Investment Friends (Poland) Market Value
| IFC Stock | 5.30 0.00 0.00% |
| Symbol | Investment |
Investment Friends '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 Investment Friends' 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 Investment Friends.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Investment Friends on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Investment Friends Capital or generate 0.0% return on investment in Investment Friends over 720 days. Investment Friends is related to or competes with Asseco Business, and Movie Games. More
Investment Friends 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 Investment Friends' 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 Investment Friends Capital upside and downside potential and time the market with a certain degree of confidence.
Investment Friends Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investment Friends' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investment Friends' standard deviation. In reality, there are many statistical measures that can use Investment Friends historical prices to predict the future Investment Friends' volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investment Friends' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Investment Friends Backtested Returns
We have found three technical indicators for Investment Friends, which you can use to evaluate the volatility of the firm. The company retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Investment Friends are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Investment Friends Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Investment Friends time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 Investment Friends price movement. The serial correlation of 0.0 indicates that just 0.0% of current Investment Friends price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Investment Friends lagged returns against current returns
Autocorrelation, which is Investment Friends 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 Investment Friends' stock expected returns. We can calculate the autocorrelation of Investment Friends returns to help us make a trade decision. For example, suppose you find that Investment Friends 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 |
Investment Friends 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 Investment Friends stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investment Friends stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investment Friends stock over time.
Current vs Lagged Prices |
| Timeline |
Investment Friends Lagged Returns
When evaluating Investment Friends' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investment Friends stock have on its future price. Investment Friends 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, Investment Friends autocorrelation shows the relationship between Investment Friends stock current value and its past values and can show if there is a momentum factor associated with investing in Investment Friends Capital.
Regressed Prices |
| Timeline |
Pair Trading with Investment Friends
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 Investment Friends 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 Investment Friends will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Investment Friends could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Investment Friends 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 Investment Friends - 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 Investment Friends Capital to buy it.
The correlation of Investment Friends 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 Investment Friends moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Investment Friends 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 Investment Friends 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.Additional Tools for Investment Stock Analysis
When running Investment Friends' price analysis, check to measure Investment Friends' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Investment Friends is operating at the current time. Most of Investment Friends' value examination focuses on studying past and present price action to predict the probability of Investment Friends' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investment Friends' price. Additionally, you may evaluate how the addition of Investment Friends to your portfolios can decrease your overall portfolio volatility.