Invisio Communications (Sweden) Market Value
| IVSO Stock | SEK 271.50 4.50 1.63% |
| Symbol | Invisio |
Invisio Communications '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 Invisio Communications' 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 Invisio Communications.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in Invisio Communications on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding Invisio Communications AB or generate 0.0% return on investment in Invisio Communications over 570 days. Invisio Communications is related to or competes with Hexatronic Group, CellaVision, Xvivo Perfusion, Sectra AB, and Mycronic Publ. Invisio AB develops and sells personal communication and hearing protection systems for professionals in the defense and... More
Invisio Communications 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 Invisio Communications' 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 Invisio Communications AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.042 | |||
| Maximum Drawdown | 10.12 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 3.66 |
Invisio Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invisio Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invisio Communications' standard deviation. In reality, there are many statistical measures that can use Invisio Communications historical prices to predict the future Invisio Communications' volatility.| Risk Adjusted Performance | 0.084 | |||
| Jensen Alpha | 0.0941 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | 0.2155 |
Invisio Communications Backtested Returns
Invisio Communications appears to be very steady, given 3 months investment horizon. Invisio Communications holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invisio Communications, which you can use to evaluate the volatility of the firm. Please utilize Invisio Communications' Market Risk Adjusted Performance of 0.2255, downside deviation of 1.95, and Risk Adjusted Performance of 0.084 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Invisio Communications holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 0.97, which attests to possible diversification benefits within a given portfolio. Invisio Communications returns are very sensitive to returns on the market. As the market goes up or down, Invisio Communications is expected to follow. Please check Invisio Communications' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Invisio Communications' current trending patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Invisio Communications AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Invisio Communications time series from 7th of May 2023 to 16th of February 2024 and 16th of February 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 Invisio Communications price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Invisio Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 269.35 |
Invisio Communications lagged returns against current returns
Autocorrelation, which is Invisio Communications 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 Invisio Communications' stock expected returns. We can calculate the autocorrelation of Invisio Communications returns to help us make a trade decision. For example, suppose you find that Invisio Communications 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 |
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Invisio Communications 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 Invisio Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invisio Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invisio Communications stock over time.
Current vs Lagged Prices |
| Timeline |
Invisio Communications Lagged Returns
When evaluating Invisio Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invisio Communications stock have on its future price. Invisio Communications 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, Invisio Communications autocorrelation shows the relationship between Invisio Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Invisio Communications AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Invisio Stock Analysis
When running Invisio Communications' price analysis, check to measure Invisio Communications' 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 Invisio Communications is operating at the current time. Most of Invisio Communications' value examination focuses on studying past and present price action to predict the probability of Invisio Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invisio Communications' price. Additionally, you may evaluate how the addition of Invisio Communications to your portfolios can decrease your overall portfolio volatility.