Insulet (Germany) Market Value
| GOV Stock | EUR 265.00 4.80 1.84% |
| Symbol | Insulet |
Insulet '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 Insulet'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 Insulet.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in Insulet on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding Insulet or generate 0.0% return on investment in Insulet over 720 days. Insulet is related to or competes with PURETECH HEALTH, Planet Fitness, Japan Tobacco, ALGOMA STEEL, STEEL DYNAMICS, US Physical, and Dentsply Sirona. Insulet Corporation develops, manufactures, and sells insulin delivery systems for people with insulin-dependent diabete... More
Insulet 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 Insulet'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 Insulet upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1812 | |||
| Maximum Drawdown | 13.57 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 3.19 |
Insulet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insulet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insulet's standard deviation. In reality, there are many statistical measures that can use Insulet historical prices to predict the future Insulet's volatility.| Risk Adjusted Performance | 0.1616 | |||
| Jensen Alpha | 0.3604 | |||
| Total Risk Alpha | 0.3249 | |||
| Sortino Ratio | 0.3334 | |||
| Treynor Ratio | 0.9351 |
Insulet Backtested Returns
Insulet appears to be very steady, given 3 months investment horizon. Insulet holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19% return per unit of risk over the last 3 months. We have found thirty technical indicators for Insulet, which you can use to evaluate the volatility of the firm. Please utilize Insulet's Market Risk Adjusted Performance of 0.9451, risk adjusted performance of 0.1616, and Downside Deviation of 1.05 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Insulet holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Insulet's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insulet is expected to be smaller as well. Please check Insulet's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Insulet's current trending patterns will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
Insulet has very good reverse predictability. Overlapping area represents the amount of predictability between Insulet time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th of January 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 Insulet price movement. The serial correlation of -0.7 indicates that around 70.0% of current Insulet price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1089.31 |
Insulet lagged returns against current returns
Autocorrelation, which is Insulet 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 Insulet's stock expected returns. We can calculate the autocorrelation of Insulet returns to help us make a trade decision. For example, suppose you find that Insulet 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 |
Insulet 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 Insulet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insulet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insulet stock over time.
Current vs Lagged Prices |
| Timeline |
Insulet Lagged Returns
When evaluating Insulet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insulet stock have on its future price. Insulet 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, Insulet autocorrelation shows the relationship between Insulet stock current value and its past values and can show if there is a momentum factor associated with investing in Insulet.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin | |
| ADA | Cardano | |
| XRP | XRP |
Additional Information and Resources on Investing in Insulet Stock
When determining whether Insulet is a strong investment it is important to analyze Insulet's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Insulet's future performance. For an informed investment choice regarding Insulet Stock, refer to the following important reports:Check out Insulet Correlation, Insulet Volatility and Insulet Alpha and Beta module to complement your research on Insulet. For more detail on how to invest in Insulet Stock please use our How to Invest in Insulet guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Insulet technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.