Insulet Corp (Germany) Market Value
| GOV Stock | 223.80 3.20 1.41% |
| 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.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Insulet Corp on December 13, 2024 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 90 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.
| Information Ratio | 0.0213 | |||
| Maximum Drawdown | 9.69 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 3.28 |
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 | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1781 | |||
| Treynor Ratio | (0.51) |
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 holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Insulet Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Insulet Corp's Standard Deviation of 1.76, market risk adjusted performance of (0.50), and Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Insulet Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insulet Corp is expected to be smaller as well. At this point, Insulet Corp has a negative expected return of -0.2%. Please make sure to check out Insulet Corp's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Insulet Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.52 |
Good reverse predictability
Insulet Corp has good reverse predictability. Overlapping area represents the amount of predictability between Insulet Corp time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Corp price movement. The serial correlation of -0.52 indicates that about 52.0% of current Insulet Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 41.21 |
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 |
| Timeline |
Thematic Opportunities
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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.