Ibstock PLC's market value is the price at which a share of Ibstock PLC trades on a public exchange. It measures the collective expectations of Ibstock PLC investors about its performance. Ibstock PLC is selling for under 176.00 as of the 2nd of January 2025; that is 0.80 percent increase since the beginning of the trading day. The stock's lowest day price was 171.6. With this module, you can estimate the performance of a buy and hold strategy of Ibstock PLC and determine expected loss or profit from investing in Ibstock PLC over a given investment horizon. Check out Ibstock PLC Correlation, Ibstock PLC Volatility and Ibstock PLC Alpha and Beta module to complement your research on Ibstock PLC.
Please note, there is a significant difference between Ibstock PLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ibstock PLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ibstock PLC'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.
Ibstock PLC '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 Ibstock PLC'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 Ibstock PLC.
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12/03/2024
No Change 0.00
0.0
In 31 days
01/02/2025
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If you would invest 0.00 in Ibstock PLC on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding Ibstock PLC or generate 0.0% return on investment in Ibstock PLC over 30 days. Ibstock PLC is related to or competes with Givaudan, Antofagasta PLC, Ferrexpo PLC, Atalaya Mining, Amaroq Minerals, Central Asia, and Anglo Asian. Ibstock PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Ibstock PLC 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 Ibstock PLC'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 Ibstock PLC 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 Ibstock PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ibstock PLC's standard deviation. In reality, there are many statistical measures that can use Ibstock PLC historical prices to predict the future Ibstock PLC's volatility.
Ibstock PLC holds Efficiency (Sharpe) Ratio of -0.0447, which attests that the entity had a -0.0447% return per unit of risk over the last 3 months. Ibstock PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ibstock PLC's Risk Adjusted Performance of (0.04), standard deviation of 1.56, and Market Risk Adjusted Performance of 0.3077 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.3, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ibstock PLC are expected to decrease at a much lower rate. During the bear market, Ibstock PLC is likely to outperform the market. At this point, Ibstock PLC has a negative expected return of -0.0674%. Please make sure to check out Ibstock PLC's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Ibstock PLC performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.03
Very weak reverse predictability
Ibstock PLC has very weak reverse predictability. Overlapping area represents the amount of predictability between Ibstock PLC time series from 3rd of December 2024 to 18th of December 2024 and 18th of December 2024 to 2nd 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 Ibstock PLC price movement. The serial correlation of -0.03 indicates that only 3.0% of current Ibstock PLC price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.03
Spearman Rank Test
0.55
Residual Average
0.0
Price Variance
7.22
Ibstock PLC lagged returns against current returns
Autocorrelation, which is Ibstock PLC 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 Ibstock PLC's stock expected returns. We can calculate the autocorrelation of Ibstock PLC returns to help us make a trade decision. For example, suppose you find that Ibstock PLC 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
Ibstock PLC 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 Ibstock PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ibstock PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ibstock PLC stock over time.
Current vs Lagged Prices
Timeline
Ibstock PLC Lagged Returns
When evaluating Ibstock PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ibstock PLC stock have on its future price. Ibstock PLC 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, Ibstock PLC autocorrelation shows the relationship between Ibstock PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Ibstock PLC.
Regressed Prices
Timeline
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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.
When running Ibstock PLC's price analysis, check to measure Ibstock PLC'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 Ibstock PLC is operating at the current time. Most of Ibstock PLC's value examination focuses on studying past and present price action to predict the probability of Ibstock PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ibstock PLC's price. Additionally, you may evaluate how the addition of Ibstock PLC to your portfolios can decrease your overall portfolio volatility.