Iberpapel Gestion's market value is the price at which a share of Iberpapel Gestion trades on a public exchange. It measures the collective expectations of Iberpapel Gestion SA investors about its performance. Iberpapel Gestion is trading at 18.50 as of the 9th of January 2025, a 1.65% up since the beginning of the trading day. The stock's open price was 18.2. With this module, you can estimate the performance of a buy and hold strategy of Iberpapel Gestion SA and determine expected loss or profit from investing in Iberpapel Gestion over a given investment horizon. Check out Iberpapel Gestion Correlation, Iberpapel Gestion Volatility and Iberpapel Gestion Alpha and Beta module to complement your research on Iberpapel Gestion.
Please note, there is a significant difference between Iberpapel Gestion's value and its price as these two are different measures arrived at by different means. Investors typically determine if Iberpapel Gestion is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Iberpapel Gestion's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Iberpapel Gestion '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 Iberpapel Gestion'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 Iberpapel Gestion.
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11/10/2024
No Change 0.00
0.0
In 2 months and 2 days
01/09/2025
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If you would invest 0.00 in Iberpapel Gestion on November 10, 2024 and sell it all today you would earn a total of 0.00 from holding Iberpapel Gestion SA or generate 0.0% return on investment in Iberpapel Gestion over 60 days. Iberpapel Gestion is related to or competes with Miquel Y, Vidrala SA, Grupo Catalana, Construcciones, and Faes Farma. Iberpapel Gestin, S.A., together with its subsidiaries, manufactures, sells, and exports writing and printing paper in S... More
Iberpapel Gestion 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 Iberpapel Gestion'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 Iberpapel Gestion SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iberpapel Gestion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iberpapel Gestion's standard deviation. In reality, there are many statistical measures that can use Iberpapel Gestion historical prices to predict the future Iberpapel Gestion's volatility.
At this point, Iberpapel Gestion is very steady. Iberpapel Gestion holds Efficiency (Sharpe) Ratio of 0.0856, which attests that the entity had a 0.0856% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Iberpapel Gestion, which you can use to evaluate the volatility of the firm. Please check out Iberpapel Gestion's Market Risk Adjusted Performance of 0.6167, downside deviation of 1.43, and Risk Adjusted Performance of 0.0712 to validate if the risk estimate we provide is consistent with the expected return of 0.0965%. Iberpapel Gestion has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Iberpapel Gestion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iberpapel Gestion is expected to be smaller as well. Iberpapel Gestion right now retains a risk of 1.13%. Please check out Iberpapel Gestion total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Iberpapel Gestion will be following its current trending patterns.
Auto-correlation
-0.15
Insignificant reverse predictability
Iberpapel Gestion SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Iberpapel Gestion time series from 10th of November 2024 to 10th of December 2024 and 10th of December 2024 to 9th 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 Iberpapel Gestion price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Iberpapel Gestion price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
-0.72
Residual Average
0.0
Price Variance
0.1
Iberpapel Gestion lagged returns against current returns
Autocorrelation, which is Iberpapel Gestion 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 Iberpapel Gestion's stock expected returns. We can calculate the autocorrelation of Iberpapel Gestion returns to help us make a trade decision. For example, suppose you find that Iberpapel Gestion 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
Iberpapel Gestion 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 Iberpapel Gestion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iberpapel Gestion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iberpapel Gestion stock over time.
Current vs Lagged Prices
Timeline
Iberpapel Gestion Lagged Returns
When evaluating Iberpapel Gestion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iberpapel Gestion stock have on its future price. Iberpapel Gestion 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, Iberpapel Gestion autocorrelation shows the relationship between Iberpapel Gestion stock current value and its past values and can show if there is a momentum factor associated with investing in Iberpapel Gestion SA.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Iberpapel Gestion financial ratios help investors to determine whether Iberpapel 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 Iberpapel with respect to the benefits of owning Iberpapel Gestion security.