Investors House (Finland) Market Value
| INVEST Stock | EUR 5.14 0.04 0.77% |
| Symbol | Investors |
Investors House '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 Investors House'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 Investors House.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Investors House on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Investors House or generate 0.0% return on investment in Investors House over 30 days. Investors House is related to or competes with Taaleri Oyj, CapMan Oyj, Evli Pankki, Citycon Oyj, and Honkarakenne Oyj. Investors House Oyj operates as a real estate investment company in Finland and Estonia More
Investors House 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 Investors House'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 Investors House upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 1.55 |
Investors House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investors House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investors House's standard deviation. In reality, there are many statistical measures that can use Investors House historical prices to predict the future Investors House's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.1408 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investors House'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.
Investors House Backtested Returns
Investors House holds Efficiency (Sharpe) Ratio of -0.0316, which attests that the entity had a -0.0316% return per unit of risk over the last 3 months. Investors House exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investors House's Standard Deviation of 1.11, market risk adjusted performance of 0.1508, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investors House are expected to decrease at a much lower rate. During the bear market, Investors House is likely to outperform the market. At this point, Investors House has a negative expected return of -0.0352%. Please make sure to check out Investors House's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Investors House performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Investors House has very weak reverse predictability. Overlapping area represents the amount of predictability between Investors House time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Investors House price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Investors House price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Investors House lagged returns against current returns
Autocorrelation, which is Investors House 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 Investors House's stock expected returns. We can calculate the autocorrelation of Investors House returns to help us make a trade decision. For example, suppose you find that Investors House 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 |
Investors House 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 Investors House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investors House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investors House stock over time.
Current vs Lagged Prices |
| Timeline |
Investors House Lagged Returns
When evaluating Investors House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investors House stock have on its future price. Investors House 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, Investors House autocorrelation shows the relationship between Investors House stock current value and its past values and can show if there is a momentum factor associated with investing in Investors House.
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 Investors Stock
Investors House financial ratios help investors to determine whether Investors 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 Investors with respect to the benefits of owning Investors House security.