Investcorp Europe Acquisition Stock Market Value
| IVCB Stock | USD 11.64 0.05 0.43% |
| Symbol | Investcorp |
Investcorp Europe 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 Europe. 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 Europe 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 0.786 | Earnings Share 2.03 | Return On Assets (0.04) |
The market value of Investcorp Europe 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 Europe's value that differs from its market value or its book value, called intrinsic value, which is Investcorp Europe'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 Europe's market value can be influenced by many factors that don't directly affect Investcorp Europe'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 Europe's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investcorp Europe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investcorp Europe'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 Europe '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 Europe'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 Europe.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in Investcorp Europe on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding Investcorp Europe Acquisition or generate 0.0% return on investment in Investcorp Europe over 30 days. Investcorp Europe is related to or competes with Bellevue Life, Metal Sky, Broad Capital, Gores Holdings, Consilium Acquisition, and AlphaTime Acquisition. Investcorp Europe Acquisition Corp I does not have significant operations More
Investcorp Europe 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 Europe'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 Europe Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3154 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.7895 |
Investcorp Europe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investcorp Europe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investcorp Europe's standard deviation. In reality, there are many statistical measures that can use Investcorp Europe historical prices to predict the future Investcorp Europe's volatility.| Risk Adjusted Performance | 0.151 | |||
| Jensen Alpha | 0.0903 | |||
| Total Risk Alpha | 0.026 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 3.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investcorp Europe'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.
Investcorp Europe Backtested Returns
At this point, Investcorp Europe is very steady. Investcorp Europe holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Investcorp Europe, which you can use to evaluate the volatility of the firm. Please check out Investcorp Europe's Market Risk Adjusted Performance of 3.03, risk adjusted performance of 0.151, and Coefficient Of Variation of 465.57 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Investcorp Europe has a performance score of 16 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.031, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investcorp Europe's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investcorp Europe is expected to be smaller as well. Investcorp Europe right now retains a risk of 0.49%. Please check out Investcorp Europe kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to decide if Investcorp Europe will be following its current trending patterns.
Auto-correlation | 0.10 |
Insignificant predictability
Investcorp Europe Acquisition has insignificant predictability. Overlapping area represents the amount of predictability between Investcorp Europe time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 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 Europe price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Investcorp Europe price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Investcorp Europe lagged returns against current returns
Autocorrelation, which is Investcorp Europe 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 Europe's stock expected returns. We can calculate the autocorrelation of Investcorp Europe returns to help us make a trade decision. For example, suppose you find that Investcorp Europe 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 Europe 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 Europe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investcorp Europe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investcorp Europe stock over time.
Current vs Lagged Prices |
| Timeline |
Investcorp Europe Lagged Returns
When evaluating Investcorp Europe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investcorp Europe stock have on its future price. Investcorp Europe 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 Europe autocorrelation shows the relationship between Investcorp Europe stock current value and its past values and can show if there is a momentum factor associated with investing in Investcorp Europe Acquisition.
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 Investcorp Europe is a strong investment it is important to analyze Investcorp Europe's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Investcorp Europe's future performance. For an informed investment choice regarding Investcorp Stock, refer to the following important reports:Check out Investcorp Europe Correlation, Investcorp Europe Volatility and Investcorp Europe Alpha and Beta module to complement your research on Investcorp Europe. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Investcorp Europe 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.