Insulet Corp (Germany) Market Value
| GOV Stock | 255.40 0.10 0.04% |
| Symbol | Insulet |
Insulet Corp '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 Corp'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 Corp.
| 02/18/2023 |
| 01/08/2025 |
If you would invest 0.00 in Insulet Corp on February 18, 2023 and sell it all today you would earn a total of 0.00 from holding Insulet Corp or generate 0.0% return on investment in Insulet Corp over 690 days.
Insulet Corp 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 Corp'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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9925 | |||
| Information Ratio | 0.1796 | |||
| Maximum Drawdown | 10.46 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 3.35 |
Insulet Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insulet Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insulet Corp's standard deviation. In reality, there are many statistical measures that can use Insulet Corp historical prices to predict the future Insulet Corp's volatility.| Risk Adjusted Performance | 0.1637 | |||
| Jensen Alpha | 0.3325 | |||
| Total Risk Alpha | 0.2926 | |||
| Sortino Ratio | 0.3159 | |||
| Treynor Ratio | (6.59) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Insulet Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Insulet Corp Backtested Returns
Insulet Corp appears to be very steady, given 3 months investment horizon. Insulet Corp 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 twenty-eight technical indicators for Insulet Corp, which you can use to evaluate the volatility of the firm. Please utilize Insulet Corp's Market Risk Adjusted Performance of (6.58), risk adjusted performance of 0.1637, and Downside Deviation of 0.9925 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Insulet Corp holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of -0.0503, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Insulet Corp are expected to decrease at a much lower rate. During the bear market, Insulet Corp is likely to outperform the market. Please check Insulet Corp's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Insulet Corp's current trending patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Insulet Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Insulet Corp time series from 18th of February 2023 to 29th of January 2024 and 29th of January 2024 to 8th 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 Corp price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Insulet Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1064.91 |
Insulet Corp lagged returns against current returns
Autocorrelation, which is Insulet Corp 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 Corp's stock expected returns. We can calculate the autocorrelation of Insulet Corp returns to help us make a trade decision. For example, suppose you find that Insulet Corp 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 |
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Insulet Corp 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 Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insulet Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insulet Corp stock over time.
Current vs Lagged Prices |
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Insulet Corp Lagged Returns
When evaluating Insulet Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insulet Corp stock have on its future price. Insulet Corp 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 Corp autocorrelation shows the relationship between Insulet Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Insulet Corp.
Regressed Prices |
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Additional Tools for Insulet Stock Analysis
When running Insulet Corp's price analysis, check to measure Insulet Corp'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 Insulet Corp is operating at the current time. Most of Insulet Corp's value examination focuses on studying past and present price action to predict the probability of Insulet Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insulet Corp's price. Additionally, you may evaluate how the addition of Insulet Corp to your portfolios can decrease your overall portfolio volatility.