Infosys (Germany) Market Value

IOY Stock  EUR 21.80  0.70  3.11%   
Infosys' market value is the price at which a share of Infosys trades on a public exchange. It measures the collective expectations of Infosys Limited investors about its performance. Infosys is trading at 21.80 as of the 22nd of December 2024. This is a 3.11 percent decrease since the beginning of the trading day. The stock's lowest day price was 21.5.
With this module, you can estimate the performance of a buy and hold strategy of Infosys Limited and determine expected loss or profit from investing in Infosys over a given investment horizon. Check out Infosys Correlation, Infosys Volatility and Infosys Alpha and Beta module to complement your research on Infosys.
Symbol

Please note, there is a significant difference between Infosys' value and its price as these two are different measures arrived at by different means. Investors typically determine if Infosys is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Infosys' 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.

Infosys '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 Infosys' 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 Infosys.
0.00
11/22/2024
No Change 0.00  0.0 
In 31 days
12/22/2024
0.00
If you would invest  0.00  in Infosys on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Infosys Limited or generate 0.0% return on investment in Infosys over 30 days. Infosys is related to or competes with Accenture Plc, International Business, Cognizant Technology, AMADEUS IT, Amadeus IT, and FUJITSU. Infosys Limited, together with its subsidiaries, provides consulting, technology, and outsourcing services in North Amer... More

Infosys 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 Infosys' 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 Infosys Limited upside and downside potential and time the market with a certain degree of confidence.

Infosys Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Infosys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infosys' standard deviation. In reality, there are many statistical measures that can use Infosys historical prices to predict the future Infosys' volatility.
Hype
Prediction
LowEstimatedHigh
19.5421.8024.06
Details
Intrinsic
Valuation
LowRealHigh
15.5917.8523.98
Details

Infosys Limited Backtested Returns

At this point, Infosys is not too volatile. Infosys Limited holds Efficiency (Sharpe) Ratio of 0.074, which attests that the entity had a 0.074% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Infosys Limited, which you can use to evaluate the volatility of the firm. Please check out Infosys' Downside Deviation of 1.88, risk adjusted performance of 0.0678, and Market Risk Adjusted Performance of (0.69) to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Infosys has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Infosys are expected to decrease at a much lower rate. During the bear market, Infosys is likely to outperform the market. Infosys Limited right now retains a risk of 2.26%. Please check out Infosys total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Infosys will be following its current trending patterns.

Auto-correlation

    
  0.02  

Virtually no predictability

Infosys Limited has virtually no predictability. Overlapping area represents the amount of predictability between Infosys time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Infosys Limited price movement. The serial correlation of 0.02 indicates that only 2.0% of current Infosys price fluctuation can be explain by its past prices.
Correlation Coefficient0.02
Spearman Rank Test-0.17
Residual Average0.0
Price Variance0.18

Infosys Limited lagged returns against current returns

Autocorrelation, which is Infosys 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 Infosys' stock expected returns. We can calculate the autocorrelation of Infosys returns to help us make a trade decision. For example, suppose you find that Infosys 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  

Infosys 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 Infosys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infosys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infosys stock over time.
   Current vs Lagged Prices   
       Timeline  

Infosys Lagged Returns

When evaluating Infosys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infosys stock have on its future price. Infosys 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, Infosys autocorrelation shows the relationship between Infosys stock current value and its past values and can show if there is a momentum factor associated with investing in Infosys Limited.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in Infosys Stock

Infosys financial ratios help investors to determine whether Infosys 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 Infosys with respect to the benefits of owning Infosys security.