Inbar Group (Israel) Market Value
| INBR Stock | 331.40 0.50 0.15% |
| Symbol | Inbar |
Inbar Group '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 Inbar Group'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 Inbar Group.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Inbar Group on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Inbar Group Finance or generate 0.0% return on investment in Inbar Group over 30 days. Inbar Group is related to or competes with Atreyu Capital, Poalim Ibi, Value Capital, Elco, Diplomat Holdings, and Scope Metals. Inbar Group Finance Ltd provides various financial services to public and private companies in Israel More
Inbar Group 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 Inbar Group'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 Inbar Group Finance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.87 | |||
| Information Ratio | 0.0887 | |||
| Maximum Drawdown | 41.85 | |||
| Value At Risk | (7.86) | |||
| Potential Upside | 11.11 |
Inbar Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inbar Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inbar Group's standard deviation. In reality, there are many statistical measures that can use Inbar Group historical prices to predict the future Inbar Group's volatility.| Risk Adjusted Performance | 0.093 | |||
| Jensen Alpha | 0.7088 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.0672 | |||
| Treynor Ratio | (1.26) |
Inbar Group Finance Backtested Returns
Inbar Group appears to be very steady, given 3 months investment horizon. Inbar Group Finance holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. By evaluating Inbar Group's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please utilize Inbar Group's Risk Adjusted Performance of 0.093, market risk adjusted performance of (1.25), and Downside Deviation of 7.87 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inbar Group holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of -0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Inbar Group are expected to decrease at a much lower rate. During the bear market, Inbar Group is likely to outperform the market. Please check Inbar Group's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Inbar Group's current trending patterns will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
Inbar Group Finance has weak reverse predictability. Overlapping area represents the amount of predictability between Inbar Group 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 Inbar Group Finance price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Inbar Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 421.05 |
Inbar Group Finance lagged returns against current returns
Autocorrelation, which is Inbar Group 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 Inbar Group's stock expected returns. We can calculate the autocorrelation of Inbar Group returns to help us make a trade decision. For example, suppose you find that Inbar Group 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 |
Inbar Group 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 Inbar Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inbar Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inbar Group stock over time.
Current vs Lagged Prices |
| Timeline |
Inbar Group Lagged Returns
When evaluating Inbar Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inbar Group stock have on its future price. Inbar Group 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, Inbar Group autocorrelation shows the relationship between Inbar Group stock current value and its past values and can show if there is a momentum factor associated with investing in Inbar Group Finance.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Inbar Stock
Inbar Group financial ratios help investors to determine whether Inbar 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 Inbar with respect to the benefits of owning Inbar Group security.