INFORMATION SVC (Germany) Market Value
| ZZG Stock | EUR 3.46 0.02 0.58% |
| Symbol | INFORMATION |
INFORMATION SVC '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 SVC'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 INFORMATION SVC.
| 12/05/2023 |
| 11/29/2024 |
If you would invest 0.00 in INFORMATION SVC on December 5, 2023 and sell it all today you would earn a total of 0.00 from holding INFORMATION SVC GRP or generate 0.0% return on investment in INFORMATION SVC over 360 days. INFORMATION SVC is related to or competes with Universal Display, GOLD ROAD, TRAINLINE PLC, ARISTOCRAT LEISURE, Playa Hotels, and Texas Roadhouse. More
INFORMATION SVC 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 SVC'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 INFORMATION SVC GRP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.0537 | |||
| Maximum Drawdown | 10.3 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 3.55 |
INFORMATION SVC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INFORMATION SVC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INFORMATION SVC's standard deviation. In reality, there are many statistical measures that can use INFORMATION SVC historical prices to predict the future INFORMATION SVC's volatility.| Risk Adjusted Performance | 0.0896 | |||
| Jensen Alpha | 0.2015 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.055 | |||
| Treynor Ratio | 0.741 |
INFORMATION SVC GRP Backtested Returns
At this point, INFORMATION SVC is moderately volatile. INFORMATION SVC GRP holds Efficiency (Sharpe) Ratio of 0.0838, which attests that the entity had a 0.0838% return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for INFORMATION SVC GRP, which you can use to evaluate the volatility of the firm. Please check out INFORMATION SVC's Semi Deviation of 1.78, market risk adjusted performance of 0.751, and Risk Adjusted Performance of 0.0896 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. INFORMATION SVC has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, INFORMATION SVC's returns are expected to increase less than the market. However, during the bear market, the loss of holding INFORMATION SVC is expected to be smaller as well. INFORMATION SVC GRP now retains a risk of 2.32%. Please check out INFORMATION SVC jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if INFORMATION SVC will be following its current trending patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
INFORMATION SVC GRP has weak reverse predictability. Overlapping area represents the amount of predictability between INFORMATION SVC time series from 5th of December 2023 to 2nd of June 2024 and 2nd of June 2024 to 29th of November 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 SVC GRP price movement. The serial correlation of -0.24 indicates that over 24.0% of current INFORMATION SVC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
INFORMATION SVC GRP lagged returns against current returns
Autocorrelation, which is INFORMATION SVC 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 SVC's stock expected returns. We can calculate the autocorrelation of INFORMATION SVC returns to help us make a trade decision. For example, suppose you find that INFORMATION SVC 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 SVC 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 SVC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INFORMATION SVC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INFORMATION SVC stock over time.
Current vs Lagged Prices |
| Timeline |
INFORMATION SVC Lagged Returns
When evaluating INFORMATION SVC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of INFORMATION SVC stock have on its future price. INFORMATION SVC 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 SVC autocorrelation shows the relationship between INFORMATION SVC stock current value and its past values and can show if there is a momentum factor associated with investing in INFORMATION SVC GRP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in INFORMATION Stock
INFORMATION SVC 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 SVC security.