INTERNET INJPADR (Germany) Market Value
| IIJ Stock | EUR 33.80 0.80 2.42% |
| Symbol | INTERNET |
INTERNET INJPADR '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 INTERNET INJPADR's 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 INTERNET INJPADR.
| 02/04/2023 |
| 01/24/2025 |
If you would invest 0.00 in INTERNET INJPADR on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding INTERNET INJPADR 1 or generate 0.0% return on investment in INTERNET INJPADR over 720 days. INTERNET INJPADR is related to or competes with Harmony Gold, ADRIATIC METALS, Perseus Mining, and GREENX METALS. Internet Initiative Japan Inc. offers Internet connectivity, WAN, outsourcing, systems integration, and equipment sales ... More
INTERNET INJPADR 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 INTERNET INJPADR's 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 INTERNET INJPADR 1 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 13.26 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 4.55 |
INTERNET INJPADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INTERNET INJPADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INTERNET INJPADR's standard deviation. In reality, there are many statistical measures that can use INTERNET INJPADR historical prices to predict the future INTERNET INJPADR's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.31) |
INTERNET INJPADR 1 Backtested Returns
At this point, INTERNET INJPADR is very steady. INTERNET INJPADR 1 holds Efficiency (Sharpe) Ratio of 0.0425, which attests that the entity had a 0.0425 % return per unit of volatility over the last 3 months. We have found twenty-two technical indicators for INTERNET INJPADR 1, which you can use to evaluate the volatility of the firm. Please check out INTERNET INJPADR's risk adjusted performance of (0.02), and Market Risk Adjusted Performance of (0.30) to validate if the risk estimate we provide is consistent with the expected return of 0.12%. INTERNET INJPADR has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, INTERNET INJPADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding INTERNET INJPADR is expected to be smaller as well. INTERNET INJPADR 1 currently retains a risk of 2.8%. Please check out INTERNET INJPADR maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to decide if INTERNET INJPADR will be following its current trending patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
INTERNET INJPADR 1 has insignificant reverse predictability. Overlapping area represents the amount of predictability between INTERNET INJPADR time series from 4th of February 2023 to 30th of January 2024 and 30th of January 2024 to 24th 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 INTERNET INJPADR 1 price movement. The serial correlation of -0.2 indicates that over 20.0% of current INTERNET INJPADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 13.57 |
INTERNET INJPADR 1 lagged returns against current returns
Autocorrelation, which is INTERNET INJPADR 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 INTERNET INJPADR's stock expected returns. We can calculate the autocorrelation of INTERNET INJPADR returns to help us make a trade decision. For example, suppose you find that INTERNET INJPADR 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 |
INTERNET INJPADR 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 INTERNET INJPADR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INTERNET INJPADR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INTERNET INJPADR stock over time.
Current vs Lagged Prices |
| Timeline |
INTERNET INJPADR Lagged Returns
When evaluating INTERNET INJPADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of INTERNET INJPADR stock have on its future price. INTERNET INJPADR 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, INTERNET INJPADR autocorrelation shows the relationship between INTERNET INJPADR stock current value and its past values and can show if there is a momentum factor associated with investing in INTERNET INJPADR 1.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in INTERNET Stock
INTERNET INJPADR financial ratios help investors to determine whether INTERNET 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 INTERNET with respect to the benefits of owning INTERNET INJPADR security.