Isign Media Solutions Stock Market Value
| ISD Stock | CAD 13.82 0.06 0.44% |
| Symbol | ISign |
ISign Media '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 ISign Media'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 ISign Media.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in ISign Media on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding iSign Media Solutions or generate 0.0% return on investment in ISign Media over 90 days. ISign Media is related to or competes with Quorum Information, Highwood Asset, Atrium Mortgage, and Western Investment. iSIGN Media Solutions Inc., a data-focused software-as-a-service company, provides location-based security alert messagi... More
ISign Media 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 ISign Media'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 iSign Media Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9133 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.01 |
ISign Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISign Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISign Media's standard deviation. In reality, there are many statistical measures that can use ISign Media historical prices to predict the future ISign Media's volatility.| Risk Adjusted Performance | 0.0161 | |||
| Jensen Alpha | 0.0059 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 4.63 |
iSign Media Solutions Backtested Returns
At this stage we consider ISign Stock to be very steady. iSign Media Solutions holds Efficiency (Sharpe) Ratio of 0.0112, which attests that the entity had a 0.0112% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iSign Media Solutions, which you can use to evaluate the volatility of the firm. Please check out ISign Media's Downside Deviation of 0.9133, market risk adjusted performance of 4.64, and Risk Adjusted Performance of 0.0161 to validate if the risk estimate we provide is consistent with the expected return of 0.0085%. The company retains a Market Volatility (i.e., Beta) of 0.0013, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ISign Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding ISign Media is expected to be smaller as well. iSign Media Solutions right now retains a risk of 0.76%. Please check out ISign Media total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if ISign Media will be following its current trending patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
iSign Media Solutions has weak reverse predictability. Overlapping area represents the amount of predictability between ISign Media time series from 29th of August 2024 to 13th of October 2024 and 13th of October 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 iSign Media Solutions price movement. The serial correlation of -0.21 indicates that over 21.0% of current ISign Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
iSign Media Solutions lagged returns against current returns
Autocorrelation, which is ISign Media 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 ISign Media's stock expected returns. We can calculate the autocorrelation of ISign Media returns to help us make a trade decision. For example, suppose you find that ISign Media 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 |
ISign Media 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 ISign Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISign Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISign Media stock over time.
Current vs Lagged Prices |
| Timeline |
ISign Media Lagged Returns
When evaluating ISign Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISign Media stock have on its future price. ISign Media 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, ISign Media autocorrelation shows the relationship between ISign Media stock current value and its past values and can show if there is a momentum factor associated with investing in iSign Media Solutions.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ISign Stock Analysis
When running ISign Media's price analysis, check to measure ISign Media'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 ISign Media is operating at the current time. Most of ISign Media's value examination focuses on studying past and present price action to predict the probability of ISign Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ISign Media's price. Additionally, you may evaluate how the addition of ISign Media to your portfolios can decrease your overall portfolio volatility.