Indivior Plc Ordinary Stock Market Value
| INDV Stock | 10.88 0.12 1.12% |
| Symbol | Indivior |
Is Biotechnology 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 Indivior PLC. If investors know Indivior 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 Indivior PLC listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Indivior PLC Ordinary is measured differently than its book value, which is the value of Indivior that is recorded on the company's balance sheet. Investors also form their own opinion of Indivior PLC's value that differs from its market value or its book value, called intrinsic value, which is Indivior PLC'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 Indivior PLC's market value can be influenced by many factors that don't directly affect Indivior PLC'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 Indivior PLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if Indivior PLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Indivior PLC'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.
Indivior PLC '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 Indivior PLC'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 Indivior PLC.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Indivior PLC on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Indivior PLC Ordinary or generate 0.0% return on investment in Indivior PLC over 720 days. Indivior PLC is related to or competes with Burlington Stores, GameStop Corp, Corsair Gaming, Skechers USA, Evolution Gaming, Lakeland Industries, and Golden Matrix. More
Indivior PLC 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 Indivior PLC'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 Indivior PLC Ordinary upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 21.61 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 5.32 |
Indivior PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indivior PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indivior PLC's standard deviation. In reality, there are many statistical measures that can use Indivior PLC historical prices to predict the future Indivior PLC's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Indivior PLC'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.
Indivior PLC Ordinary Backtested Returns
Indivior PLC Ordinary holds Efficiency (Sharpe) Ratio of -0.0379, which attests that the entity had a -0.0379% return per unit of risk over the last 3 months. Indivior PLC Ordinary exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Indivior PLC's Market Risk Adjusted Performance of (0.15), standard deviation of 4.2, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.08, which attests to a somewhat significant risk relative to the market. Indivior PLC returns are very sensitive to returns on the market. As the market goes up or down, Indivior PLC is expected to follow. At this point, Indivior PLC Ordinary has a negative expected return of -0.16%. Please make sure to check out Indivior PLC's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Indivior PLC Ordinary performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.27 |
Weak reverse predictability
Indivior PLC Ordinary has weak reverse predictability. Overlapping area represents the amount of predictability between Indivior PLC time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Indivior PLC Ordinary price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Indivior PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 16.56 |
Indivior PLC Ordinary lagged returns against current returns
Autocorrelation, which is Indivior PLC 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 Indivior PLC's stock expected returns. We can calculate the autocorrelation of Indivior PLC returns to help us make a trade decision. For example, suppose you find that Indivior PLC 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 |
Indivior PLC 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 Indivior PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indivior PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indivior PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Indivior PLC Lagged Returns
When evaluating Indivior PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indivior PLC stock have on its future price. Indivior PLC 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, Indivior PLC autocorrelation shows the relationship between Indivior PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Indivior PLC Ordinary.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Indivior Stock Analysis
When running Indivior PLC's price analysis, check to measure Indivior PLC'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 Indivior PLC is operating at the current time. Most of Indivior PLC's value examination focuses on studying past and present price action to predict the probability of Indivior PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indivior PLC's price. Additionally, you may evaluate how the addition of Indivior PLC to your portfolios can decrease your overall portfolio volatility.