Infinity Capital (Romania) Market Value
| INFINITY | 2.44 0.04 1.61% |
| Symbol | Infinity |
Infinity Capital '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 Infinity Capital'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 Infinity Capital.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Infinity Capital on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Infinity Capital Investments or generate 0.0% return on investment in Infinity Capital over 30 days.
Infinity Capital 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 Infinity Capital'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 Infinity Capital Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.1262 | |||
| Maximum Drawdown | 6.15 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.58 |
Infinity Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infinity Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infinity Capital's standard deviation. In reality, there are many statistical measures that can use Infinity Capital historical prices to predict the future Infinity Capital's volatility.| Risk Adjusted Performance | 0.1806 | |||
| Jensen Alpha | 0.3071 | |||
| Total Risk Alpha | 0.0815 | |||
| Sortino Ratio | 0.1372 | |||
| Treynor Ratio | (1.21) |
Infinity Capital Inv Backtested Returns
Infinity Capital appears to be slightly risky, given 3 months investment horizon. Infinity Capital Inv holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Infinity Capital Inv, which you can use to evaluate the volatility of the firm. Please utilize Infinity Capital's Market Risk Adjusted Performance of (1.20), risk adjusted performance of 0.1806, and Downside Deviation of 1.16 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Infinity Capital holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of -0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Infinity Capital are expected to decrease at a much lower rate. During the bear market, Infinity Capital is likely to outperform the market. Please check Infinity Capital's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Infinity Capital's current trending patterns will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
Infinity Capital Investments has poor reverse predictability. Overlapping area represents the amount of predictability between Infinity Capital 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 Infinity Capital Inv price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Infinity Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Infinity Capital Inv lagged returns against current returns
Autocorrelation, which is Infinity Capital 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 Infinity Capital's stock expected returns. We can calculate the autocorrelation of Infinity Capital returns to help us make a trade decision. For example, suppose you find that Infinity Capital 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 |
Infinity Capital 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 Infinity Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infinity Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infinity Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Infinity Capital Lagged Returns
When evaluating Infinity Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infinity Capital stock have on its future price. Infinity Capital 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, Infinity Capital autocorrelation shows the relationship between Infinity Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Infinity Capital Investments.
Regressed Prices |
| Timeline |
Pair Trading with Infinity Capital
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 Infinity Capital 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 Infinity Capital will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Infinity Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Infinity Capital 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 Infinity Capital - 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 Infinity Capital Investments to buy it.
The correlation of Infinity Capital 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 Infinity Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Infinity Capital Inv 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 Infinity Capital 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 Infinity Stock Analysis
When running Infinity Capital's price analysis, check to measure Infinity Capital'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 Infinity Capital is operating at the current time. Most of Infinity Capital's value examination focuses on studying past and present price action to predict the probability of Infinity Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infinity Capital's price. Additionally, you may evaluate how the addition of Infinity Capital to your portfolios can decrease your overall portfolio volatility.