Innovative Solutions And Stock Market Value
| ISSC Stock | USD 7.76 0.02 0.26% |
| Symbol | Innovative |
Innovative Solutions and Price To Book Ratio
Is Aerospace & Defense space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Innovative Solutions. If investors know Innovative will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Innovative Solutions listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.111 | Earnings Share 0.38 | Revenue Per Share 2.569 | Quarterly Revenue Growth 0.478 | Return On Assets 0.0931 |
The market value of Innovative Solutions and is measured differently than its book value, which is the value of Innovative that is recorded on the company's balance sheet. Investors also form their own opinion of Innovative Solutions' value that differs from its market value or its book value, called intrinsic value, which is Innovative Solutions' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Innovative Solutions' market value can be influenced by many factors that don't directly affect Innovative Solutions' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Innovative Solutions' value and its price as these two are different measures arrived at by different means. Investors typically determine if Innovative Solutions is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Innovative Solutions' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Innovative Solutions '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 Innovative Solutions' 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 Innovative Solutions.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Innovative Solutions on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Innovative Solutions and or generate 0.0% return on investment in Innovative Solutions over 360 days. Innovative Solutions is related to or competes with Archer Aviation, Rocket Lab, Lilium NV, HEICO, Embraer SA, Heico, and Eve Holding. Innovative Solutions and Support, Inc., a systems integrator, designs, develops, manufactures, sells, and services fligh... More
Innovative Solutions 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 Innovative Solutions' 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 Innovative Solutions and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.0122 | |||
| Maximum Drawdown | 9.31 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 3.28 |
Innovative Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovative Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovative Solutions' standard deviation. In reality, there are many statistical measures that can use Innovative Solutions historical prices to predict the future Innovative Solutions' volatility.| Risk Adjusted Performance | 0.0715 | |||
| Jensen Alpha | 0.066 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0125 | |||
| Treynor Ratio | 0.2274 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Innovative Solutions' 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.
Innovative Solutions and Backtested Returns
At this point, Innovative Solutions is not too volatile. Innovative Solutions and holds Efficiency (Sharpe) Ratio of 0.0931, which attests that the entity had a 0.0931% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Innovative Solutions and, which you can use to evaluate the volatility of the firm. Please check out Innovative Solutions' Downside Deviation of 1.83, market risk adjusted performance of 0.2374, and Risk Adjusted Performance of 0.0715 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Innovative Solutions has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Innovative Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovative Solutions is expected to be smaller as well. Innovative Solutions and right now retains a risk of 1.9%. Please check out Innovative Solutions sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Innovative Solutions will be following its current trending patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Innovative Solutions and has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Innovative Solutions time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Innovative Solutions and price movement. The serial correlation of -0.72 indicates that around 72.0% of current Innovative Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Innovative Solutions and lagged returns against current returns
Autocorrelation, which is Innovative Solutions 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 Innovative Solutions' stock expected returns. We can calculate the autocorrelation of Innovative Solutions returns to help us make a trade decision. For example, suppose you find that Innovative Solutions 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 |
Innovative Solutions 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 Innovative Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Innovative Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Innovative Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Innovative Solutions Lagged Returns
When evaluating Innovative Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Innovative Solutions stock have on its future price. Innovative Solutions 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, Innovative Solutions autocorrelation shows the relationship between Innovative Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Innovative Solutions and.
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.When determining whether Innovative Solutions and offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Innovative Solutions' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Innovative Solutions And Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Innovative Solutions And Stock:Check out Innovative Solutions Correlation, Innovative Solutions Volatility and Innovative Solutions Alpha and Beta module to complement your research on Innovative Solutions. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Innovative Solutions technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.