Information Services (Germany) Market Value
| ISW Stock | EUR 34.00 0.20 0.59% |
| Symbol | Information |
Information Services '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 Information Services' 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 Information Services.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Information Services on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Information Services International Dentsu or generate 0.0% return on investment in Information Services over 210 days. Information Services is related to or competes with Mitsubishi Gas, Tencent Music, BW OFFSHORE, NISSAN CHEMICAL, Warner Music, AIR PRODCHEMICALS, and Eidesvik Offshore. Information Services International-Dentsu, Ltd More
Information Services 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 Information Services' 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 Information Services International Dentsu upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 13.42 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 3.77 |
Information Services Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Information Services' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Information Services' standard deviation. In reality, there are many statistical measures that can use Information Services historical prices to predict the future Information Services' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (0.14) |
Information Services Backtested Returns
Information Services holds Efficiency (Sharpe) Ratio of -0.0342, which attests that the entity had a -0.0342% return per unit of risk over the last 3 months. Information Services exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Information Services' Market Risk Adjusted Performance of (0.13), standard deviation of 2.15, and Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Information Services' returns are expected to increase less than the market. However, during the bear market, the loss of holding Information Services is expected to be smaller as well. At this point, Information Services has a negative expected return of -0.0734%. Please make sure to check out Information Services' total risk alpha, kurtosis, and the relationship between the information ratio and potential upside , to decide if Information Services performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Information Services International Dentsu has insignificant reverse predictability. Overlapping area represents the amount of predictability between Information Services time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd 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 Information Services price movement. The serial correlation of -0.19 indicates that over 19.0% of current Information Services price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 2.8 |
Information Services lagged returns against current returns
Autocorrelation, which is Information Services 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 Information Services' stock expected returns. We can calculate the autocorrelation of Information Services returns to help us make a trade decision. For example, suppose you find that Information Services 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 |
Information Services 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 Information Services stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Information Services stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Information Services stock over time.
Current vs Lagged Prices |
| Timeline |
Information Services Lagged Returns
When evaluating Information Services' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Information Services stock have on its future price. Information Services 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, Information Services autocorrelation shows the relationship between Information Services stock current value and its past values and can show if there is a momentum factor associated with investing in Information Services International Dentsu.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Information Stock
Information Services financial ratios help investors to determine whether Information 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 Information with respect to the benefits of owning Information Services security.