Irsa Inversiones Y Stock Market Value
| IRS Stock | USD 15.79 0.50 3.07% |
| Symbol | IRSA |
IRSA Inversiones Y Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of IRSA Inversiones. If investors know IRSA will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about IRSA Inversiones listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.04 | Earnings Share (5.07) | Revenue Per Share 4.9 K | Quarterly Revenue Growth (0.05) | Return On Assets 0.0512 |
The market value of IRSA Inversiones Y is measured differently than its book value, which is the value of IRSA that is recorded on the company's balance sheet. Investors also form their own opinion of IRSA Inversiones' value that differs from its market value or its book value, called intrinsic value, which is IRSA Inversiones' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IRSA Inversiones' market value can be influenced by many factors that don't directly affect IRSA Inversiones' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IRSA Inversiones' value and its price as these two are different measures arrived at by different means. Investors typically determine if IRSA Inversiones is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IRSA Inversiones' 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.
IRSA Inversiones '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 IRSA Inversiones' 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 IRSA Inversiones.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in IRSA Inversiones on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding IRSA Inversiones Y or generate 0.0% return on investment in IRSA Inversiones over 30 days. IRSA Inversiones is related to or competes with Frp Holdings, Marcus Millichap, New York, Anywhere Real, Transcontinental, Re Max, and New England. IRSA Inversiones y Representaciones Sociedad Annima, together with its subsidiaries, engages in the diversified real est... More
IRSA Inversiones 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 IRSA Inversiones' 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 IRSA Inversiones Y upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.01 | |||
| Information Ratio | 0.229 | |||
| Maximum Drawdown | 16.78 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 4.84 |
IRSA Inversiones Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IRSA Inversiones' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IRSA Inversiones' standard deviation. In reality, there are many statistical measures that can use IRSA Inversiones historical prices to predict the future IRSA Inversiones' volatility.| Risk Adjusted Performance | 0.2191 | |||
| Jensen Alpha | 0.7045 | |||
| Total Risk Alpha | 0.3183 | |||
| Sortino Ratio | 0.3147 | |||
| Treynor Ratio | 1.86 |
IRSA Inversiones Y Backtested Returns
IRSA Inversiones appears to be somewhat reliable, given 3 months investment horizon. IRSA Inversiones Y holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28% return per unit of volatility over the last 3 months. By analyzing IRSA Inversiones' technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please utilize IRSA Inversiones' market risk adjusted performance of 1.87, and Risk Adjusted Performance of 0.2191 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IRSA Inversiones holds a performance score of 22. The company retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IRSA Inversiones' returns are expected to increase less than the market. However, during the bear market, the loss of holding IRSA Inversiones is expected to be smaller as well. Please check IRSA Inversiones' potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether IRSA Inversiones' current trending patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
IRSA Inversiones Y has very good predictability. Overlapping area represents the amount of predictability between IRSA Inversiones time series from 26th of October 2024 to 10th of November 2024 and 10th of November 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 IRSA Inversiones Y price movement. The serial correlation of 0.85 indicates that around 85.0% of current IRSA Inversiones price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
IRSA Inversiones Y lagged returns against current returns
Autocorrelation, which is IRSA Inversiones 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 IRSA Inversiones' stock expected returns. We can calculate the autocorrelation of IRSA Inversiones returns to help us make a trade decision. For example, suppose you find that IRSA Inversiones 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 |
IRSA Inversiones 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 IRSA Inversiones stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IRSA Inversiones stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IRSA Inversiones stock over time.
Current vs Lagged Prices |
| Timeline |
IRSA Inversiones Lagged Returns
When evaluating IRSA Inversiones' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IRSA Inversiones stock have on its future price. IRSA Inversiones 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, IRSA Inversiones autocorrelation shows the relationship between IRSA Inversiones stock current value and its past values and can show if there is a momentum factor associated with investing in IRSA Inversiones Y.
Regressed Prices |
| Timeline |
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Additional Tools for IRSA Stock Analysis
When running IRSA Inversiones' price analysis, check to measure IRSA Inversiones' 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 IRSA Inversiones is operating at the current time. Most of IRSA Inversiones' value examination focuses on studying past and present price action to predict the probability of IRSA Inversiones' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IRSA Inversiones' price. Additionally, you may evaluate how the addition of IRSA Inversiones to your portfolios can decrease your overall portfolio volatility.