Indra Sistemas' market value is the price at which a share of Indra Sistemas trades on a public exchange. It measures the collective expectations of Indra Sistemas SA investors about its performance. Indra Sistemas is trading at 57.59 as of the 27th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 57.59. With this module, you can estimate the performance of a buy and hold strategy of Indra Sistemas SA and determine expected loss or profit from investing in Indra Sistemas over a given investment horizon. Check out Indra Sistemas Correlation, Indra Sistemas Volatility and Indra Sistemas Alpha and Beta module to complement your research on Indra Sistemas.
Please note, there is a significant difference between Indra Sistemas' value and its price as these two are different measures arrived at by different means. Investors typically determine if Indra Sistemas is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Indra Sistemas' 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.
Indra Sistemas '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 Indra Sistemas' 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 Indra Sistemas.
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11/27/2025
No Change 0.00
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In 30 days
12/27/2025
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If you would invest 0.00 in Indra Sistemas on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Indra Sistemas SA or generate 0.0% return on investment in Indra Sistemas over 30 days. Indra Sistemas is related to or competes with Bechtle AG, Bechtle AG, Nexi SpA, NICE, Topicus, and Shimadzu. Indra Sistemas, S.A. operates as a technology and consulting company worldwide More
Indra Sistemas 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 Indra Sistemas' 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 Indra Sistemas SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indra Sistemas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indra Sistemas' standard deviation. In reality, there are many statistical measures that can use Indra Sistemas historical prices to predict the future Indra Sistemas' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Indra Sistemas. Your research has to be compared to or analyzed against Indra Sistemas' peers to derive any actionable benefits. When done correctly, Indra Sistemas' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Indra Sistemas SA.
Indra Sistemas SA Backtested Returns
Indra Sistemas appears to be very steady, given 3 months investment horizon. Indra Sistemas SA holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. By evaluating Indra Sistemas' technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please utilize Indra Sistemas' Standard Deviation of 2.82, market risk adjusted performance of 0.7871, and Risk Adjusted Performance of 0.1512 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Indra Sistemas holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of 0.73, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Indra Sistemas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Indra Sistemas is expected to be smaller as well. Please check Indra Sistemas' maximum drawdown, and the relationship between the variance and kurtosis , to make a quick decision on whether Indra Sistemas' current trending patterns will revert.
Auto-correlation
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No correlation between past and present
Indra Sistemas SA has no correlation between past and present. Overlapping area represents the amount of predictability between Indra Sistemas time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Indra Sistemas SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Indra Sistemas price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Indra Sistemas SA lagged returns against current returns
Autocorrelation, which is Indra Sistemas 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 Indra Sistemas' otc stock expected returns. We can calculate the autocorrelation of Indra Sistemas returns to help us make a trade decision. For example, suppose you find that Indra Sistemas 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
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Indra Sistemas 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 Indra Sistemas otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indra Sistemas otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indra Sistemas otc stock over time.
Current vs Lagged Prices
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Indra Sistemas Lagged Returns
When evaluating Indra Sistemas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indra Sistemas otc stock have on its future price. Indra Sistemas 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, Indra Sistemas autocorrelation shows the relationship between Indra Sistemas otc stock current value and its past values and can show if there is a momentum factor associated with investing in Indra Sistemas SA.
Indra Sistemas financial ratios help investors to determine whether Indra 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 Indra with respect to the benefits of owning Indra Sistemas security.