Invictus Energy (Australia) Market Value
| IVZ Stock | 0.06 0 1.69% |
| Symbol | Invictus |
Invictus Energy '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 Invictus Energy'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 Invictus Energy.
| 02/11/2025 |
| 03/13/2025 |
If you would invest 0.00 in Invictus Energy on February 11, 2025 and sell it all today you would earn a total of 0.00 from holding Invictus Energy or generate 0.0% return on investment in Invictus Energy over 30 days. Invictus Energy is related to or competes with Dug Technology, Medibank Private, Liberty Financial, National Australia, MA Financial, and Macquarie Technology. Invictus Energy is entity of Australia. It is traded as Stock on AU exchange. More
Invictus Energy 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 Invictus Energy'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 Invictus Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.62 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 5.0 |
Invictus Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invictus Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invictus Energy's standard deviation. In reality, there are many statistical measures that can use Invictus Energy historical prices to predict the future Invictus Energy's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | 0.2589 | |||
| Treynor Ratio | 0.5151 |
Invictus Energy Backtested Returns
Invictus Energy holds Efficiency (Sharpe) Ratio of -0.0505, which attests that the entity had a -0.0505 % return per unit of risk over the last 3 months. Invictus Energy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invictus Energy's Standard Deviation of 3.14, market risk adjusted performance of 0.5251, and Risk Adjusted Performance of (0.05) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Invictus Energy are expected to decrease at a much lower rate. During the bear market, Invictus Energy is likely to outperform the market. At this point, Invictus Energy has a negative expected return of -0.16%. Please make sure to check out Invictus Energy's daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Invictus Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Invictus Energy has average predictability. Overlapping area represents the amount of predictability between Invictus Energy time series from 11th of February 2025 to 26th of February 2025 and 26th of February 2025 to 13th of March 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 Invictus Energy price movement. The serial correlation of 0.47 indicates that about 47.0% of current Invictus Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invictus Energy lagged returns against current returns
Autocorrelation, which is Invictus Energy 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 Invictus Energy's stock expected returns. We can calculate the autocorrelation of Invictus Energy returns to help us make a trade decision. For example, suppose you find that Invictus Energy 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 |
Invictus Energy 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 Invictus Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invictus Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invictus Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Invictus Energy Lagged Returns
When evaluating Invictus Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invictus Energy stock have on its future price. Invictus Energy 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, Invictus Energy autocorrelation shows the relationship between Invictus Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Invictus Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Invictus Stock Analysis
When running Invictus Energy's price analysis, check to measure Invictus Energy'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 Invictus Energy is operating at the current time. Most of Invictus Energy's value examination focuses on studying past and present price action to predict the probability of Invictus Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invictus Energy's price. Additionally, you may evaluate how the addition of Invictus Energy to your portfolios can decrease your overall portfolio volatility.