Investis Holding (Switzerland) Market Value

IREN Stock  CHF 109.50  1.00  0.92%   
Investis Holding's market value is the price at which a share of Investis Holding trades on a public exchange. It measures the collective expectations of Investis Holding SA investors about its performance. Investis Holding is selling for under 109.50 as of the 2nd of December 2024; that is 0.92% up since the beginning of the trading day. The stock's lowest day price was 108.0.
With this module, you can estimate the performance of a buy and hold strategy of Investis Holding SA and determine expected loss or profit from investing in Investis Holding over a given investment horizon. Check out Investis Holding Correlation, Investis Holding Volatility and Investis Holding Alpha and Beta module to complement your research on Investis Holding.
Symbol

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

Investis Holding '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 Investis Holding'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 Investis Holding.
0.00
05/06/2024
No Change 0.00  0.0 
In 6 months and 30 days
12/02/2024
0.00
If you would invest  0.00  in Investis Holding on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Investis Holding SA or generate 0.0% return on investment in Investis Holding over 210 days. Investis Holding is related to or competes with PSP Swiss, Allreal Holding, Swiss Prime, Helvetia Holding, and Banque Cantonale. Investis Holding SA operates as a residential property company in Switzerland More

Investis Holding 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 Investis Holding'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 Investis Holding SA upside and downside potential and time the market with a certain degree of confidence.

Investis Holding Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Investis Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investis Holding's standard deviation. In reality, there are many statistical measures that can use Investis Holding historical prices to predict the future Investis Holding's volatility.
Hype
Prediction
LowEstimatedHigh
109.13109.50109.87
Details
Intrinsic
Valuation
LowRealHigh
103.77104.14120.45
Details
Naive
Forecast
LowNextHigh
108.88109.24109.61
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
108.24109.14110.04
Details

Investis Holding Backtested Returns

Investis Holding holds Efficiency (Sharpe) Ratio of -0.0174, which attests that the entity had a -0.0174% return per unit of risk over the last 3 months. Investis Holding exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investis Holding's Market Risk Adjusted Performance of 0.2449, standard deviation of 0.3627, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0692, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investis Holding are expected to decrease at a much lower rate. During the bear market, Investis Holding is likely to outperform the market. At this point, Investis Holding has a negative expected return of -0.0063%. Please make sure to check out Investis Holding's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Investis Holding performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.58  

Good reverse predictability

Investis Holding SA has good reverse predictability. Overlapping area represents the amount of predictability between Investis Holding time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd 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 Investis Holding price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Investis Holding price fluctuation can be explain by its past prices.
Correlation Coefficient-0.58
Spearman Rank Test-0.38
Residual Average0.0
Price Variance0.28

Investis Holding lagged returns against current returns

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

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

Investis Holding Lagged Returns

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

Additional Tools for Investis Stock Analysis

When running Investis Holding's price analysis, check to measure Investis Holding'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 Investis Holding is operating at the current time. Most of Investis Holding's value examination focuses on studying past and present price action to predict the probability of Investis Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investis Holding's price. Additionally, you may evaluate how the addition of Investis Holding to your portfolios can decrease your overall portfolio volatility.