Ismailia Development's market value is the price at which a share of Ismailia Development trades on a public exchange. It measures the collective expectations of Ismailia Development and investors about its performance. Ismailia Development is trading at 13.89 as of the 11th of December 2024. This is a 0.94% increase since the beginning of the trading day. The stock's lowest day price was 13.76. With this module, you can estimate the performance of a buy and hold strategy of Ismailia Development and and determine expected loss or profit from investing in Ismailia Development over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Ismailia
Ismailia Development '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 Ismailia Development'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 Ismailia Development.
0.00
11/11/2024
No Change 0.00
0.0
In 31 days
12/11/2024
0.00
If you would invest 0.00 in Ismailia Development on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Ismailia Development and or generate 0.0% return on investment in Ismailia Development over 30 days.
Ismailia Development 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 Ismailia Development'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 Ismailia Development and upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ismailia Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ismailia Development's standard deviation. In reality, there are many statistical measures that can use Ismailia Development historical prices to predict the future Ismailia Development's volatility.
Ismailia Development and 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. Ismailia Development and exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ismailia Development's Market Risk Adjusted Performance of 1.52, standard deviation of 2.01, and Risk Adjusted Performance of (0.05) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ismailia Development are expected to decrease at a much lower rate. During the bear market, Ismailia Development is likely to outperform the market. At this point, Ismailia Development and has a negative expected return of -0.24%. Please make sure to check out Ismailia Development's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Ismailia Development and performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.46
Modest reverse predictability
Ismailia Development and has modest reverse predictability. Overlapping area represents the amount of predictability between Ismailia Development time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Ismailia Development and price movement. The serial correlation of -0.46 indicates that about 46.0% of current Ismailia Development price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.46
Spearman Rank Test
-0.31
Residual Average
0.0
Price Variance
0.2
Ismailia Development and lagged returns against current returns
Autocorrelation, which is Ismailia Development 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 Ismailia Development's stock expected returns. We can calculate the autocorrelation of Ismailia Development returns to help us make a trade decision. For example, suppose you find that Ismailia Development 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
Ismailia Development 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 Ismailia Development stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ismailia Development stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ismailia Development stock over time.
Current vs Lagged Prices
Timeline
Ismailia Development Lagged Returns
When evaluating Ismailia Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ismailia Development stock have on its future price. Ismailia Development 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, Ismailia Development autocorrelation shows the relationship between Ismailia Development stock current value and its past values and can show if there is a momentum factor associated with investing in Ismailia Development and.
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.