INTER CARS (Germany) Market Value
| 7FZ Stock | 127.80 0.40 0.31% |
| Symbol | INTER |
INTER CARS '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 INTER CARS'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 INTER CARS.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in INTER CARS on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding INTER CARS SA or generate 0.0% return on investment in INTER CARS over 90 days. INTER CARS is related to or competes with Electronic Arts, ScanSource, STMICROELECTRONICS, Richardson Electronics, Renesas Electronics, NetSol Technologies, and KIMBALL ELECTRONICS. More
INTER CARS 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 INTER CARS'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 INTER CARS SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | 0.132 | |||
| Maximum Drawdown | 10.71 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.45 |
INTER CARS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for INTER CARS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INTER CARS's standard deviation. In reality, there are many statistical measures that can use INTER CARS historical prices to predict the future INTER CARS's volatility.| Risk Adjusted Performance | 0.0789 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.4216 | |||
| Sortino Ratio | 0.1208 | |||
| Treynor Ratio | 0.4936 |
INTER CARS SA Backtested Returns
At this point, INTER CARS is very steady. INTER CARS SA holds Efficiency (Sharpe) Ratio of 0.0698, which attests that the entity had a 0.0698 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for INTER CARS SA, which you can use to evaluate the volatility of the firm. Please check out INTER CARS's risk adjusted performance of 0.0789, and Market Risk Adjusted Performance of 0.5036 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. INTER CARS has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, INTER CARS's returns are expected to increase less than the market. However, during the bear market, the loss of holding INTER CARS is expected to be smaller as well. INTER CARS SA currently retains a risk of 2.1%. Please check out INTER CARS maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if INTER CARS will be following its current trending patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
INTER CARS SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between INTER CARS 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 INTER CARS SA price movement. The serial correlation of -0.17 indicates that over 17.0% of current INTER CARS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 17.21 |
INTER CARS SA lagged returns against current returns
Autocorrelation, which is INTER CARS 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 INTER CARS's stock expected returns. We can calculate the autocorrelation of INTER CARS returns to help us make a trade decision. For example, suppose you find that INTER CARS 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 |
INTER CARS 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 INTER CARS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if INTER CARS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in INTER CARS stock over time.
Current vs Lagged Prices |
| Timeline |
INTER CARS Lagged Returns
When evaluating INTER CARS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of INTER CARS stock have on its future price. INTER CARS 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, INTER CARS autocorrelation shows the relationship between INTER CARS stock current value and its past values and can show if there is a momentum factor associated with investing in INTER CARS SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in INTER Stock
INTER CARS financial ratios help investors to determine whether INTER 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 INTER with respect to the benefits of owning INTER CARS security.