Informa Plc Adr Stock Market Value
| IFJPY Stock | USD 21.12 0.12 0.57% |
| Symbol | Informa |
Informa PLC '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 Informa PLC'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 Informa PLC.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Informa PLC on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Informa PLC ADR or generate 0.0% return on investment in Informa PLC over 270 days. Informa PLC is related to or competes with FP Newspapers, Scholastic, Lee Enterprises, John Wiley, Gannett, Dallasnews Corp, and Pearson PLC. Informa plc operates as an intelligence, events, and scholarly research company worldwide More
Informa PLC 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 Informa PLC'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 Informa PLC ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 8.84 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 2.73 |
Informa PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Informa PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Informa PLC's standard deviation. In reality, there are many statistical measures that can use Informa PLC historical prices to predict the future Informa PLC's volatility.| Risk Adjusted Performance | 0.0106 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0173 |
Informa PLC ADR Backtested Returns
Informa PLC ADR holds Efficiency (Sharpe) Ratio of -0.0031, which attests that the entity had a -0.0031% return per unit of risk over the last 3 months. Informa PLC ADR exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Informa PLC's Downside Deviation of 2.32, risk adjusted performance of 0.0106, and Market Risk Adjusted Performance of 0.0273 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0913, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Informa PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Informa PLC is expected to be smaller as well. At this point, Informa PLC ADR has a negative expected return of -0.0056%. Please make sure to check out Informa PLC's total risk alpha, as well as the relationship between the downside variance and rate of daily change , to decide if Informa PLC ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Informa PLC ADR has poor reverse predictability. Overlapping area represents the amount of predictability between Informa PLC time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 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 Informa PLC ADR price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Informa PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Informa PLC ADR lagged returns against current returns
Autocorrelation, which is Informa PLC 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 Informa PLC's pink sheet expected returns. We can calculate the autocorrelation of Informa PLC returns to help us make a trade decision. For example, suppose you find that Informa PLC 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 |
Informa PLC 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 Informa PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Informa PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Informa PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Informa PLC Lagged Returns
When evaluating Informa PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Informa PLC pink sheet have on its future price. Informa PLC 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, Informa PLC autocorrelation shows the relationship between Informa PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Informa PLC ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for Informa Pink Sheet Analysis
When running Informa PLC's price analysis, check to measure Informa PLC's 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 Informa PLC is operating at the current time. Most of Informa PLC's value examination focuses on studying past and present price action to predict the probability of Informa PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Informa PLC's price. Additionally, you may evaluate how the addition of Informa PLC to your portfolios can decrease your overall portfolio volatility.