Indutrade (UK) Market Value
| 0H30 Stock | 292.70 2.50 0.86% |
| Symbol | Indutrade |
Indutrade '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 Indutrade'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 Indutrade.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Indutrade on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Indutrade AB or generate 0.0% return on investment in Indutrade over 90 days. Indutrade is related to or competes with Electronic Arts, Universal Display, Gamma Communications, Compal Electronics, Delta Air, Pentair PLC, and TT Electronics. Indutrade is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Indutrade 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 Indutrade'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 Indutrade AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.0997 | |||
| Maximum Drawdown | 7.41 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.73 |
Indutrade Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indutrade's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Indutrade's standard deviation. In reality, there are many statistical measures that can use Indutrade historical prices to predict the future Indutrade's volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.117 | |||
| Total Risk Alpha | 0.2366 | |||
| Sortino Ratio | 0.0865 | |||
| Treynor Ratio | 0.0661 |
Indutrade AB Backtested Returns
Currently, Indutrade AB is very steady. Indutrade AB holds Efficiency (Sharpe) Ratio of 0.0425, which attests that the entity had a 0.0425 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Indutrade AB, which you can use to evaluate the volatility of the firm. Please check out Indutrade's Downside Deviation of 1.77, risk adjusted performance of 0.035, and Market Risk Adjusted Performance of 0.0761 to validate if the risk estimate we provide is consistent with the expected return of 0.0669%. Indutrade has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Indutrade's returns are expected to increase less than the market. However, during the bear market, the loss of holding Indutrade is expected to be smaller as well. Indutrade AB right now retains a risk of 1.57%. Please check out Indutrade downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Indutrade will be following its current trending patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Indutrade AB has good reverse predictability. Overlapping area represents the amount of predictability between Indutrade time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Indutrade AB price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Indutrade price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 123.26 |
Indutrade AB lagged returns against current returns
Autocorrelation, which is Indutrade 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 Indutrade's stock expected returns. We can calculate the autocorrelation of Indutrade returns to help us make a trade decision. For example, suppose you find that Indutrade 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 |
Indutrade 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 Indutrade stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Indutrade stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Indutrade stock over time.
Current vs Lagged Prices |
| Timeline |
Indutrade Lagged Returns
When evaluating Indutrade's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Indutrade stock have on its future price. Indutrade 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, Indutrade autocorrelation shows the relationship between Indutrade stock current value and its past values and can show if there is a momentum factor associated with investing in Indutrade AB.
Regressed Prices |
| Timeline |
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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 Indutrade Stock Analysis
When running Indutrade's price analysis, check to measure Indutrade'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 Indutrade is operating at the current time. Most of Indutrade's value examination focuses on studying past and present price action to predict the probability of Indutrade's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indutrade's price. Additionally, you may evaluate how the addition of Indutrade to your portfolios can decrease your overall portfolio volatility.