Insight Acquisition Corp Stock Market Value
| INAQ Stock | USD 12.50 1.50 13.64% |
| Symbol | Insight |
Insight Acquisition Corp Price To Book Ratio
Is Asset Management & Custody Banks 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 Insight Acquisition. If investors know Insight 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 Insight Acquisition listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.69) | Earnings Share (0.46) | Return On Assets (0.12) |
The market value of Insight Acquisition Corp is measured differently than its book value, which is the value of Insight that is recorded on the company's balance sheet. Investors also form their own opinion of Insight Acquisition's value that differs from its market value or its book value, called intrinsic value, which is Insight Acquisition's 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 Insight Acquisition's market value can be influenced by many factors that don't directly affect Insight Acquisition's 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 Insight Acquisition's value and its price as these two are different measures arrived at by different means. Investors typically determine if Insight Acquisition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Insight Acquisition's 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.
Insight Acquisition '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 Insight Acquisition'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 Insight Acquisition.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Insight Acquisition on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Insight Acquisition Corp or generate 0.0% return on investment in Insight Acquisition over 30 days. Insight Acquisition is related to or competes with ClimateRock, Oak Woods, CF Acquisition, and DP Cap. Insight Acquisition Corp. does not have significant operations More
Insight Acquisition 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 Insight Acquisition'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 Insight Acquisition Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.68 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 38.96 | |||
| Value At Risk | (5.60) | |||
| Potential Upside | 7.6 |
Insight Acquisition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insight Acquisition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insight Acquisition's standard deviation. In reality, there are many statistical measures that can use Insight Acquisition historical prices to predict the future Insight Acquisition's volatility.| Risk Adjusted Performance | 0.022 | |||
| Jensen Alpha | 0.2205 | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.07) |
Insight Acquisition Corp Backtested Returns
Insight Acquisition appears to be slightly risky, given 3 months investment horizon. Insight Acquisition Corp holds Efficiency (Sharpe) Ratio of 0.0574, which attests that the entity had a 0.0574% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Insight Acquisition Corp, which you can use to evaluate the volatility of the firm. Please utilize Insight Acquisition's Downside Deviation of 7.68, market risk adjusted performance of (0.06), and Risk Adjusted Performance of 0.022 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Insight Acquisition holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -1.2, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Insight Acquisition are expected to decrease by larger amounts. On the other hand, during market turmoil, Insight Acquisition is expected to outperform it. Please check Insight Acquisition's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Insight Acquisition's current trending patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
Insight Acquisition Corp has below average predictability. Overlapping area represents the amount of predictability between Insight Acquisition time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Insight Acquisition Corp price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Insight Acquisition price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.07 |
Insight Acquisition Corp lagged returns against current returns
Autocorrelation, which is Insight Acquisition 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 Insight Acquisition's stock expected returns. We can calculate the autocorrelation of Insight Acquisition returns to help us make a trade decision. For example, suppose you find that Insight Acquisition 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 |
Insight Acquisition 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 Insight Acquisition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insight Acquisition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insight Acquisition stock over time.
Current vs Lagged Prices |
| Timeline |
Insight Acquisition Lagged Returns
When evaluating Insight Acquisition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insight Acquisition stock have on its future price. Insight Acquisition 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, Insight Acquisition autocorrelation shows the relationship between Insight Acquisition stock current value and its past values and can show if there is a momentum factor associated with investing in Insight Acquisition Corp.
Regressed Prices |
| Timeline |
Pair Trading with Insight Acquisition
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Insight Acquisition position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Insight Acquisition will appreciate offsetting losses from the drop in the long position's value.Moving against Insight Stock
| 0.51 | V | Visa Class A | PairCorr |
| 0.49 | DHIL | Diamond Hill Investment | PairCorr |
| 0.49 | DIST | Distoken Acquisition | PairCorr |
| 0.47 | GS | Goldman Sachs Group Fiscal Year End 21st of January 2025 | PairCorr |
| 0.46 | MC | Moelis | PairCorr |
The ability to find closely correlated positions to Insight Acquisition could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Insight Acquisition when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Insight Acquisition - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Insight Acquisition Corp to buy it.
The correlation of Insight Acquisition is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Insight Acquisition moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Insight Acquisition Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Insight Acquisition can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Insight Stock Analysis
When running Insight Acquisition's price analysis, check to measure Insight Acquisition'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 Insight Acquisition is operating at the current time. Most of Insight Acquisition's value examination focuses on studying past and present price action to predict the probability of Insight Acquisition's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insight Acquisition's price. Additionally, you may evaluate how the addition of Insight Acquisition to your portfolios can decrease your overall portfolio volatility.