Insig Ai (UK) Market Value
| INSG Stock | 13.50 0.25 1.82% |
| Symbol | Insig |
Insig Ai '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 Insig Ai'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 Insig Ai.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Insig Ai on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Insig Ai PLC or generate 0.0% return on investment in Insig Ai over 30 days. Insig Ai is related to or competes with Evolution Gaming, Erste Group, Cincinnati Financial, Games Workshop, Litigation Capital, Skandinaviska Enskilda, and Bloomsbury Publishing. Insig Ai is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Insig Ai 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 Insig Ai'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 Insig Ai PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.97 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 20.55 | |||
| Value At Risk | (4.08) | |||
| Potential Upside | 6.12 |
Insig Ai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insig Ai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insig Ai's standard deviation. In reality, there are many statistical measures that can use Insig Ai historical prices to predict the future Insig Ai's volatility.| Risk Adjusted Performance | 0.014 | |||
| Jensen Alpha | 0.0127 | |||
| Total Risk Alpha | (0.52) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.4142 |
Insig Ai PLC Backtested Returns
Currently, Insig Ai PLC is somewhat reliable. Insig Ai PLC holds Efficiency (Sharpe) Ratio of 0.0082, which attests that the entity had a 0.0082% return per unit of risk over the last 3 months. We have found thirty technical indicators for Insig Ai PLC, which you can use to evaluate the volatility of the firm. Please check out Insig Ai's Downside Deviation of 3.97, risk adjusted performance of 0.014, and Market Risk Adjusted Performance of 0.4242 to validate if the risk estimate we provide is consistent with the expected return of 0.0283%. The company retains a Market Volatility (i.e., Beta) of 0.0432, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Insig Ai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insig Ai is expected to be smaller as well. Insig Ai PLC right now retains a risk of 3.44%. Please check out Insig Ai treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Insig Ai will be following its current trending patterns.
Auto-correlation | 0.45 |
Average predictability
Insig Ai PLC has average predictability. Overlapping area represents the amount of predictability between Insig Ai time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 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 Insig Ai PLC price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Insig Ai price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Insig Ai PLC lagged returns against current returns
Autocorrelation, which is Insig Ai 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 Insig Ai's stock expected returns. We can calculate the autocorrelation of Insig Ai returns to help us make a trade decision. For example, suppose you find that Insig Ai 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 |
Insig Ai 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 Insig Ai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insig Ai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insig Ai stock over time.
Current vs Lagged Prices |
| Timeline |
Insig Ai Lagged Returns
When evaluating Insig Ai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insig Ai stock have on its future price. Insig Ai 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, Insig Ai autocorrelation shows the relationship between Insig Ai stock current value and its past values and can show if there is a momentum factor associated with investing in Insig Ai PLC.
Regressed Prices |
| Timeline |
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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.Additional Tools for Insig Stock Analysis
When running Insig Ai's price analysis, check to measure Insig Ai'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 Insig Ai is operating at the current time. Most of Insig Ai's value examination focuses on studying past and present price action to predict the probability of Insig Ai's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insig Ai's price. Additionally, you may evaluate how the addition of Insig Ai to your portfolios can decrease your overall portfolio volatility.