Insulet (Germany) Market Value
| GOV Stock | EUR 232.20 8.80 3.94% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Insulet on December 17, 2024 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 90 days. Insulet is related to or competes with Veolia Environnement, SCANSOURCE, STEEL DYNAMICS, Fast Retailing, CanSino Biologics, and Canon Marketing. 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.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.1 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 3.6 |
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 | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1405 | |||
| Treynor Ratio | (0.16) |
Insulet Backtested Returns
Insulet holds Efficiency (Sharpe) Ratio of -0.0502, which attests that the entity had a -0.0502 % return per unit of risk over the last 3 months. Insulet exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Insulet's Risk Adjusted Performance of (0.04), market risk adjusted performance of (0.15), and Standard Deviation of 2.08 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.76, 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. At this point, Insulet has a negative expected return of -0.1%. Please make sure to check out Insulet's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Insulet performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.63 |
Very good reverse predictability
Insulet has very good reverse predictability. Overlapping area represents the amount of predictability between Insulet 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 Insulet price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Insulet price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 276.37 |
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
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 Commodity Directory module to find actively traded commodities issued by global exchanges.
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.