Intuitive Investments (UK) Market Value
| IIG Stock | 124.50 2.50 2.05% |
| Symbol | Intuitive |
Intuitive Investments '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 Intuitive Investments' 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 Intuitive Investments.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Intuitive Investments on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Intuitive Investments Group or generate 0.0% return on investment in Intuitive Investments over 30 days. Intuitive Investments is related to or competes with Ondine Biomedical, Commerzbank, Medical Properties, Futura Medical, St Galler, Raymond James, and UNIQA Insurance. Intuitive Investments is entity of United Kingdom More
Intuitive Investments 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 Intuitive Investments' 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 Intuitive Investments Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 17.81 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 2.45 |
Intuitive Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intuitive Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intuitive Investments' standard deviation. In reality, there are many statistical measures that can use Intuitive Investments historical prices to predict the future Intuitive Investments' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.2836 |
Intuitive Investments Backtested Returns
Intuitive Investments holds Efficiency (Sharpe) Ratio of -0.0132, which attests that the entity had a -0.0132 % return per unit of risk over the last 3 months. Intuitive Investments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intuitive Investments' Risk Adjusted Performance of (0.02), standard deviation of 2.33, and Market Risk Adjusted Performance of 0.2936 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Intuitive Investments are expected to decrease at a much lower rate. During the bear market, Intuitive Investments is likely to outperform the market. At this point, Intuitive Investments has a negative expected return of -0.0317%. Please make sure to check out Intuitive Investments' daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Intuitive Investments performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Intuitive Investments Group has poor reverse predictability. Overlapping area represents the amount of predictability between Intuitive Investments time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Intuitive Investments price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Intuitive Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.33 |
Intuitive Investments lagged returns against current returns
Autocorrelation, which is Intuitive Investments 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 Intuitive Investments' stock expected returns. We can calculate the autocorrelation of Intuitive Investments returns to help us make a trade decision. For example, suppose you find that Intuitive Investments 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 |
Intuitive Investments 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 Intuitive Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intuitive Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intuitive Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Intuitive Investments Lagged Returns
When evaluating Intuitive Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intuitive Investments stock have on its future price. Intuitive Investments 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, Intuitive Investments autocorrelation shows the relationship between Intuitive Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Intuitive Investments Group.
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.Other Information on Investing in Intuitive Stock
Intuitive Investments financial ratios help investors to determine whether Intuitive 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 Intuitive with respect to the benefits of owning Intuitive Investments security.