Investec (Germany) Market Value
| IVKA Stock | EUR 7.15 0.05 0.69% |
| Symbol | Investec |
Investec '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 Investec'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 Investec.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Investec on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Investec Group or generate 0.0% return on investment in Investec over 90 days. Investec is related to or competes with G III, CENTURIA OFFICE, Safety Insurance, Infrastrutture Wireless, Vienna Insurance, INSURANCE AUST, and Corporate Office. Investec plc, a specialist bank and asset manager, provides various financial products and services in the United Kingdo... More
Investec 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 Investec'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 Investec Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0626 | |||
| Maximum Drawdown | 8.65 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 3.25 |
Investec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investec's standard deviation. In reality, there are many statistical measures that can use Investec historical prices to predict the future Investec's volatility.| Risk Adjusted Performance | 0.0855 | |||
| Jensen Alpha | 0.1702 | |||
| Total Risk Alpha | 0.0373 | |||
| Sortino Ratio | 0.0591 | |||
| Treynor Ratio | 0.9813 |
Investec February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0855 | |||
| Market Risk Adjusted Performance | 0.9913 | |||
| Mean Deviation | 1.46 | |||
| Semi Deviation | 1.62 | |||
| Downside Deviation | 2.05 | |||
| Coefficient Of Variation | 1013.37 | |||
| Standard Deviation | 1.94 | |||
| Variance | 3.76 | |||
| Information Ratio | 0.0626 | |||
| Jensen Alpha | 0.1702 | |||
| Total Risk Alpha | 0.0373 | |||
| Sortino Ratio | 0.0591 | |||
| Treynor Ratio | 0.9813 | |||
| Maximum Drawdown | 8.65 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 3.25 | |||
| Downside Variance | 4.21 | |||
| Semi Variance | 2.61 | |||
| Expected Short fall | (1.86) | |||
| Skewness | 0.0467 | |||
| Kurtosis | 0.6689 |
Investec Group Backtested Returns
At this point, Investec is somewhat reliable. Investec Group holds Efficiency (Sharpe) Ratio of 0.0914, which attests that the entity had a 0.0914 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Investec Group, which you can use to evaluate the volatility of the firm. Please check out Investec's Downside Deviation of 2.05, risk adjusted performance of 0.0855, and Market Risk Adjusted Performance of 0.9913 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Investec has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investec is expected to be smaller as well. Investec Group right now retains a risk of 2.01%. Please check out Investec sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Investec will be following its current trending patterns.
Auto-correlation | 0.03 |
Virtually no predictability
Investec Group has virtually no predictability. Overlapping area represents the amount of predictability between Investec time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Investec Group price movement. The serial correlation of 0.03 indicates that only 3.0% of current Investec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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Other Information on Investing in Investec Stock
Investec financial ratios help investors to determine whether Investec 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 Investec with respect to the benefits of owning Investec security.