Icf International Stock Market Value
| ICFI Stock | USD 135.52 1.23 0.92% |
| Symbol | ICF |
ICF International Price To Book Ratio
Is Research & Consulting Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of ICF International. If investors know ICF will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about ICF International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.384 | Dividend Share 0.56 | Earnings Share 5.69 | Revenue Per Share 106.651 | Quarterly Revenue Growth 0.031 |
The market value of ICF International is measured differently than its book value, which is the value of ICF that is recorded on the company's balance sheet. Investors also form their own opinion of ICF International's value that differs from its market value or its book value, called intrinsic value, which is ICF International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ICF International's market value can be influenced by many factors that don't directly affect ICF International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ICF International's value and its price as these two are different measures arrived at by different means. Investors typically determine if ICF International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ICF International'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.
ICF International '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 ICF International'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 ICF International.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in ICF International on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding ICF International or generate 0.0% return on investment in ICF International over 30 days. ICF International is related to or competes with Forrester Research, Huron Consulting, Franklin Covey, FTI Consulting, CRA International, and Exponent. ICF International, Inc. provides management, marketing, technology, and policy consulting and implementation services to... More
ICF International 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 ICF International'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 ICF International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.26 |
ICF International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ICF International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ICF International's standard deviation. In reality, there are many statistical measures that can use ICF International historical prices to predict the future ICF International's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (0.26) |
ICF International Backtested Returns
ICF International holds Efficiency (Sharpe) Ratio of -0.13, which attests that the company had a -0.13% return per unit of return volatility over the last 3 months. ICF International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out ICF International's standard deviation of 2.12, and Coefficient Of Variation of (897.42) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of 0.97, which attests to possible diversification benefits within a given portfolio. ICF International returns are very sensitive to returns on the market. As the market goes up or down, ICF International is expected to follow. At this point, ICF International has a negative expected return of -0.27%. Please make sure to check out ICF International's information ratio, skewness, day typical price, as well as the relationship between the treynor ratio and daily balance of power , to decide if ICF International performance from the past will be repeated in the future.
Auto-correlation | 0.30 |
Below average predictability
ICF International has below average predictability. Overlapping area represents the amount of predictability between ICF International time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 ICF International price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current ICF International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 221.98 |
ICF International lagged returns against current returns
Autocorrelation, which is ICF International 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 ICF International's stock expected returns. We can calculate the autocorrelation of ICF International returns to help us make a trade decision. For example, suppose you find that ICF International 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 |
ICF International 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 ICF International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ICF International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ICF International stock over time.
Current vs Lagged Prices |
| Timeline |
ICF International Lagged Returns
When evaluating ICF International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ICF International stock have on its future price. ICF International 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, ICF International autocorrelation shows the relationship between ICF International stock current value and its past values and can show if there is a momentum factor associated with investing in ICF International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether ICF International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ICF International's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Icf International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Icf International Stock:Check out ICF International Correlation, ICF International Volatility and ICF International Alpha and Beta module to complement your research on ICF International. For more detail on how to invest in ICF Stock please use our How to Invest in ICF International guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
ICF International technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.