Inwido AB (Germany) Market Value
| 5IW Stock | EUR 15.71 0.04 0.25% |
| Symbol | Inwido |
Inwido AB '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 Inwido AB'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 Inwido AB.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in Inwido AB on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding Inwido AB or generate 0.0% return on investment in Inwido AB over 30 days. Inwido AB is related to or competes with DAIKIN INDUSTRUNSPADR, Carrier Global, Geberit AG, FLAT GLASS, TRAVIS PERKINS, HALSTEAD JAMES, and BLUELINX HLDGS. Inwido AB develops, manufactures, and sells windows and doors More
Inwido AB 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 Inwido AB'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 Inwido AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 13.56 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.22 |
Inwido AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inwido AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inwido AB's standard deviation. In reality, there are many statistical measures that can use Inwido AB historical prices to predict the future Inwido AB's volatility.| Risk Adjusted Performance | (0.0008) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.295 |
Inwido AB Backtested Returns
Inwido AB holds Efficiency (Sharpe) Ratio of -0.0237, which attests that the entity had a -0.0237% return per unit of risk over the last 3 months. Inwido AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inwido AB's Market Risk Adjusted Performance of 0.305, risk adjusted performance of (0.0008), and Standard Deviation of 1.86 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0849, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inwido AB are expected to decrease at a much lower rate. During the bear market, Inwido AB is likely to outperform the market. At this point, Inwido AB has a negative expected return of -0.044%. Please make sure to check out Inwido AB's kurtosis, day typical price, and the relationship between the potential upside and rate of daily change , to decide if Inwido AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Inwido AB has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Inwido AB time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 Inwido AB price movement. The serial correlation of -0.71 indicates that around 71.0% of current Inwido AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Inwido AB lagged returns against current returns
Autocorrelation, which is Inwido AB 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 Inwido AB's stock expected returns. We can calculate the autocorrelation of Inwido AB returns to help us make a trade decision. For example, suppose you find that Inwido AB 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 |
Inwido AB 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 Inwido AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inwido AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inwido AB stock over time.
Current vs Lagged Prices |
| Timeline |
Inwido AB Lagged Returns
When evaluating Inwido AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inwido AB stock have on its future price. Inwido AB 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, Inwido AB autocorrelation shows the relationship between Inwido AB stock current value and its past values and can show if there is a momentum factor associated with investing in Inwido AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Inwido Stock
Inwido AB financial ratios help investors to determine whether Inwido 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 Inwido with respect to the benefits of owning Inwido AB security.