In Touch Survey Systems Stock Market Value
| INX Stock | CAD 0.53 0.16 43.24% |
| Symbol | INX |
In Touch '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 In Touch'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 In Touch.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in In Touch on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding In Touch Survey Systems or generate 0.0% return on investment in In Touch over 30 days. In Touch is related to or competes with Slate Grocery, Roots Corp, Aimia, Tucows, GDI Integrated, Pembina Pipeline, and National Bank. Intouch Insight Ltd. develops managed mobile software applications and software-as-a-service platforms, and delivers ser... More
In Touch 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 In Touch'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 In Touch Survey Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.16 | |||
| Information Ratio | 0.0193 | |||
| Maximum Drawdown | 23.61 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 5.88 |
In Touch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for In Touch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as In Touch's standard deviation. In reality, there are many statistical measures that can use In Touch historical prices to predict the future In Touch's volatility.| Risk Adjusted Performance | 0.0384 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | (0.82) | |||
| Sortino Ratio | 0.0161 | |||
| Treynor Ratio | 0.3748 |
In Touch Survey Backtested Returns
In Touch appears to be out of control, given 3 months investment horizon. In Touch Survey retains Efficiency (Sharpe Ratio) of 0.12, which attests that the entity had a 0.12% return per unit of price deviation over the last 3 months. By examining In Touch's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please utilize In Touch's Semi Deviation of 3.74, standard deviation of 6.8, and Market Risk Adjusted Performance of 0.3848 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, In Touch holds a performance score of 9. The company owns a Beta (Systematic Risk) of 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, In Touch's returns are expected to increase less than the market. However, during the bear market, the loss of holding In Touch is expected to be smaller as well. Please check In Touch's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether In Touch's current price history will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
In Touch Survey Systems has insignificant reverse predictability. Overlapping area represents the amount of predictability between In Touch time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 In Touch Survey price movement. The serial correlation of -0.2 indicates that over 20.0% of current In Touch price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
In Touch Survey lagged returns against current returns
Autocorrelation, which is In Touch 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 In Touch's stock expected returns. We can calculate the autocorrelation of In Touch returns to help us make a trade decision. For example, suppose you find that In Touch 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 |
In Touch 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 In Touch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if In Touch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in In Touch stock over time.
Current vs Lagged Prices |
| Timeline |
In Touch Lagged Returns
When evaluating In Touch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of In Touch stock have on its future price. In Touch 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, In Touch autocorrelation shows the relationship between In Touch stock current value and its past values and can show if there is a momentum factor associated with investing in In Touch Survey Systems.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for INX Stock Analysis
When running In Touch's price analysis, check to measure In Touch'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 In Touch is operating at the current time. Most of In Touch's value examination focuses on studying past and present price action to predict the probability of In Touch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move In Touch's price. Additionally, you may evaluate how the addition of In Touch to your portfolios can decrease your overall portfolio volatility.