Indra Sistemas Sa Stock Market Value
| ISMAY Stock | USD 34.13 0.33 0.98% |
| Symbol | Indra |
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' pink sheet 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.
| 01/22/2025 |
| 01/17/2026 |
If you would invest 0.00 in Indra Sistemas on January 22, 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 360 days. Indra Sistemas is related to or competes with Bechtle AG, Bechtle AG, Atos Origin, Reply SpA, TravelSky Technology, TravelSky Technology, and Sopra Steria. 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' pink sheet 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.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.1744 | |||
| Maximum Drawdown | 12.61 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 6.39 |
Indra Sistemas Market Risk Indicators
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.| Risk Adjusted Performance | 0.1515 | |||
| Jensen Alpha | 0.5907 | |||
| Total Risk Alpha | 0.2237 | |||
| Sortino Ratio | 0.2232 | |||
| Treynor Ratio | 2.04 |
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 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. By evaluating Indra Sistemas' technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please utilize Indra Sistemas' Downside Deviation of 2.36, risk adjusted performance of 0.1515, and Market Risk Adjusted Performance of 2.05 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 14. The company retains a Market Volatility (i.e., Beta) of 0.3, 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' downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Indra Sistemas' current trending patterns will revert.
Auto-correlation | 0.84 |
Very good predictability
Indra Sistemas SA has very good predictability. Overlapping area represents the amount of predictability between Indra Sistemas time series from 22nd of January 2025 to 21st of July 2025 and 21st of July 2025 to 17th of January 2026. 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 0.84 indicates that around 84.0% of current Indra Sistemas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 16.2 |
Indra Sistemas SA lagged returns against current returns
Autocorrelation, which is Indra Sistemas pink sheet'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' pink sheet 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 pink sheet 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indra Sistemas pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indra Sistemas pink sheet over time.
Current vs Lagged Prices |
| Timeline |
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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Indra Sistemas 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 Indra Pink Sheet Analysis
When running Indra Sistemas' price analysis, check to measure Indra Sistemas' 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 Indra Sistemas is operating at the current time. Most of Indra Sistemas' value examination focuses on studying past and present price action to predict the probability of Indra Sistemas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indra Sistemas' price. Additionally, you may evaluate how the addition of Indra Sistemas to your portfolios can decrease your overall portfolio volatility.