IRSA Inversiones (Argentina) Market Value
| IRSA Stock | ARS 1,630 65.00 3.83% |
| Symbol | IRSA |
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.
| 06/01/2024 |
| 02/26/2025 |
If you would invest 0.00 in IRSA Inversiones on June 1, 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 270 days. IRSA Inversiones is related to or competes with Agrometal SAI, Harmony Gold, Verizon Communications, and United States. IRSA Inversiones y Representaciones Sociedad Annima engages in the diversified real estate activities in Argentina 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 12.9 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 5.29 |
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 | (0.04) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.32) |
IRSA Inversiones y Backtested Returns
IRSA Inversiones y holds Efficiency (Sharpe) Ratio of -0.0814, which attests that the entity had a -0.0814 % return per unit of volatility over the last 3 months. IRSA Inversiones y exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IRSA Inversiones' market risk adjusted performance of (0.31), and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.56, 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. At this point, IRSA Inversiones y has a negative expected return of -0.24%. Please make sure to check out IRSA Inversiones' potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if IRSA Inversiones y performance from the past will be repeated at future time.
Auto-correlation | 0.03 |
Virtually no predictability
IRSA Inversiones y has virtually no predictability. Overlapping area represents the amount of predictability between IRSA Inversiones time series from 1st of June 2024 to 14th of October 2024 and 14th of October 2024 to 26th of February 2025. 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 0.03 indicates that only 3.0% of current IRSA Inversiones price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 19.9 K |
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 |
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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 |
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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 |
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 Information and Resources on Investing in IRSA Stock
When determining whether IRSA Inversiones y is a strong investment it is important to analyze IRSA Inversiones' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IRSA Inversiones' future performance. For an informed investment choice regarding IRSA Stock, refer to the following important reports:Check out IRSA Inversiones Correlation, IRSA Inversiones Volatility and IRSA Inversiones Alpha and Beta module to complement your research on IRSA Inversiones. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
IRSA Inversiones technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.