Investment Ab Latour Stock Market Value
| IVTBF Stock | USD 23.20 0.00 0.00% |
| Symbol | Investment |
Investment '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 Investment's 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 Investment.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Investment on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Investment AB Latour or generate 0.0% return on investment in Investment over 30 days. Investment is related to or competes with Sphere Entertainment, SBM Offshore, Dave Busters, Columbia Sportswear, Nexstar Broadcasting, and Ralph Lauren. The firm prefer to invest in companies for long term with Development, manufacture and marketing of proprietary products... More
Investment 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 Investment's 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 Investment AB Latour upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 4.53 |
Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investment's standard deviation. In reality, there are many statistical measures that can use Investment historical prices to predict the future Investment's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (1.05) |
Investment AB Latour Backtested Returns
Investment AB Latour holds Efficiency (Sharpe) Ratio of -0.16, which attests that the entity had a -0.16 % return per unit of risk over the last 3 months. Investment AB Latour exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investment's Risk Adjusted Performance of (0.14), market risk adjusted performance of (1.04), and Standard Deviation of 0.6029 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investment is expected to be smaller as well. At this point, Investment AB Latour has a negative expected return of -0.0947%. Please make sure to check out Investment's information ratio, and the relationship between the coefficient of variation and skewness , to decide if Investment AB Latour performance from the past will be repeated at some point in the near future.
Auto-correlation | Huge |
Perfect predictability
Investment AB Latour has perfect predictability. Overlapping area represents the amount of predictability between Investment time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 Investment AB Latour price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Investment AB Latour lagged returns against current returns
Autocorrelation, which is Investment 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 Investment's otc stock expected returns. We can calculate the autocorrelation of Investment returns to help us make a trade decision. For example, suppose you find that Investment 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 |
| Timeline |
Investment 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 Investment otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investment otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investment otc stock over time.
Current vs Lagged Prices |
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Investment Lagged Returns
When evaluating Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investment otc stock have on its future price. Investment 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, Investment autocorrelation shows the relationship between Investment otc stock current value and its past values and can show if there is a momentum factor associated with investing in Investment AB Latour.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Investment OTC Stock
Investment financial ratios help investors to determine whether Investment 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 Investment with respect to the benefits of owning Investment security.