ISPD Network (France) Market Value
| ALISP Stock | 2.94 0.02 0.68% |
| Symbol | ISPD |
ISPD Network '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 ISPD Network'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 ISPD Network.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in ISPD Network on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding ISPD Network SA or generate 0.0% return on investment in ISPD Network over 90 days. ISPD Network is related to or competes with Lexibook Linguistic, and LleidaNetworks Serveis. More
ISPD Network 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 ISPD Network'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 ISPD Network SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.48 | |||
| Information Ratio | 0.0819 | |||
| Maximum Drawdown | 16.33 | |||
| Value At Risk | (5.30) | |||
| Potential Upside | 5.93 |
ISPD Network Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISPD Network's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISPD Network's standard deviation. In reality, there are many statistical measures that can use ISPD Network historical prices to predict the future ISPD Network's volatility.| Risk Adjusted Performance | 0.0583 | |||
| Jensen Alpha | 0.209 | |||
| Total Risk Alpha | 0.5351 | |||
| Sortino Ratio | 0.0795 | |||
| Treynor Ratio | 0.7225 |
ISPD Network SA Backtested Returns
ISPD Network appears to be risky, given 3 months investment horizon. ISPD Network SA holds Efficiency (Sharpe) Ratio of 0.0579, which attests that the entity had a 0.0579 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for ISPD Network SA, which you can use to evaluate the volatility of the firm. Please utilize ISPD Network's market risk adjusted performance of 0.7325, and Risk Adjusted Performance of 0.0583 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ISPD Network holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ISPD Network's returns are expected to increase less than the market. However, during the bear market, the loss of holding ISPD Network is expected to be smaller as well. Please check ISPD Network's semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether ISPD Network's current trending patterns will revert.
Auto-correlation | 0.21 |
Weak predictability
ISPD Network SA has weak predictability. Overlapping area represents the amount of predictability between ISPD Network time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 ISPD Network SA price movement. The serial correlation of 0.21 indicates that over 21.0% of current ISPD Network price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
ISPD Network SA lagged returns against current returns
Autocorrelation, which is ISPD Network 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 ISPD Network's stock expected returns. We can calculate the autocorrelation of ISPD Network returns to help us make a trade decision. For example, suppose you find that ISPD Network 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 |
ISPD Network 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 ISPD Network stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISPD Network stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISPD Network stock over time.
Current vs Lagged Prices |
| Timeline |
ISPD Network Lagged Returns
When evaluating ISPD Network's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISPD Network stock have on its future price. ISPD Network 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, ISPD Network autocorrelation shows the relationship between ISPD Network stock current value and its past values and can show if there is a momentum factor associated with investing in ISPD Network SA.
Regressed Prices |
| Timeline |
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 ISPD Stock Analysis
When running ISPD Network's price analysis, check to measure ISPD Network'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 ISPD Network is operating at the current time. Most of ISPD Network's value examination focuses on studying past and present price action to predict the probability of ISPD Network's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ISPD Network's price. Additionally, you may evaluate how the addition of ISPD Network to your portfolios can decrease your overall portfolio volatility.