INTESA SANPAOLO (Germany) Market Value
| IESJ Stock | EUR 36.60 0.40 1.08% |
| Symbol | INTESA |
INTESA SANPAOLO '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 INTESA SANPAOLO'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 INTESA SANPAOLO.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in INTESA SANPAOLO on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding INTESA SANPAOLO ADR6 or generate 0.0% return on investment in INTESA SANPAOLO over 90 days. INTESA SANPAOLO is related to or competes with Australian Agricultural, DAIRY FARM, Global Ship, Nufarm, ALBIS LEASING, Granite Construction, and North American. More
INTESA SANPAOLO 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 INTESA SANPAOLO'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 INTESA SANPAOLO ADR6 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.1279 | |||
| Maximum Drawdown | 6.43 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.39 |
INTESA SANPAOLO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INTESA SANPAOLO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INTESA SANPAOLO's standard deviation. In reality, there are many statistical measures that can use INTESA SANPAOLO historical prices to predict the future INTESA SANPAOLO's volatility.| Risk Adjusted Performance | 0.1244 | |||
| Jensen Alpha | 0.2077 | |||
| Total Risk Alpha | 0.152 | |||
| Sortino Ratio | 0.1113 | |||
| Treynor Ratio | 0.6729 |
INTESA SANPAOLO February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1244 | |||
| Market Risk Adjusted Performance | 0.6829 | |||
| Mean Deviation | 1.13 | |||
| Semi Deviation | 1.34 | |||
| Downside Deviation | 1.65 | |||
| Coefficient Of Variation | 628.18 | |||
| Standard Deviation | 1.44 | |||
| Variance | 2.07 | |||
| Information Ratio | 0.1279 | |||
| Jensen Alpha | 0.2077 | |||
| Total Risk Alpha | 0.152 | |||
| Sortino Ratio | 0.1113 | |||
| Treynor Ratio | 0.6729 | |||
| Maximum Drawdown | 6.43 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.39 | |||
| Downside Variance | 2.73 | |||
| Semi Variance | 1.79 | |||
| Expected Short fall | (1.29) | |||
| Skewness | (0.52) | |||
| Kurtosis | 0.4981 |
INTESA SANPAOLO ADR6 Backtested Returns
INTESA SANPAOLO appears to be very steady, given 3 months investment horizon. INTESA SANPAOLO ADR6 holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of volatility over the last 3 months. We have found twenty-six technical indicators for INTESA SANPAOLO ADR6, which you can use to evaluate the volatility of the firm. Please utilize INTESA SANPAOLO's market risk adjusted performance of 0.6829, and Risk Adjusted Performance of 0.1244 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, INTESA SANPAOLO holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, INTESA SANPAOLO's returns are expected to increase less than the market. However, during the bear market, the loss of holding INTESA SANPAOLO is expected to be smaller as well. Please check INTESA SANPAOLO's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether INTESA SANPAOLO's current trending patterns will revert.
Auto-correlation | 0.13 |
Insignificant predictability
INTESA SANPAOLO ADR6 has insignificant predictability. Overlapping area represents the amount of predictability between INTESA SANPAOLO 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 INTESA SANPAOLO ADR6 price movement. The serial correlation of 0.13 indicates that less than 13.0% of current INTESA SANPAOLO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
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Other Information on Investing in INTESA Stock
INTESA SANPAOLO financial ratios help investors to determine whether INTESA 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 INTESA with respect to the benefits of owning INTESA SANPAOLO security.