Inclusio Sca (Belgium) Market Value
| INCLU Stock | EUR 14.40 0.15 1.03% |
| Symbol | Inclusio |
Inclusio Sca '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 Inclusio Sca'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 Inclusio Sca.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Inclusio Sca on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Inclusio Sca or generate 0.0% return on investment in Inclusio Sca over 30 days. Inclusio Sca is related to or competes with Immobel, Exmar NV, Iep Invest, Montea CVA, Biocartis Group, Elia Group, and Fagron NV. It focuses on affordable rental housing, housing for disabled, and social infrastructures More
Inclusio Sca 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 Inclusio Sca'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 Inclusio Sca upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.72 |
Inclusio Sca Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inclusio Sca's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inclusio Sca's standard deviation. In reality, there are many statistical measures that can use Inclusio Sca historical prices to predict the future Inclusio Sca's volatility.| Risk Adjusted Performance | 0.0081 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inclusio Sca'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.
Inclusio Sca Backtested Returns
At this point, Inclusio Sca is very steady. Inclusio Sca holds Efficiency (Sharpe) Ratio of 0.0075, which attests that the entity had a 0.0075% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Inclusio Sca, which you can use to evaluate the volatility of the firm. Please check out Inclusio Sca's insignificant Market Risk Adjusted Performance, downside deviation of 1.38, and Risk Adjusted Performance of 0.0081 to validate if the risk estimate we provide is consistent with the expected return of 0.0117%. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inclusio Sca's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inclusio Sca is expected to be smaller as well. Inclusio Sca right now retains a risk of 1.56%. Please check out Inclusio Sca standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Inclusio Sca will be following its current trending patterns.
Auto-correlation | 0.07 |
Virtually no predictability
Inclusio Sca has virtually no predictability. Overlapping area represents the amount of predictability between Inclusio Sca time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Inclusio Sca price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Inclusio Sca price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Inclusio Sca lagged returns against current returns
Autocorrelation, which is Inclusio Sca 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 Inclusio Sca's stock expected returns. We can calculate the autocorrelation of Inclusio Sca returns to help us make a trade decision. For example, suppose you find that Inclusio Sca 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 |
Inclusio Sca 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 Inclusio Sca stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inclusio Sca stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inclusio Sca stock over time.
Current vs Lagged Prices |
| Timeline |
Inclusio Sca Lagged Returns
When evaluating Inclusio Sca's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inclusio Sca stock have on its future price. Inclusio Sca 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, Inclusio Sca autocorrelation shows the relationship between Inclusio Sca stock current value and its past values and can show if there is a momentum factor associated with investing in Inclusio Sca.
Regressed Prices |
| Timeline |
Pair Trading with Inclusio Sca
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 Inclusio Sca 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 Inclusio Sca will appreciate offsetting losses from the drop in the long position's value.Moving against Inclusio Stock
The ability to find closely correlated positions to Inclusio Sca could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Inclusio Sca 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 Inclusio Sca - 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 Inclusio Sca to buy it.
The correlation of Inclusio Sca 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 Inclusio Sca moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Inclusio Sca 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 Inclusio Sca 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.Other Information on Investing in Inclusio Stock
Inclusio Sca financial ratios help investors to determine whether Inclusio 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 Inclusio with respect to the benefits of owning Inclusio Sca security.