Intrusion Stock Market Value
| INTZ Stock | USD 0.58 0.04 6.45% |
| Symbol | Intrusion |
Intrusion Price To Book Ratio
Is Systems 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 Intrusion. If investors know Intrusion 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 Intrusion listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.25 | Earnings Share (2.82) | Revenue Per Share 2.432 | Quarterly Revenue Growth (0.01) | Return On Assets (0.99) |
The market value of Intrusion is measured differently than its book value, which is the value of Intrusion that is recorded on the company's balance sheet. Investors also form their own opinion of Intrusion's value that differs from its market value or its book value, called intrinsic value, which is Intrusion'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 Intrusion's market value can be influenced by many factors that don't directly affect Intrusion'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 Intrusion's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intrusion is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intrusion'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.
Intrusion '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 Intrusion'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 Intrusion.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Intrusion on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Intrusion or generate 0.0% return on investment in Intrusion over 30 days. Intrusion is related to or competes with Cerberus Cyber, AuthID, Hub Cyber, Payoneer Global, Datasea, Priority Technology, and Alarum Technologies. Intrusion Inc., together with its subsidiaries, develops, markets, and supports entity identification, data mining, cybe... More
Intrusion 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 Intrusion'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 Intrusion upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 27.82 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 7.25 |
Intrusion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intrusion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intrusion's standard deviation. In reality, there are many statistical measures that can use Intrusion historical prices to predict the future Intrusion's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (1.11) | |||
| Total Risk Alpha | (1.76) | |||
| Treynor Ratio | (1.73) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intrusion's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Intrusion Backtested Returns
Intrusion holds Efficiency (Sharpe) Ratio of -0.24, which attests that the entity had a -0.24% return per unit of risk over the last 3 months. Intrusion exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intrusion's Standard Deviation of 4.63, market risk adjusted performance of (1.72), and Risk Adjusted Performance of (0.16) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intrusion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intrusion is expected to be smaller as well. At this point, Intrusion has a negative expected return of -1.13%. Please make sure to check out Intrusion's treynor ratio and daily balance of power , to decide if Intrusion performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.70 |
Good predictability
Intrusion has good predictability. Overlapping area represents the amount of predictability between Intrusion time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Intrusion price movement. The serial correlation of 0.7 indicates that around 70.0% of current Intrusion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intrusion lagged returns against current returns
Autocorrelation, which is Intrusion 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 Intrusion's stock expected returns. We can calculate the autocorrelation of Intrusion returns to help us make a trade decision. For example, suppose you find that Intrusion 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 |
Intrusion 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 Intrusion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intrusion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intrusion stock over time.
Current vs Lagged Prices |
| Timeline |
Intrusion Lagged Returns
When evaluating Intrusion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intrusion stock have on its future price. Intrusion 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, Intrusion autocorrelation shows the relationship between Intrusion stock current value and its past values and can show if there is a momentum factor associated with investing in Intrusion.
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 Intrusion Stock Analysis
When running Intrusion's price analysis, check to measure Intrusion'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 Intrusion is operating at the current time. Most of Intrusion's value examination focuses on studying past and present price action to predict the probability of Intrusion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intrusion's price. Additionally, you may evaluate how the addition of Intrusion to your portfolios can decrease your overall portfolio volatility.