Inspur Software's market value is the price at which a share of Inspur Software trades on a public exchange. It measures the collective expectations of Inspur Software Co investors about its performance. Inspur Software is trading at 13.86 as of the 19th of January 2025, a 0.43 percent decrease since the beginning of the trading day. The stock's open price was 13.92. With this module, you can estimate the performance of a buy and hold strategy of Inspur Software Co and determine expected loss or profit from investing in Inspur Software over a given investment horizon. Check out Inspur Software Correlation, Inspur Software Volatility and Inspur Software Alpha and Beta module to complement your research on Inspur Software.
Please note, there is a significant difference between Inspur Software's value and its price as these two are different measures arrived at by different means. Investors typically determine if Inspur Software is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Inspur Software'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.
Inspur Software '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 Inspur Software'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 Inspur Software.
0.00
12/20/2024
No Change 0.00
0.0
In 30 days
01/19/2025
0.00
If you would invest 0.00 in Inspur Software on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Inspur Software Co or generate 0.0% return on investment in Inspur Software over 30 days. Inspur Software is related to or competes with Anhui Jianghuai, Gan Yuan, Iat Automobile, Xiamen Jihong, Chongqing Changan, CIMC Vehicles, and Fujian Anjoy. Inspur Software is entity of China. It is traded as Stock on SHG exchange. More
Inspur Software 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 Inspur Software'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 Inspur Software Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inspur Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inspur Software's standard deviation. In reality, there are many statistical measures that can use Inspur Software historical prices to predict the future Inspur Software's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Inspur Software. Your research has to be compared to or analyzed against Inspur Software's peers to derive any actionable benefits. When done correctly, Inspur Software's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Inspur Software.
Inspur Software Backtested Returns
Inspur Software holds Efficiency (Sharpe) Ratio of -0.0282, which attests that the entity had a -0.0282% return per unit of risk over the last 3 months. Inspur Software exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inspur Software's Downside Deviation of 3.5, market risk adjusted performance of 0.0697, and Risk Adjusted Performance of 0.0151 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Inspur Software's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inspur Software is expected to be smaller as well. At this point, Inspur Software has a negative expected return of -0.0928%. Please make sure to check out Inspur Software's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Inspur Software performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.76
Almost perfect reverse predictability
Inspur Software Co has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Inspur Software time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Inspur Software price movement. The serial correlation of -0.76 indicates that around 76.0% of current Inspur Software price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.76
Spearman Rank Test
-0.54
Residual Average
0.0
Price Variance
0.08
Inspur Software lagged returns against current returns
Autocorrelation, which is Inspur Software 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 Inspur Software's stock expected returns. We can calculate the autocorrelation of Inspur Software returns to help us make a trade decision. For example, suppose you find that Inspur Software 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
Inspur Software 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 Inspur Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inspur Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inspur Software stock over time.
Current vs Lagged Prices
Timeline
Inspur Software Lagged Returns
When evaluating Inspur Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inspur Software stock have on its future price. Inspur Software 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, Inspur Software autocorrelation shows the relationship between Inspur Software stock current value and its past values and can show if there is a momentum factor associated with investing in Inspur Software Co.
Inspur Software financial ratios help investors to determine whether Inspur 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 Inspur with respect to the benefits of owning Inspur Software security.