Information Services Group Stock Market Value
| III Stock | USD 3.06 0.02 0.65% |
| Symbol | Information |
Is Data Processing & Outsourced Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Information Services. If investors know Information will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Information Services listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Information Services is measured differently than its book value, which is the value of Information that is recorded on the company's balance sheet. Investors also form their own opinion of Information Services' value that differs from its market value or its book value, called intrinsic value, which is Information Services' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Information Services' market value can be influenced by many factors that don't directly affect Information Services' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Information Services' value and its price as these two are different measures arrived at by different means. Investors typically determine if Information Services is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Information Services' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Information Services '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 Information Services' 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 Information Services.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Information Services on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Information Services Group or generate 0.0% return on investment in Information Services over 30 days. Information Services is related to or competes with Formula Systems, CSP, Nayax, and Hackett. Information Services Group, Inc., together with its subsidiaries, operates as a technology research and advisory company... More
Information Services 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 Information Services' 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 Information Services Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.76 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.01 |
Information Services Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Information Services' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Information Services' standard deviation. In reality, there are many statistical measures that can use Information Services historical prices to predict the future Information Services' volatility.| Risk Adjusted Performance | 0.0166 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.018 |
Information Services Backtested Returns
Information Services is slightly risky at the moment. Information Services holds Efficiency (Sharpe) Ratio of 0.0127, which attests that the entity had a 0.0127 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Information Services, which you can use to evaluate the volatility of the firm. Please check out Information Services' Downside Deviation of 2.03, risk adjusted performance of 0.0166, and Market Risk Adjusted Performance of 0.028 to validate if the risk estimate we provide is consistent with the expected return of 0.0265%. Information Services has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.92, which attests to possible diversification benefits within a given portfolio. Information Services returns are very sensitive to returns on the market. As the market goes up or down, Information Services is expected to follow. Information Services right now retains a risk of 2.08%. Please check out Information Services downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Information Services will be following its current trending patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
Information Services Group has modest reverse predictability. Overlapping area represents the amount of predictability between Information Services time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 Information Services price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Information Services price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Information Services lagged returns against current returns
Autocorrelation, which is Information Services 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 Information Services' stock expected returns. We can calculate the autocorrelation of Information Services returns to help us make a trade decision. For example, suppose you find that Information Services 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 |
Information Services 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 Information Services stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Information Services stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Information Services stock over time.
Current vs Lagged Prices |
| Timeline |
Information Services Lagged Returns
When evaluating Information Services' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Information Services stock have on its future price. Information Services 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, Information Services autocorrelation shows the relationship between Information Services stock current value and its past values and can show if there is a momentum factor associated with investing in Information Services Group.
Regressed Prices |
| Timeline |
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Check out Information Services Correlation, Information Services Volatility and Information Services Alpha and Beta module to complement your research on Information Services. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Information Services 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.