Impact ISR (Germany) Market Value
| 0P0000VQ56 | EUR 53.25 0.93 1.72% |
| Symbol | Impact |
Impact ISR '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 Impact ISR's fund 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 Impact ISR.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Impact ISR on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Impact ISR Performance or generate 0.0% return on investment in Impact ISR over 30 days. Impact ISR is related to or competes with Superior Plus, Intel, Volkswagen, Reliance Steel, Rolls Royce, and RYOHIN UNSPADR1. Le compartiment IMPACT ISR PERFORMANCE est nourricier du compartiment IMPACT ES ACTIONS EUROPE de la SICAV matre IMPACT ... More
Impact ISR 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 Impact ISR's fund 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 Impact ISR Performance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.45 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 0.6915 |
Impact ISR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Impact ISR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Impact ISR's standard deviation. In reality, there are many statistical measures that can use Impact ISR historical prices to predict the future Impact ISR's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (1.08) |
Impact ISR Performance Backtested Returns
Impact ISR Performance holds Efficiency (Sharpe) Ratio of -0.0751, which attests that the entity had a -0.0751% return per unit of risk over the last 3 months. Impact ISR Performance exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Impact ISR's Risk Adjusted Performance of (0.08), market risk adjusted performance of (1.07), and Standard Deviation of 0.6468 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0702, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Impact ISR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Impact ISR is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
Impact ISR Performance has excellent reverse predictability. Overlapping area represents the amount of predictability between Impact ISR time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 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 Impact ISR Performance price movement. The serial correlation of -0.82 indicates that around 82.0% of current Impact ISR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Impact ISR Performance lagged returns against current returns
Autocorrelation, which is Impact ISR fund'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 Impact ISR's fund expected returns. We can calculate the autocorrelation of Impact ISR returns to help us make a trade decision. For example, suppose you find that Impact ISR has exhibited high autocorrelation historically, and you observe that the fund 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 |
Impact ISR 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 Impact ISR fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Impact ISR fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Impact ISR fund over time.
Current vs Lagged Prices |
| Timeline |
Impact ISR Lagged Returns
When evaluating Impact ISR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Impact ISR fund have on its future price. Impact ISR 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, Impact ISR autocorrelation shows the relationship between Impact ISR fund current value and its past values and can show if there is a momentum factor associated with investing in Impact ISR Performance.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Impact Fund
Impact ISR financial ratios help investors to determine whether Impact Fund 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 Impact with respect to the benefits of owning Impact ISR security.
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