adjusted Performance | 0.0159 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1051 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inpost SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Inpost SA Backtested Returns
At this point, Inpost SA is not too volatile. Inpost SA holds Efficiency (Sharpe) Ratio of 0.0189, which attests that the entity had a 0.0189% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Inpost SA, which you can use to evaluate the volatility of the firm. Please check out Inpost SA's Risk Adjusted Performance of 0.0159, downside deviation of 2.03, and Market Risk Adjusted Performance of 0.1151 to validate if the risk estimate we provide is consistent with the expected return of 0.0441%. Inpost SA has a performance score of 1 on a scale of 0 to 100. 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, Inpost SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inpost SA is expected to be smaller as well. Inpost SA right now retains a risk of 2.33%. Please check out Inpost SA value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Inpost SA will be following its current trending patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Inpost SA has poor reverse predictability. Overlapping area represents the amount of predictability between Inpost SA time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 Inpost SA price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Inpost SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Inpost SA lagged returns against current returns
Autocorrelation, which is Inpost SA 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 Inpost SA's stock expected returns. We can calculate the autocorrelation of Inpost SA returns to help us make a trade decision. For example, suppose you find that Inpost SA 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 |
Inpost SA 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 Inpost SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inpost SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inpost SA stock over time.
Current vs Lagged Prices |
| Timeline |
Inpost SA Lagged Returns
When evaluating Inpost SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inpost SA stock have on its future price. Inpost SA 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, Inpost SA autocorrelation shows the relationship between Inpost SA stock current value and its past values and can show if there is a momentum factor associated with investing in Inpost SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Inpost Stock
Inpost SA financial ratios help investors to determine whether Inpost 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 Inpost with respect to the benefits of owning Inpost SA security.