Ipsos SA (France) Market Value
| IPS Stock | EUR 44.34 0.64 1.42% |
| Symbol | Ipsos |
Ipsos SA '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 Ipsos SA'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 Ipsos SA.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in Ipsos SA on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Ipsos SA or generate 0.0% return on investment in Ipsos SA over 300 days. Ipsos SA is related to or competes with Mtropole Tlvision, Alten SA, Publicis Groupe, Imerys SA, and SEB SA. Ipsos SA, through its subsidiaries, provides survey-based research services for brands, companies, and institutions in E... More
Ipsos SA 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 Ipsos SA'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 Ipsos SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 15.55 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.44 |
Ipsos SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ipsos SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ipsos SA's standard deviation. In reality, there are many statistical measures that can use Ipsos SA historical prices to predict the future Ipsos SA's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (0.72) |
Ipsos SA Backtested Returns
Ipsos SA holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17% return per unit of risk over the last 3 months. Ipsos SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ipsos SA's Market Risk Adjusted Performance of (0.71), risk adjusted performance of (0.13), and Standard Deviation of 1.93 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ipsos SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ipsos SA is expected to be smaller as well. At this point, Ipsos SA has a negative expected return of -0.33%. Please make sure to check out Ipsos SA's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Ipsos SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Ipsos SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ipsos SA time series from 1st of February 2024 to 30th of June 2024 and 30th of June 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 Ipsos SA price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Ipsos SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 29.04 |
Ipsos SA lagged returns against current returns
Autocorrelation, which is Ipsos SA 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 Ipsos SA's stock expected returns. We can calculate the autocorrelation of Ipsos SA returns to help us make a trade decision. For example, suppose you find that Ipsos SA 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 |
Ipsos SA 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 Ipsos SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ipsos SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ipsos SA stock over time.
Current vs Lagged Prices |
| Timeline |
Ipsos SA Lagged Returns
When evaluating Ipsos SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ipsos SA stock have on its future price. Ipsos SA 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, Ipsos SA autocorrelation shows the relationship between Ipsos SA stock current value and its past values and can show if there is a momentum factor associated with investing in Ipsos SA.
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.Other Information on Investing in Ipsos Stock
Ipsos SA financial ratios help investors to determine whether Ipsos 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 Ipsos with respect to the benefits of owning Ipsos SA security.