Investcorp India Acquisition Stock Market Value
| IVCAU Stock | USD 11.65 0.00 0.00% |
| Symbol | Investcorp |
Investcorp India Acq Price To Book Ratio
Is Asset Management & Custody Banks 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 Investcorp India. If investors know Investcorp 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 Investcorp India 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 (0.05) | Return On Assets (0) |
The market value of Investcorp India Acq is measured differently than its book value, which is the value of Investcorp that is recorded on the company's balance sheet. Investors also form their own opinion of Investcorp India's value that differs from its market value or its book value, called intrinsic value, which is Investcorp India's 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 Investcorp India's market value can be influenced by many factors that don't directly affect Investcorp India's 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 Investcorp India's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investcorp India is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investcorp India's 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.
Investcorp India '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 Investcorp India'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 Investcorp India.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Investcorp India on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Investcorp India Acquisition or generate 0.0% return on investment in Investcorp India over 720 days. Investcorp India is related to or competes with Univest Pennsylvania, LithiumBank Resources, Uranium Energy, Arrow Financial, Siriuspoint, and Pintec Technology. Investcorp India Acquisition Corp focuses on effecting a merger, share exchange, asset acquisition, share purchase, reor... More
Investcorp India 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 Investcorp India'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 Investcorp India Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 1.38 |
Investcorp India Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investcorp India's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investcorp India's standard deviation. In reality, there are many statistical measures that can use Investcorp India historical prices to predict the future Investcorp India's volatility.| Risk Adjusted Performance | 0.0232 | |||
| Jensen Alpha | 0.005 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.19) |
Investcorp India Acq Backtested Returns
Currently, Investcorp India Acquisition is very steady. Investcorp India Acq holds Efficiency (Sharpe) Ratio of 0.0766, which attests that the entity had a 0.0766% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Investcorp India Acq, which you can use to evaluate the volatility of the firm. Please check out Investcorp India's Market Risk Adjusted Performance of (0.18), standard deviation of 0.1767, and Risk Adjusted Performance of 0.0232 to validate if the risk estimate we provide is consistent with the expected return of 0.0138%. Investcorp India has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0171, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investcorp India are expected to decrease at a much lower rate. During the bear market, Investcorp India is likely to outperform the market. Investcorp India Acq right now retains a risk of 0.18%. Please check out Investcorp India risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if Investcorp India will be following its current trending patterns.
Auto-correlation | 0.90 |
Excellent predictability
Investcorp India Acquisition has excellent predictability. Overlapping area represents the amount of predictability between Investcorp India time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Investcorp India Acq price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Investcorp India price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Investcorp India Acq lagged returns against current returns
Autocorrelation, which is Investcorp India 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 Investcorp India's stock expected returns. We can calculate the autocorrelation of Investcorp India returns to help us make a trade decision. For example, suppose you find that Investcorp India 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 |
Investcorp India 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 Investcorp India stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investcorp India stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investcorp India stock over time.
Current vs Lagged Prices |
| Timeline |
Investcorp India Lagged Returns
When evaluating Investcorp India's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investcorp India stock have on its future price. Investcorp India 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, Investcorp India autocorrelation shows the relationship between Investcorp India stock current value and its past values and can show if there is a momentum factor associated with investing in Investcorp India Acquisition.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Investcorp Stock Analysis
When running Investcorp India's price analysis, check to measure Investcorp India's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Investcorp India is operating at the current time. Most of Investcorp India's value examination focuses on studying past and present price action to predict the probability of Investcorp India's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investcorp India's price. Additionally, you may evaluate how the addition of Investcorp India to your portfolios can decrease your overall portfolio volatility.