Interface (Germany) Market Value
| IF6N Stock | EUR 23.60 0.60 2.48% |
| Symbol | Interface |
Interface '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 Interface'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 Interface.
| 01/04/2024 |
| 12/24/2025 |
If you would invest 0.00 in Interface on January 4, 2024 and sell it all today you would earn a total of 0.00 from holding Interface or generate 0.0% return on investment in Interface over 720 days. Interface is related to or competes with Shenzhou International, TORAY INDUSTRIES, Toray Industries, Albany International, Coats Group, Chargeurs. Interface, Inc., a modular flooring company, designs, produces, and sells modular carpet products primarily in the Ameri... More
Interface 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 Interface'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 Interface upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.69 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 2.68 |
Interface Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interface's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interface's standard deviation. In reality, there are many statistical measures that can use Interface historical prices to predict the future Interface's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.08) |
Interface Backtested Returns
Interface holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Interface exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Interface's Standard Deviation of 1.79, risk adjusted performance of (0.02), and Market Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Interface's returns are expected to increase less than the market. However, during the bear market, the loss of holding Interface is expected to be smaller as well. At this point, Interface has a negative expected return of -0.0096%. Please make sure to check out Interface's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Interface performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Interface has below average predictability. Overlapping area represents the amount of predictability between Interface time series from 4th of January 2024 to 29th of December 2024 and 29th of December 2024 to 24th of December 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 Interface price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Interface price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 7.91 |
Interface lagged returns against current returns
Autocorrelation, which is Interface 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 Interface's stock expected returns. We can calculate the autocorrelation of Interface returns to help us make a trade decision. For example, suppose you find that Interface 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 |
Interface 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 Interface stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Interface stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Interface stock over time.
Current vs Lagged Prices |
| Timeline |
Interface Lagged Returns
When evaluating Interface's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Interface stock have on its future price. Interface 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, Interface autocorrelation shows the relationship between Interface stock current value and its past values and can show if there is a momentum factor associated with investing in Interface.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Interface Stock
When determining whether Interface is a strong investment it is important to analyze Interface's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Interface's future performance. For an informed investment choice regarding Interface Stock, refer to the following important reports:Check out Interface Correlation, Interface Volatility and Interface Alpha and Beta module to complement your research on Interface. For more detail on how to invest in Interface Stock please use our How to Invest in Interface guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Interface 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.