Ibersol SGPS (Portugal) Market Value
| IBS Stock | EUR 10.65 0.05 0.47% |
| Symbol | Ibersol |
Ibersol SGPS '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 Ibersol SGPS'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 Ibersol SGPS.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Ibersol SGPS on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Ibersol SGPS or generate 0.0% return on investment in Ibersol SGPS over 90 days. Ibersol SGPS is related to or competes with Semapa, Corticeira Amorim, Mota Engil, Altri SGPS, and Sonae SGPS. Ibersol, S.G.P.S., S.A., through its subsidiaries, operates a network of restaurant units in Portugal, Spain, Italy, and... More
Ibersol SGPS 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 Ibersol SGPS'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 Ibersol SGPS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9201 | |||
| Information Ratio | 0.048 | |||
| Maximum Drawdown | 3.25 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.2 |
Ibersol SGPS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ibersol SGPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ibersol SGPS's standard deviation. In reality, there are many statistical measures that can use Ibersol SGPS historical prices to predict the future Ibersol SGPS's volatility.| Risk Adjusted Performance | 0.0975 | |||
| Jensen Alpha | 0.0903 | |||
| Total Risk Alpha | 0.0345 | |||
| Sortino Ratio | 0.0401 | |||
| Treynor Ratio | 4.39 |
Ibersol SGPS February 5, 2026 Technical Indicators
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0975 | |||
| Market Risk Adjusted Performance | 4.4 | |||
| Mean Deviation | 0.5561 | |||
| Semi Deviation | 0.5547 | |||
| Downside Deviation | 0.9201 | |||
| Coefficient Of Variation | 757.32 | |||
| Standard Deviation | 0.7679 | |||
| Variance | 0.5897 | |||
| Information Ratio | 0.048 | |||
| Jensen Alpha | 0.0903 | |||
| Total Risk Alpha | 0.0345 | |||
| Sortino Ratio | 0.0401 | |||
| Treynor Ratio | 4.39 | |||
| Maximum Drawdown | 3.25 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.2 | |||
| Downside Variance | 0.8466 | |||
| Semi Variance | 0.3077 | |||
| Expected Short fall | (0.76) | |||
| Skewness | 0.164 | |||
| Kurtosis | 1.23 |
Ibersol SGPS Backtested Returns
Currently, Ibersol SGPS is very steady. Ibersol SGPS holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ibersol SGPS, which you can use to evaluate the volatility of the firm. Please check out Ibersol SGPS's Market Risk Adjusted Performance of 4.4, downside deviation of 0.9201, and Risk Adjusted Performance of 0.0975 to validate if the risk estimate we provide is consistent with the expected return of 0.0818%. Ibersol SGPS has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0208, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ibersol SGPS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ibersol SGPS is expected to be smaller as well. Ibersol SGPS right now retains a risk of 0.78%. Please check out Ibersol SGPS downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if Ibersol SGPS will be following its current trending patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Ibersol SGPS has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ibersol SGPS time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ibersol SGPS price movement. The serial correlation of -0.79 indicates that around 79.0% of current Ibersol SGPS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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Additional Tools for Ibersol Stock Analysis
When running Ibersol SGPS's price analysis, check to measure Ibersol SGPS'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 Ibersol SGPS is operating at the current time. Most of Ibersol SGPS's value examination focuses on studying past and present price action to predict the probability of Ibersol SGPS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ibersol SGPS's price. Additionally, you may evaluate how the addition of Ibersol SGPS to your portfolios can decrease your overall portfolio volatility.