Invibes Advertising (France) Market Value
| ALINV Stock | 2.75 0.06 2.14% |
| Symbol | Invibes |
Invibes Advertising '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 Invibes Advertising'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 Invibes Advertising.
| 05/08/2023 |
| 11/28/2024 |
If you would invest 0.00 in Invibes Advertising on May 8, 2023 and sell it all today you would earn a total of 0.00 from holding Invibes Advertising NV or generate 0.0% return on investment in Invibes Advertising over 570 days. Invibes Advertising is related to or competes with Hydrogene, Trigano SA, Manitou BF, Ossiam Minimum, Ekinops SA, Orapi SA, and Poxel SA. More
Invibes Advertising 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 Invibes Advertising'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 Invibes Advertising NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 9.91 | |||
| Value At Risk | (5.36) | |||
| Potential Upside | 2.52 |
Invibes Advertising Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invibes Advertising's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invibes Advertising's standard deviation. In reality, there are many statistical measures that can use Invibes Advertising historical prices to predict the future Invibes Advertising's volatility.| Risk Adjusted Performance | (0.25) | |||
| Jensen Alpha | (0.72) | |||
| Total Risk Alpha | (1.08) | |||
| Treynor Ratio | 4.72 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invibes Advertising'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.
Invibes Advertising Backtested Returns
Invibes Advertising holds Efficiency (Sharpe) Ratio of -0.32, which attests that the entity had a -0.32% return per unit of risk over the last 3 months. Invibes Advertising exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invibes Advertising's Market Risk Adjusted Performance of 4.73, risk adjusted performance of (0.25), and Standard Deviation of 2.16 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invibes Advertising are expected to decrease at a much lower rate. During the bear market, Invibes Advertising is likely to outperform the market. At this point, Invibes Advertising has a negative expected return of -0.67%. Please make sure to check out Invibes Advertising's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Invibes Advertising performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Invibes Advertising NV has poor predictability. Overlapping area represents the amount of predictability between Invibes Advertising time series from 8th of May 2023 to 17th of February 2024 and 17th of February 2024 to 28th 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 Invibes Advertising price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Invibes Advertising price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.64 |
Invibes Advertising lagged returns against current returns
Autocorrelation, which is Invibes Advertising 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 Invibes Advertising's stock expected returns. We can calculate the autocorrelation of Invibes Advertising returns to help us make a trade decision. For example, suppose you find that Invibes Advertising 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 |
Invibes Advertising 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 Invibes Advertising stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invibes Advertising stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invibes Advertising stock over time.
Current vs Lagged Prices |
| Timeline |
Invibes Advertising Lagged Returns
When evaluating Invibes Advertising's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invibes Advertising stock have on its future price. Invibes Advertising 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, Invibes Advertising autocorrelation shows the relationship between Invibes Advertising stock current value and its past values and can show if there is a momentum factor associated with investing in Invibes Advertising NV.
Regressed Prices |
| Timeline |
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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 Invibes Stock Analysis
When running Invibes Advertising's price analysis, check to measure Invibes Advertising'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 Invibes Advertising is operating at the current time. Most of Invibes Advertising's value examination focuses on studying past and present price action to predict the probability of Invibes Advertising's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invibes Advertising's price. Additionally, you may evaluate how the addition of Invibes Advertising to your portfolios can decrease your overall portfolio volatility.