Investec PLC (South Africa) Market Value
| INP Stock | 13,000 15.00 0.12% |
| Symbol | Investec |
Investec 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 Investec 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 Investec PLC.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Investec PLC on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Investec PLC or generate 0.0% return on investment in Investec PLC over 360 days. Investec PLC is related to or competes with Zeder Investments, Reinet Investments, Deneb Investments, HomeChoice Investments, Brimstone Investment, RCL Foods, and Trematon Capital. More
Investec 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 Investec 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 Investec PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.06 |
Investec PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investec PLC's standard deviation. In reality, there are many statistical measures that can use Investec PLC historical prices to predict the future Investec PLC's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.4409 |
Investec PLC Backtested Returns
Investec PLC holds Efficiency (Sharpe) Ratio of -0.0369, which attests that the entity had a -0.0369% return per unit of risk over the last 3 months. Investec PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investec PLC's Risk Adjusted Performance of (0.02), standard deviation of 1.33, and Market Risk Adjusted Performance of 0.4509 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investec PLC are expected to decrease at a much lower rate. During the bear market, Investec PLC is likely to outperform the market. At this point, Investec PLC has a negative expected return of -0.0495%. Please make sure to check out Investec PLC's daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Investec PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.19 |
Very weak predictability
Investec PLC has very weak predictability. Overlapping area represents the amount of predictability between Investec PLC time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd 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 Investec PLC price movement. The serial correlation of 0.19 indicates that over 19.0% of current Investec PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 228.1 K |
Investec PLC lagged returns against current returns
Autocorrelation, which is Investec 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 Investec PLC's stock expected returns. We can calculate the autocorrelation of Investec PLC returns to help us make a trade decision. For example, suppose you find that Investec 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 |
Investec 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 Investec PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investec PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investec PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Investec PLC Lagged Returns
When evaluating Investec PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investec PLC stock have on its future price. Investec 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, Investec PLC autocorrelation shows the relationship between Investec PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Investec PLC.
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.Other Information on Investing in Investec Stock
Investec PLC financial ratios help investors to determine whether Investec 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 Investec with respect to the benefits of owning Investec PLC security.