Integrated Wind (Norway) Market Value
| IWS Stock | NOK 48.80 0.20 0.41% |
| Symbol | Integrated |
Integrated Wind '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 Integrated Wind'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 Integrated Wind.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Integrated Wind on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Integrated Wind Solutions or generate 0.0% return on investment in Integrated Wind over 90 days. Integrated Wind is related to or competes with Aker Carbon, Elkem ASA, Vow ASA, North Energy, Arcticzymes Technologies, Eqva ASA, and XXL ASA. Integrated Wind Solutions AS, through its subsidiary, Awind AS, operates offshore windfarm service vessels More
Integrated Wind 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 Integrated Wind'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 Integrated Wind Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 15.36 | |||
| Value At Risk | (4.08) | |||
| Potential Upside | 3.0 |
Integrated Wind Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Integrated Wind's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Integrated Wind's standard deviation. In reality, there are many statistical measures that can use Integrated Wind historical prices to predict the future Integrated Wind's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.26) |
Integrated Wind Solutions Backtested Returns
Integrated Wind Solutions holds Efficiency (Sharpe) Ratio of -0.0354, which attests that the entity had a -0.0354% return per unit of risk over the last 3 months. Integrated Wind Solutions exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Integrated Wind's Market Risk Adjusted Performance of (0.25), standard deviation of 2.3, and insignificant Risk Adjusted Performance to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Integrated Wind's returns are expected to increase less than the market. However, during the bear market, the loss of holding Integrated Wind is expected to be smaller as well. At this point, Integrated Wind Solutions has a negative expected return of -0.081%. Please make sure to check out Integrated Wind's daily balance of power, and the relationship between the skewness and day typical price , to decide if Integrated Wind Solutions performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Integrated Wind Solutions has insignificant reverse predictability. Overlapping area represents the amount of predictability between Integrated Wind time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th 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 Integrated Wind Solutions price movement. The serial correlation of -0.17 indicates that over 17.0% of current Integrated Wind price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 1.37 |
Integrated Wind Solutions lagged returns against current returns
Autocorrelation, which is Integrated Wind 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 Integrated Wind's stock expected returns. We can calculate the autocorrelation of Integrated Wind returns to help us make a trade decision. For example, suppose you find that Integrated Wind 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 |
Integrated Wind 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 Integrated Wind stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Integrated Wind stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Integrated Wind stock over time.
Current vs Lagged Prices |
| Timeline |
Integrated Wind Lagged Returns
When evaluating Integrated Wind's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Integrated Wind stock have on its future price. Integrated Wind 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, Integrated Wind autocorrelation shows the relationship between Integrated Wind stock current value and its past values and can show if there is a momentum factor associated with investing in Integrated Wind Solutions.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Integrated Stock
Integrated Wind financial ratios help investors to determine whether Integrated 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 Integrated with respect to the benefits of owning Integrated Wind security.