Ipsos Sa Stock Market Value
| IPSOF Stock | USD 62.33 0.00 0.00% |
| 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 otc 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.
| 05/05/2023 |
| 11/25/2024 |
If you would invest 0.00 in Ipsos SA on May 5, 2023 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 570 days. Ipsos SA is related to or competes with Western Acquisition, Independence Realty, Ambev SA, Artisan Partners, Small Cap, Compania Cervecerias, and National CineMedia. Ipsos SA, through its subsidiaries, provides survey-based research services for companies and institutions in Europe, th... 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 otc 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 | (0.33) | |||
| Maximum Drawdown | 4.79 |
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 | (0.09) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (1.25) |
Ipsos SA Backtested Returns
Ipsos SA holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11% return per unit of risk over the last 3 months. Ipsos SA exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ipsos SA's Risk Adjusted Performance of (0.09), market risk adjusted performance of (1.24), and Standard Deviation of 0.5947 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0595, which attests to not very significant fluctuations relative to the market. 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 -0.0663%. Please make sure to check out Ipsos SA's jensen alpha and rate of daily change , to decide if Ipsos SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
Ipsos SA has poor reverse predictability. Overlapping area represents the amount of predictability between Ipsos SA time series from 5th of May 2023 to 14th of February 2024 and 14th of February 2024 to 25th 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 -0.37 indicates that just about 37.0% of current Ipsos SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 5.35 |
Ipsos SA lagged returns against current returns
Autocorrelation, which is Ipsos SA otc 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 otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ipsos SA otc 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 otc 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 otc 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 otc 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Ipsos OTC Stock
Ipsos SA financial ratios help investors to determine whether Ipsos OTC 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.