Informatica Stock Market Value
| INFA Stock | USD 26.36 0.09 0.34% |
| Symbol | Informatica |
Informatica Price To Book Ratio
Is Application Software 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 Informatica. If investors know Informatica 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 Informatica listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.23 | Revenue Per Share 5.547 | Quarterly Revenue Growth 0.034 | Return On Assets 0.0174 | Return On Equity 0.029 |
The market value of Informatica is measured differently than its book value, which is the value of Informatica that is recorded on the company's balance sheet. Investors also form their own opinion of Informatica's value that differs from its market value or its book value, called intrinsic value, which is Informatica'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 Informatica's market value can be influenced by many factors that don't directly affect Informatica'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 Informatica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Informatica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Informatica'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.
Informatica '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 Informatica'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 Informatica.
| 04/02/2023 |
| 11/22/2024 |
If you would invest 0.00 in Informatica on April 2, 2023 and sell it all today you would earn a total of 0.00 from holding Informatica or generate 0.0% return on investment in Informatica over 600 days. Informatica is related to or competes with Evertec, Couchbase, Flywire Corp, I3 Verticals, EverCommerce, International Money, and NetScout Systems. Informatica Inc. develops an artificial intelligence-powered platform that connects, manages, and unifies data across mu... More
Informatica 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 Informatica'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 Informatica upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.23 | |||
| Information Ratio | 0.0114 | |||
| Maximum Drawdown | 13.76 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 3.48 |
Informatica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Informatica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Informatica's standard deviation. In reality, there are many statistical measures that can use Informatica historical prices to predict the future Informatica's volatility.| Risk Adjusted Performance | 0.054 | |||
| Jensen Alpha | 0.0288 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.011 | |||
| Treynor Ratio | 0.1295 |
Informatica Backtested Returns
At this point, Informatica is very steady. Informatica holds Efficiency (Sharpe) Ratio of 0.054, which attests that the entity had a 0.054% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Informatica, which you can use to evaluate the volatility of the firm. Please check out Informatica's Downside Deviation of 2.23, market risk adjusted performance of 0.1395, and Risk Adjusted Performance of 0.054 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Informatica has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.96, which attests to possible diversification benefits within a given portfolio. Informatica returns are very sensitive to returns on the market. As the market goes up or down, Informatica is expected to follow. Informatica right now retains a risk of 2.18%. Please check out Informatica downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if Informatica will be following its current trending patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Informatica has very good reverse predictability. Overlapping area represents the amount of predictability between Informatica time series from 2nd of April 2023 to 27th of January 2024 and 27th of January 2024 to 22nd 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 Informatica price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Informatica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 15.16 |
Informatica lagged returns against current returns
Autocorrelation, which is Informatica 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 Informatica's stock expected returns. We can calculate the autocorrelation of Informatica returns to help us make a trade decision. For example, suppose you find that Informatica 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 |
Informatica 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 Informatica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Informatica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Informatica stock over time.
Current vs Lagged Prices |
| Timeline |
Informatica Lagged Returns
When evaluating Informatica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Informatica stock have on its future price. Informatica 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, Informatica autocorrelation shows the relationship between Informatica stock current value and its past values and can show if there is a momentum factor associated with investing in Informatica.
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.When determining whether Informatica offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Informatica's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Informatica Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Informatica Stock:Check out Informatica Correlation, Informatica Volatility and Informatica Alpha and Beta module to complement your research on Informatica. For information on how to trade Informatica Stock refer to our How to Trade Informatica Stock guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Informatica technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.