Investin Optimal (Denmark) Market Value
| INIOPS Stock | DKK 149.37 0.29 0.19% |
| Symbol | Investin |
Please note, there is a significant difference between Investin Optimal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investin Optimal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investin Optimal'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.
Investin Optimal '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 Investin Optimal'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 Investin Optimal.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Investin Optimal on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Investin Optimal Stabil or generate 0.0% return on investment in Investin Optimal over 30 days. Investin Optimal is related to or competes with Danske Andelskassers, Jyske Bank, Nordinvestments, Fynske Bank, and Hvidbjerg Bank. More
Investin Optimal 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 Investin Optimal'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 Investin Optimal Stabil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1884 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 1.11 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.4572 |
Investin Optimal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investin Optimal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investin Optimal's standard deviation. In reality, there are many statistical measures that can use Investin Optimal historical prices to predict the future Investin Optimal's volatility.| Risk Adjusted Performance | 0.1446 | |||
| Jensen Alpha | 0.0295 | |||
| Total Risk Alpha | 0.0234 | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.2074 |
Investin Optimal Stabil Backtested Returns
At this point, Investin Optimal is very steady. Investin Optimal Stabil holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Investin Optimal Stabil, which you can use to evaluate the volatility of the firm. Please check out Investin Optimal's Market Risk Adjusted Performance of 0.2174, coefficient of variation of 432.52, and Risk Adjusted Performance of 0.1446 to validate if the risk estimate we provide is consistent with the expected return of 0.045%. Investin Optimal has a performance score of 16 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investin Optimal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investin Optimal is expected to be smaller as well. Investin Optimal Stabil right now retains a risk of 0.21%. Please check out Investin Optimal downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Investin Optimal will be following its current trending patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Investin Optimal Stabil has good reverse predictability. Overlapping area represents the amount of predictability between Investin Optimal time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 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 Investin Optimal Stabil price movement. The serial correlation of -0.54 indicates that about 54.0% of current Investin Optimal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Investin Optimal Stabil lagged returns against current returns
Autocorrelation, which is Investin Optimal 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 Investin Optimal's stock expected returns. We can calculate the autocorrelation of Investin Optimal returns to help us make a trade decision. For example, suppose you find that Investin Optimal 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 |
Investin Optimal 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 Investin Optimal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investin Optimal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investin Optimal stock over time.
Current vs Lagged Prices |
| Timeline |
Investin Optimal Lagged Returns
When evaluating Investin Optimal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investin Optimal stock have on its future price. Investin Optimal 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, Investin Optimal autocorrelation shows the relationship between Investin Optimal stock current value and its past values and can show if there is a momentum factor associated with investing in Investin Optimal Stabil.
Regressed Prices |
| Timeline |
Pair Trading with Investin Optimal
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 Investin Optimal 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 Investin Optimal will appreciate offsetting losses from the drop in the long position's value.Moving together with Investin Stock
Moving against Investin Stock
| 0.88 | VWS | Vestas Wind Systems | PairCorr |
| 0.84 | ORSTED | Orsted AS | PairCorr |
| 0.81 | CONFRZ | Conferize AS | PairCorr |
| 0.81 | MONSO | Monsenso AS | PairCorr |
| 0.73 | ESG | Ennogie Solar Group | PairCorr |
The ability to find closely correlated positions to Investin Optimal could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Investin Optimal 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 Investin Optimal - 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 Investin Optimal Stabil to buy it.
The correlation of Investin Optimal 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 Investin Optimal moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Investin Optimal Stabil 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 Investin Optimal 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 Investin Stock
Investin Optimal financial ratios help investors to determine whether Investin 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 Investin with respect to the benefits of owning Investin Optimal security.