Invest Capital (Pakistan) Market Value
| ICIBL Stock | 1.51 0.02 1.31% |
| Symbol | Invest |
Invest Capital '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 Invest Capital'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 Invest Capital.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Invest Capital on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Invest Capital Investment or generate 0.0% return on investment in Invest Capital over 180 days. Invest Capital is related to or competes with United Insurance, NetSol Technologies, Metropolitan Steel, Askari Bank, International Steels, and Pakistan Reinsurance. More
Invest Capital 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 Invest Capital'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 Invest Capital Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.13 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 18.24 | |||
| Value At Risk | (7.02) | |||
| Potential Upside | 6.67 |
Invest Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invest Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invest Capital's standard deviation. In reality, there are many statistical measures that can use Invest Capital historical prices to predict the future Invest Capital's volatility.| Risk Adjusted Performance | 0.0222 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0832 |
Invest Capital Investment Backtested Returns
As of now, Invest Stock is dangerous. Invest Capital Investment holds Efficiency (Sharpe) Ratio of 0.0303, which attests that the entity had a 0.0303 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invest Capital Investment, which you can use to evaluate the volatility of the firm. Please check out Invest Capital's Risk Adjusted Performance of 0.0222, market risk adjusted performance of 0.0932, and Downside Deviation of 4.13 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Invest Capital has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invest Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invest Capital is expected to be smaller as well. Invest Capital Investment right now retains a risk of 4.02%. Please check out Invest Capital expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Invest Capital will be following its current trending patterns.
Auto-correlation | 0.43 |
Average predictability
Invest Capital Investment has average predictability. Overlapping area represents the amount of predictability between Invest Capital time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 Invest Capital Investment price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Invest Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Invest Capital Investment lagged returns against current returns
Autocorrelation, which is Invest Capital 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 Invest Capital's stock expected returns. We can calculate the autocorrelation of Invest Capital returns to help us make a trade decision. For example, suppose you find that Invest Capital 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 |
Invest Capital 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 Invest Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invest Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invest Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Invest Capital Lagged Returns
When evaluating Invest Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invest Capital stock have on its future price. Invest Capital 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, Invest Capital autocorrelation shows the relationship between Invest Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Invest Capital Investment.
Regressed Prices |
| Timeline |
Pair Trading with Invest Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Invest Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Invest Capital will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Invest Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invest Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Invest Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Invest Capital Investment to buy it.
The correlation of Invest Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invest Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invest Capital Investment moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Invest Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Invest Stock
Invest Capital financial ratios help investors to determine whether Invest 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 Invest with respect to the benefits of owning Invest Capital security.