Intershop Holding (Switzerland) Market Value
| ISN Stock | CHF 123.20 0.20 0.16% |
| Symbol | Intershop |
Intershop Holding '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 Intershop Holding'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 Intershop Holding.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Intershop Holding on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Intershop Holding AG or generate 0.0% return on investment in Intershop Holding over 540 days. Intershop Holding is related to or competes with Allreal Holding, Mobimo Hldg, PSP Swiss, Swiss Prime, and HIAG Immobilien. Intershop Holding AG operates as a commercial real estate company in France and internationally More
Intershop Holding 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 Intershop Holding'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 Intershop Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6661 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 2.66 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.16 |
Intershop Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intershop Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intershop Holding's standard deviation. In reality, there are many statistical measures that can use Intershop Holding historical prices to predict the future Intershop Holding's volatility.| Risk Adjusted Performance | 1.0E-4 | |||
| Jensen Alpha | 9.0E-4 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.1151 |
Intershop Holding Backtested Returns
At this stage we consider Intershop Stock to be very steady. Intershop Holding holds Efficiency (Sharpe) Ratio of 0.0031, which attests that the entity had a 0.0031% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intershop Holding, which you can use to evaluate the volatility of the firm. Please check out Intershop Holding's Market Risk Adjusted Performance of 0.1251, downside deviation of 0.6661, and Risk Adjusted Performance of 1.0E-4 to validate if the risk estimate we provide is consistent with the expected return of 0.0019%. The company retains a Market Volatility (i.e., Beta) of -0.0703, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intershop Holding are expected to decrease at a much lower rate. During the bear market, Intershop Holding is likely to outperform the market. Intershop Holding right now retains a risk of 0.62%. Please check out Intershop Holding expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Intershop Holding will be following its current trending patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Intershop Holding AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Intershop Holding time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th 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 Intershop Holding price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Intershop Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 5.23 |
Intershop Holding lagged returns against current returns
Autocorrelation, which is Intershop Holding 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 Intershop Holding's stock expected returns. We can calculate the autocorrelation of Intershop Holding returns to help us make a trade decision. For example, suppose you find that Intershop Holding 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 |
Intershop Holding 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 Intershop Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intershop Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intershop Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Intershop Holding Lagged Returns
When evaluating Intershop Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intershop Holding stock have on its future price. Intershop Holding 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, Intershop Holding autocorrelation shows the relationship between Intershop Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Intershop Holding AG.
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 Intershop Stock Analysis
When running Intershop Holding's price analysis, check to measure Intershop Holding'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 Intershop Holding is operating at the current time. Most of Intershop Holding's value examination focuses on studying past and present price action to predict the probability of Intershop Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intershop Holding's price. Additionally, you may evaluate how the addition of Intershop Holding to your portfolios can decrease your overall portfolio volatility.