INTELLIGENT PACKAGING LTD Market Value
| 45827MAA5 | 99.63 0.08 0.08% |
| Symbol | INTELLIGENT |
INTELLIGENT '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 INTELLIGENT's bond 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 INTELLIGENT.
| 04/14/2023 |
| 03/04/2025 |
If you would invest 0.00 in INTELLIGENT on April 14, 2023 and sell it all today you would earn a total of 0.00 from holding INTELLIGENT PACKAGING LTD or generate 0.0% return on investment in INTELLIGENT over 690 days. INTELLIGENT is related to or competes with 00108WAF7, Scully Royalty, EastGroup Properties, Eagle Point, Rithm Capital, ACS Actividades, and EZCORP. More
INTELLIGENT 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 INTELLIGENT's bond 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 INTELLIGENT PACKAGING LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3195 | |||
| Information Ratio | 0.2047 | |||
| Maximum Drawdown | 1.62 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.587 |
INTELLIGENT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INTELLIGENT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INTELLIGENT's standard deviation. In reality, there are many statistical measures that can use INTELLIGENT historical prices to predict the future INTELLIGENT's volatility.| Risk Adjusted Performance | 0.019 | |||
| Jensen Alpha | 0.0048 | |||
| Total Risk Alpha | 0.0292 | |||
| Sortino Ratio | 0.2011 | |||
| Treynor Ratio | 0.2241 |
INTELLIGENT PACKAGING LTD Backtested Returns
INTELLIGENT PACKAGING LTD holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of volatility over the last 3 months. INTELLIGENT PACKAGING LTD exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out INTELLIGENT's risk adjusted performance of 0.019, and Market Risk Adjusted Performance of 0.2341 to validate the risk estimate we provide. The bond retains a Market Volatility (i.e., Beta) of 0.0168, which attests to not very significant fluctuations relative to the market. As returns on the market increase, INTELLIGENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding INTELLIGENT is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
INTELLIGENT PACKAGING LTD has below average predictability. Overlapping area represents the amount of predictability between INTELLIGENT time series from 14th of April 2023 to 24th of March 2024 and 24th of March 2024 to 4th 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 INTELLIGENT PACKAGING LTD price movement. The serial correlation of 0.36 indicates that just about 36.0% of current INTELLIGENT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 2.35 |
INTELLIGENT PACKAGING LTD lagged returns against current returns
Autocorrelation, which is INTELLIGENT bond'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 INTELLIGENT's bond expected returns. We can calculate the autocorrelation of INTELLIGENT returns to help us make a trade decision. For example, suppose you find that INTELLIGENT has exhibited high autocorrelation historically, and you observe that the bond 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 |
INTELLIGENT 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 INTELLIGENT bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INTELLIGENT bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INTELLIGENT bond over time.
Current vs Lagged Prices |
| Timeline |
INTELLIGENT Lagged Returns
When evaluating INTELLIGENT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of INTELLIGENT bond have on its future price. INTELLIGENT 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, INTELLIGENT autocorrelation shows the relationship between INTELLIGENT bond current value and its past values and can show if there is a momentum factor associated with investing in INTELLIGENT PACKAGING LTD.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in INTELLIGENT Bond
INTELLIGENT financial ratios help investors to determine whether INTELLIGENT Bond 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 INTELLIGENT with respect to the benefits of owning INTELLIGENT security.