I2S SA (France) Market Value
| ALI2S Stock | EUR 8.80 0.70 8.64% |
| Symbol | I2S |
I2S SA '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 I2S SA'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 I2S SA.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in I2S SA on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding i2S SA or generate 0.0% return on investment in I2S SA over 180 days. I2S SA is related to or competes with DLSI, Roctool, Bourse Direct, and Hitechpros. i2S SA designs, creates, manufactures, and markets imaging systems and equipment in France and internationally More
I2S SA 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 I2S SA'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 i2S SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.8 | |||
| Information Ratio | 0.0439 | |||
| Maximum Drawdown | 22.27 | |||
| Value At Risk | (8.52) | |||
| Potential Upside | 9.32 |
I2S SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for I2S SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as I2S SA's standard deviation. In reality, there are many statistical measures that can use I2S SA historical prices to predict the future I2S SA's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 0.356 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0268 | |||
| Treynor Ratio | (0.59) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of I2S SA'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.
i2S SA Backtested Returns
I2S SA appears to be out of control, given 3 months investment horizon. i2S SA holds Efficiency (Sharpe) Ratio of 0.0775, which attests that the company had a 0.0775% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for i2S SA, which you can use to evaluate the volatility of the entity. Please utilize I2S SA's Semi Deviation of 3.24, risk adjusted performance of 0.0649, and Market Risk Adjusted Performance of (0.58) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, I2S SA holds a performance score of 6. The firm retains a Market Volatility (i.e., Beta) of -0.51, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning I2S SA are expected to decrease at a much lower rate. During the bear market, I2S SA is likely to outperform the market. Please check I2S SA's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether I2S SA's current trending patterns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
i2S SA has insignificant predictability. Overlapping area represents the amount of predictability between I2S SA time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 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 i2S SA price movement. The serial correlation of 0.11 indicates that less than 11.0% of current I2S SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
i2S SA lagged returns against current returns
Autocorrelation, which is I2S SA 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 I2S SA's stock expected returns. We can calculate the autocorrelation of I2S SA returns to help us make a trade decision. For example, suppose you find that I2S SA 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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I2S SA 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 I2S SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if I2S SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in I2S SA stock over time.
Current vs Lagged Prices |
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I2S SA Lagged Returns
When evaluating I2S SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of I2S SA stock have on its future price. I2S SA 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, I2S SA autocorrelation shows the relationship between I2S SA stock current value and its past values and can show if there is a momentum factor associated with investing in i2S SA.
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.Additional Tools for I2S Stock Analysis
When running I2S SA's price analysis, check to measure I2S SA'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 I2S SA is operating at the current time. Most of I2S SA's value examination focuses on studying past and present price action to predict the probability of I2S SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move I2S SA's price. Additionally, you may evaluate how the addition of I2S SA to your portfolios can decrease your overall portfolio volatility.