Interactive Brokers Group Stock Market Value
| IBKR Stock | USD 191.31 1.64 0.85% |
| Symbol | Interactive |
Interactive Brokers Price To Book Ratio
Is Investment Banking & Brokerage space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Interactive Brokers. If investors know Interactive will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Interactive Brokers listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.071 | Dividend Share 0.7 | Earnings Share 6.37 | Revenue Per Share 45.917 | Quarterly Revenue Growth 0.153 |
The market value of Interactive Brokers is measured differently than its book value, which is the value of Interactive that is recorded on the company's balance sheet. Investors also form their own opinion of Interactive Brokers' value that differs from its market value or its book value, called intrinsic value, which is Interactive Brokers' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Interactive Brokers' market value can be influenced by many factors that don't directly affect Interactive Brokers' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Interactive Brokers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Interactive Brokers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Interactive Brokers' 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.
Interactive Brokers '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 Interactive Brokers' 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 Interactive Brokers.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Interactive Brokers on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Interactive Brokers Group or generate 0.0% return on investment in Interactive Brokers over 180 days. Interactive Brokers is related to or competes with Chipotle Mexican, Dine Brands, Aegon NV, PennantPark Investment, Cheesecake Factory, CapitaLand Investment, and Wendys. Interactive Brokers Group, Inc. operates as an automated electronic broker worldwide More
Interactive Brokers 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 Interactive Brokers' 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 Interactive Brokers Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.2605 | |||
| Maximum Drawdown | 13.76 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 3.15 |
Interactive Brokers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interactive Brokers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interactive Brokers' standard deviation. In reality, there are many statistical measures that can use Interactive Brokers historical prices to predict the future Interactive Brokers' volatility.| Risk Adjusted Performance | 0.2541 | |||
| Jensen Alpha | 0.4558 | |||
| Total Risk Alpha | 0.3338 | |||
| Sortino Ratio | 0.3383 | |||
| Treynor Ratio | 0.412 |
Interactive Brokers Backtested Returns
Interactive Brokers appears to be very steady, given 3 months investment horizon. Interactive Brokers holds Efficiency (Sharpe) Ratio of 0.32, which attests that the entity had a 0.32% return per unit of risk over the last 3 months. By evaluating Interactive Brokers' technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize Interactive Brokers' Risk Adjusted Performance of 0.2541, market risk adjusted performance of 0.422, and Downside Deviation of 1.53 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Interactive Brokers holds a performance score of 25. The company retains a Market Volatility (i.e., Beta) of 1.54, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Interactive Brokers will likely underperform. Please check Interactive Brokers' potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Interactive Brokers' current trending patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Interactive Brokers Group has virtually no predictability. Overlapping area represents the amount of predictability between Interactive Brokers time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 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 Interactive Brokers price movement. The serial correlation of 0.01 indicates that just 1.0% of current Interactive Brokers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 431.62 |
Interactive Brokers lagged returns against current returns
Autocorrelation, which is Interactive Brokers 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 Interactive Brokers' stock expected returns. We can calculate the autocorrelation of Interactive Brokers returns to help us make a trade decision. For example, suppose you find that Interactive Brokers 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 |
Interactive Brokers 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 Interactive Brokers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Interactive Brokers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Interactive Brokers stock over time.
Current vs Lagged Prices |
| Timeline |
Interactive Brokers Lagged Returns
When evaluating Interactive Brokers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Interactive Brokers stock have on its future price. Interactive Brokers 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, Interactive Brokers autocorrelation shows the relationship between Interactive Brokers stock current value and its past values and can show if there is a momentum factor associated with investing in Interactive Brokers Group.
Regressed Prices |
| Timeline |
Pair Trading with Interactive Brokers
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Interactive Brokers position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Interactive Brokers will appreciate offsetting losses from the drop in the long position's value.Moving together with Interactive Stock
| 0.84 | V | Visa Class A | PairCorr |
| 0.78 | DHIL | Diamond Hill Investment | PairCorr |
| 0.69 | AB | AllianceBernstein | PairCorr |
| 0.76 | AC | Associated Capital | PairCorr |
| 0.92 | BN | Brookfield Corp | PairCorr |
Moving against Interactive Stock
| 0.86 | XP | Xp Inc Downward Rally | PairCorr |
| 0.78 | WU | Western Union | PairCorr |
| 0.58 | PT | Pintec Technology | PairCorr |
| 0.53 | RM | Regional Management Corp | PairCorr |
The ability to find closely correlated positions to Interactive Brokers could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Interactive Brokers when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Interactive Brokers - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Interactive Brokers Group to buy it.
The correlation of Interactive Brokers is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Interactive Brokers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Interactive Brokers moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Interactive Brokers can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Interactive Stock Analysis
When running Interactive Brokers' price analysis, check to measure Interactive Brokers' 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 Interactive Brokers is operating at the current time. Most of Interactive Brokers' value examination focuses on studying past and present price action to predict the probability of Interactive Brokers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Interactive Brokers' price. Additionally, you may evaluate how the addition of Interactive Brokers to your portfolios can decrease your overall portfolio volatility.