Invisio Communications (Sweden) Market Value
| IVSO Stock | SEK 282.00 2.50 0.89% |
| Symbol | Invisio |
Invisio Communications '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 Invisio Communications' 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 Invisio Communications.
| 01/07/2024 |
| 12/02/2024 |
If you would invest 0.00 in Invisio Communications on January 7, 2024 and sell it all today you would earn a total of 0.00 from holding Invisio Communications AB or generate 0.0% return on investment in Invisio Communications over 330 days. Invisio Communications is related to or competes with Hexatronic Group, CellaVision, Xvivo Perfusion, Sectra AB, and Mycronic Publ. Invisio AB develops and sells personal communication and hearing protection systems for professionals in the defense and... More
Invisio Communications 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 Invisio Communications' 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 Invisio Communications AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.01 | |||
| Information Ratio | 0.0557 | |||
| Maximum Drawdown | 10.12 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 3.66 |
Invisio Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invisio Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invisio Communications' standard deviation. In reality, there are many statistical measures that can use Invisio Communications historical prices to predict the future Invisio Communications' volatility.| Risk Adjusted Performance | 0.0977 | |||
| Jensen Alpha | 0.2391 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0599 | |||
| Treynor Ratio | 3.55 |
Invisio Communications Backtested Returns
Invisio Communications appears to be very steady, given 3 months investment horizon. Invisio Communications holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Invisio Communications, which you can use to evaluate the volatility of the firm. Please utilize Invisio Communications' Market Risk Adjusted Performance of 3.56, risk adjusted performance of 0.0977, and Downside Deviation of 2.01 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Invisio Communications holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.0698, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invisio Communications' returns are expected to increase less than the market. However, during the bear market, the loss of holding Invisio Communications is expected to be smaller as well. Please check Invisio Communications' sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Invisio Communications' current trending patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Invisio Communications AB has below average predictability. Overlapping area represents the amount of predictability between Invisio Communications time series from 7th of January 2024 to 20th of June 2024 and 20th of June 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 Invisio Communications price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Invisio Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 291.15 |
Invisio Communications lagged returns against current returns
Autocorrelation, which is Invisio Communications 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 Invisio Communications' stock expected returns. We can calculate the autocorrelation of Invisio Communications returns to help us make a trade decision. For example, suppose you find that Invisio Communications 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 |
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Invisio Communications 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 Invisio Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invisio Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invisio Communications stock over time.
Current vs Lagged Prices |
| Timeline |
Invisio Communications Lagged Returns
When evaluating Invisio Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invisio Communications stock have on its future price. Invisio Communications 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, Invisio Communications autocorrelation shows the relationship between Invisio Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Invisio Communications AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Invisio Stock Analysis
When running Invisio Communications' price analysis, check to measure Invisio Communications' 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 Invisio Communications is operating at the current time. Most of Invisio Communications' value examination focuses on studying past and present price action to predict the probability of Invisio Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invisio Communications' price. Additionally, you may evaluate how the addition of Invisio Communications to your portfolios can decrease your overall portfolio volatility.