Iberdrola (Germany) Market Value
| IBE1 Stock | EUR 13.64 0.19 1.41% |
| Symbol | Iberdrola |
Iberdrola '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 Iberdrola'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 Iberdrola.
| 12/13/2023 |
| 12/07/2024 |
If you would invest 0.00 in Iberdrola on December 13, 2023 and sell it all today you would earn a total of 0.00 from holding Iberdrola SA or generate 0.0% return on investment in Iberdrola over 360 days. Iberdrola is related to or competes with Cleanaway Waste, Virtus Investment, EAT WELL, REINET INVESTMENTS, DIVERSIFIED ROYALTY, and Ares Management. Iberdrola, S.A. engages in the generation, transmission, distribution and supply of electricity in the United States, th... More
Iberdrola 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 Iberdrola'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 Iberdrola SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.6 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 2.0 |
Iberdrola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iberdrola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iberdrola's standard deviation. In reality, there are many statistical measures that can use Iberdrola historical prices to predict the future Iberdrola's volatility.| Risk Adjusted Performance | 0.0384 | |||
| Jensen Alpha | 0.1064 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.13) |
Iberdrola SA Backtested Returns
At this point, Iberdrola is not too volatile. Iberdrola SA holds Efficiency (Sharpe) Ratio of 0.0384, which attests that the entity had a 0.0384% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Iberdrola SA, which you can use to evaluate the volatility of the firm. Please check out Iberdrola's Downside Deviation of 1.6, market risk adjusted performance of (0.12), and Risk Adjusted Performance of 0.0384 to validate if the risk estimate we provide is consistent with the expected return of 0.0529%. Iberdrola has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Iberdrola are expected to decrease at a much lower rate. During the bear market, Iberdrola is likely to outperform the market. Iberdrola SA right now retains a risk of 1.38%. Please check out Iberdrola coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Iberdrola will be following its current trending patterns.
Auto-correlation | 0.33 |
Below average predictability
Iberdrola SA has below average predictability. Overlapping area represents the amount of predictability between Iberdrola time series from 13th of December 2023 to 10th of June 2024 and 10th of June 2024 to 7th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Iberdrola SA price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Iberdrola price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Iberdrola SA lagged returns against current returns
Autocorrelation, which is Iberdrola 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 Iberdrola's stock expected returns. We can calculate the autocorrelation of Iberdrola returns to help us make a trade decision. For example, suppose you find that Iberdrola 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 |
Iberdrola 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 Iberdrola stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iberdrola stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iberdrola stock over time.
Current vs Lagged Prices |
| Timeline |
Iberdrola Lagged Returns
When evaluating Iberdrola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iberdrola stock have on its future price. Iberdrola 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, Iberdrola autocorrelation shows the relationship between Iberdrola stock current value and its past values and can show if there is a momentum factor associated with investing in Iberdrola SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Iberdrola Stock
Iberdrola financial ratios help investors to determine whether Iberdrola Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Iberdrola with respect to the benefits of owning Iberdrola security.