IVF Hartmann (Switzerland) Market Value
| VBSN Stock | CHF 151.00 1.00 0.67% |
| Symbol | IVF |
IVF Hartmann '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 IVF Hartmann'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 IVF Hartmann.
| 11/06/2023 |
| 11/30/2024 |
If you would invest 0.00 in IVF Hartmann on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding IVF Hartmann Holding or generate 0.0% return on investment in IVF Hartmann over 390 days. IVF Hartmann is related to or competes with Metall Zug, Graubuendner Kantonalbank, Cembra Money, Logitech International, Adval Tech, and Mobilezone. IVF Hartmann Holding AG provides medical consumer goods in Switzerland and internationally More
IVF Hartmann 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 IVF Hartmann'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 IVF Hartmann Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0142 | |||
| Maximum Drawdown | 5.01 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.16 |
IVF Hartmann Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IVF Hartmann's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IVF Hartmann's standard deviation. In reality, there are many statistical measures that can use IVF Hartmann historical prices to predict the future IVF Hartmann's volatility.| Risk Adjusted Performance | 0.1047 | |||
| Jensen Alpha | 0.1291 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0114 | |||
| Treynor Ratio | 1.22 |
IVF Hartmann Holding Backtested Returns
At this stage we consider IVF Stock to be very steady. IVF Hartmann Holding holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of return volatility over the last 3 months. We have found thirty technical indicators for IVF Hartmann Holding, which you can use to evaluate the volatility of the firm. Please check out IVF Hartmann's Market Risk Adjusted Performance of 1.23, semi deviation of 0.8257, and Risk Adjusted Performance of 0.1047 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. IVF Hartmann has a performance score of 12 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IVF Hartmann's returns are expected to increase less than the market. However, during the bear market, the loss of holding IVF Hartmann is expected to be smaller as well. IVF Hartmann Holding currently retains a risk of 1.15%. Please check out IVF Hartmann coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if IVF Hartmann will be following its current trending patterns.
Auto-correlation | 0.81 |
Very good predictability
IVF Hartmann Holding has very good predictability. Overlapping area represents the amount of predictability between IVF Hartmann time series from 6th of November 2023 to 19th of May 2024 and 19th of May 2024 to 30th 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 IVF Hartmann Holding price movement. The serial correlation of 0.81 indicates that around 81.0% of current IVF Hartmann price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 27.55 |
IVF Hartmann Holding lagged returns against current returns
Autocorrelation, which is IVF Hartmann 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 IVF Hartmann's stock expected returns. We can calculate the autocorrelation of IVF Hartmann returns to help us make a trade decision. For example, suppose you find that IVF Hartmann 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 |
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IVF Hartmann 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 IVF Hartmann stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IVF Hartmann stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IVF Hartmann stock over time.
Current vs Lagged Prices |
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IVF Hartmann Lagged Returns
When evaluating IVF Hartmann's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IVF Hartmann stock have on its future price. IVF Hartmann 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, IVF Hartmann autocorrelation shows the relationship between IVF Hartmann stock current value and its past values and can show if there is a momentum factor associated with investing in IVF Hartmann Holding.
Regressed Prices |
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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.Additional Tools for IVF Stock Analysis
When running IVF Hartmann's price analysis, check to measure IVF Hartmann'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 IVF Hartmann is operating at the current time. Most of IVF Hartmann's value examination focuses on studying past and present price action to predict the probability of IVF Hartmann's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IVF Hartmann's price. Additionally, you may evaluate how the addition of IVF Hartmann to your portfolios can decrease your overall portfolio volatility.