Invictus Energy (Australia) Market Value
| IVZ Stock | 0.07 0 1.35% |
| 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.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Invictus Energy on December 31, 2024 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 Technology One, and Thorney Technologies. 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.
| Downside Deviation | 3.21 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.25 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 6.67 |
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 | 0.0109 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0235 |
Invictus Energy Backtested Returns
Invictus Energy appears to be out of control, given 3 months investment horizon. Invictus Energy holds Efficiency (Sharpe) Ratio of 0.0649, which attests that the entity had a 0.0649 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invictus Energy, which you can use to evaluate the volatility of the firm. Please utilize Invictus Energy's Risk Adjusted Performance of 0.0109, market risk adjusted performance of 0.0335, and Downside Deviation of 3.21 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Invictus Energy holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invictus Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invictus Energy is expected to be smaller as well. Please check Invictus Energy's downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to make a quick decision on whether Invictus Energy's current trending patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
Invictus Energy has modest predictability. Overlapping area represents the amount of predictability between Invictus Energy time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th 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 Invictus Energy price movement. The serial correlation of 0.52 indicates that about 52.0% of current Invictus Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.48 | |
| 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
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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.