Intesa Sanpaolo Spa Stock Market Value
| IITSF Stock | USD 4.00 0.07 1.72% |
| Symbol | Intesa |
Intesa Sanpaolo '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 Intesa Sanpaolo'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 Intesa Sanpaolo.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Intesa Sanpaolo on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Intesa Sanpaolo SpA or generate 0.0% return on investment in Intesa Sanpaolo over 390 days. Intesa Sanpaolo is related to or competes with Brookline Bancorp, Heritage Commerce, Eastern Bankshares, HarborOne Bancorp, Texas Capital, Independent Bank, and UMB Financial. Intesa Sanpaolo S.p.A. provides various financial products and services primarily in Italy More
Intesa Sanpaolo 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 Intesa Sanpaolo'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 Intesa Sanpaolo SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.92 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 13.88 | |||
| Value At Risk | (7.55) | |||
| Potential Upside | 5.0 |
Intesa Sanpaolo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intesa Sanpaolo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intesa Sanpaolo's standard deviation. In reality, there are many statistical measures that can use Intesa Sanpaolo historical prices to predict the future Intesa Sanpaolo's volatility.| Risk Adjusted Performance | 0.0266 | |||
| Jensen Alpha | 0.1025 | |||
| Total Risk Alpha | (0.46) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.68) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intesa Sanpaolo's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Intesa Sanpaolo SpA Backtested Returns
At this point, Intesa Sanpaolo is unstable. Intesa Sanpaolo SpA holds Efficiency (Sharpe) Ratio of 0.0193, which attests that the entity had a 0.0193% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Intesa Sanpaolo SpA, which you can use to evaluate the volatility of the firm. Please check out Intesa Sanpaolo's Downside Deviation of 5.92, risk adjusted performance of 0.0266, and Market Risk Adjusted Performance of (0.67) to validate if the risk estimate we provide is consistent with the expected return of 0.0744%. Intesa Sanpaolo has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intesa Sanpaolo are expected to decrease at a much lower rate. During the bear market, Intesa Sanpaolo is likely to outperform the market. Intesa Sanpaolo SpA right now retains a risk of 3.86%. Please check out Intesa Sanpaolo potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Intesa Sanpaolo will be following its current trending patterns.
Auto-correlation | 0.80 |
Very good predictability
Intesa Sanpaolo SpA has very good predictability. Overlapping area represents the amount of predictability between Intesa Sanpaolo time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th of December 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 Intesa Sanpaolo SpA price movement. The serial correlation of 0.8 indicates that around 80.0% of current Intesa Sanpaolo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Intesa Sanpaolo SpA lagged returns against current returns
Autocorrelation, which is Intesa Sanpaolo 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 Intesa Sanpaolo's pink sheet expected returns. We can calculate the autocorrelation of Intesa Sanpaolo returns to help us make a trade decision. For example, suppose you find that Intesa Sanpaolo 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 |
Intesa Sanpaolo 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 Intesa Sanpaolo pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intesa Sanpaolo pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intesa Sanpaolo pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Intesa Sanpaolo Lagged Returns
When evaluating Intesa Sanpaolo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intesa Sanpaolo pink sheet have on its future price. Intesa Sanpaolo 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, Intesa Sanpaolo autocorrelation shows the relationship between Intesa Sanpaolo pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Intesa Sanpaolo SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Intesa Pink Sheet
Intesa Sanpaolo financial ratios help investors to determine whether Intesa 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 Intesa with respect to the benefits of owning Intesa Sanpaolo security.