Ipsen SA (Germany) Market Value
| I7G Stock | EUR 116.00 3.10 2.75% |
| Symbol | Ipsen |
Ipsen SA '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 Ipsen SA'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 Ipsen SA.
| 12/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in Ipsen SA on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding Ipsen SA or generate 0.0% return on investment in Ipsen SA over 30 days. Ipsen SA is related to or competes with Genertec Universal, Zoom Video, Inspire Medical, Merit Medical, GLOBUS MEDICAL-A, and SPECTRAL MEDICAL. More
Ipsen SA 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 Ipsen SA'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 Ipsen SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0069 | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 2.1 |
Ipsen SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ipsen SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ipsen SA's standard deviation. In reality, there are many statistical measures that can use Ipsen SA historical prices to predict the future Ipsen SA's volatility.| Risk Adjusted Performance | 0.0233 | |||
| Jensen Alpha | 0.0202 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | 0.0071 | |||
| Treynor Ratio | 0.2311 |
Ipsen SA Backtested Returns
Currently, Ipsen SA is very steady. Ipsen SA holds Efficiency (Sharpe) Ratio of 0.0121, which attests that the entity had a 0.0121% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ipsen SA, which you can use to evaluate the volatility of the firm. Please check out Ipsen SA's Risk Adjusted Performance of 0.0233, downside deviation of 1.27, and Market Risk Adjusted Performance of 0.2411 to validate if the risk estimate we provide is consistent with the expected return of 0.016%. The company retains a Market Volatility (i.e., Beta) of 0.0923, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ipsen SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ipsen SA is expected to be smaller as well. Ipsen SA right now retains a risk of 1.32%. Please check out Ipsen SA potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Ipsen SA will be following its current trending patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Ipsen SA has very good reverse predictability. Overlapping area represents the amount of predictability between Ipsen SA time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th 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 Ipsen SA price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Ipsen SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 5.35 |
Ipsen SA lagged returns against current returns
Autocorrelation, which is Ipsen SA 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 Ipsen SA's stock expected returns. We can calculate the autocorrelation of Ipsen SA returns to help us make a trade decision. For example, suppose you find that Ipsen SA 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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Ipsen SA 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 Ipsen SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ipsen SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ipsen SA stock over time.
Current vs Lagged Prices |
| Timeline |
Ipsen SA Lagged Returns
When evaluating Ipsen SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ipsen SA stock have on its future price. Ipsen SA 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, Ipsen SA autocorrelation shows the relationship between Ipsen SA stock current value and its past values and can show if there is a momentum factor associated with investing in Ipsen SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ipsen Stock Analysis
When running Ipsen SA's price analysis, check to measure Ipsen SA'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 Ipsen SA is operating at the current time. Most of Ipsen SA's value examination focuses on studying past and present price action to predict the probability of Ipsen SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ipsen SA's price. Additionally, you may evaluate how the addition of Ipsen SA to your portfolios can decrease your overall portfolio volatility.