Inficon Holding Ag Stock Market Value
| IFCNF Stock | USD 114.85 0.00 0.00% |
| Symbol | INFICON |
INFICON Holding '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 INFICON Holding's pink sheet 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 INFICON Holding.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in INFICON Holding on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding INFICON Holding AG or generate 0.0% return on investment in INFICON Holding over 30 days. INFICON Holding is related to or competes with BE Semiconductor, Adtalem Global, Solstad Offshore, NXP Semiconductors, and Lattice Semiconductor. INFICON Holding AG provides instruments for gas analysis, measurement, and control in the Asia-Pacific, Europe, North Am... More
INFICON Holding 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 INFICON Holding's pink sheet 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 INFICON Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.92 |
INFICON Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INFICON Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INFICON Holding's standard deviation. In reality, there are many statistical measures that can use INFICON Holding historical prices to predict the future INFICON Holding's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.15) |
INFICON Holding AG Backtested Returns
INFICON Holding AG holds Efficiency (Sharpe) Ratio of -0.0476, which attests that the entity had a -0.0476 % return per unit of return volatility over the last 3 months. INFICON Holding AG exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out INFICON Holding's Risk Adjusted Performance of (0.03), coefficient of variation of (2,102), and Market Risk Adjusted Performance of (0.14) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, INFICON Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding INFICON Holding is expected to be smaller as well. At this point, INFICON Holding AG has a negative expected return of -0.0513%. Please make sure to check out INFICON Holding's variance, as well as the relationship between the maximum drawdown and rate of daily change , to decide if INFICON Holding AG performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
INFICON Holding AG has no correlation between past and present. Overlapping area represents the amount of predictability between INFICON Holding time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th of January 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 INFICON Holding AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current INFICON Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
INFICON Holding AG lagged returns against current returns
Autocorrelation, which is INFICON Holding pink sheet'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 INFICON Holding's pink sheet expected returns. We can calculate the autocorrelation of INFICON Holding returns to help us make a trade decision. For example, suppose you find that INFICON Holding has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
INFICON Holding 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 INFICON Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INFICON Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INFICON Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
INFICON Holding Lagged Returns
When evaluating INFICON Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of INFICON Holding pink sheet have on its future price. INFICON Holding 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, INFICON Holding autocorrelation shows the relationship between INFICON Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in INFICON Holding AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in INFICON Pink Sheet
INFICON Holding financial ratios help investors to determine whether INFICON Pink Sheet 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 INFICON with respect to the benefits of owning INFICON Holding security.