Integrated Diagnostics' market value is the price at which a share of Integrated Diagnostics trades on a public exchange. It measures the collective expectations of Integrated Diagnostics Holdings investors about its performance. Integrated Diagnostics is selling for under 0.47 as of the 12th of January 2025; that is 2.17 percent increase since the beginning of the trading day. The stock's lowest day price was 0.46. With this module, you can estimate the performance of a buy and hold strategy of Integrated Diagnostics Holdings and determine expected loss or profit from investing in Integrated Diagnostics over a given investment horizon. Check out Integrated Diagnostics Correlation, Integrated Diagnostics Volatility and Integrated Diagnostics Alpha and Beta module to complement your research on Integrated Diagnostics.
Please note, there is a significant difference between Integrated Diagnostics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Integrated Diagnostics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Integrated Diagnostics' 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.
Integrated Diagnostics '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 Integrated Diagnostics' 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 Integrated Diagnostics.
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01/18/2024
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In 11 months and 27 days
01/12/2025
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If you would invest 0.00 in Integrated Diagnostics on January 18, 2024 and sell it all today you would earn a total of 0.00 from holding Integrated Diagnostics Holdings or generate 0.0% return on investment in Integrated Diagnostics over 360 days. Integrated Diagnostics is related to or competes with Samsung Electronics, Samsung Electronics, Toyota, Reliance Industries, MOL Hungarian, OTP Bank, and Halyk Bank. Integrated Diagnostics is entity of United Kingdom More
Integrated Diagnostics 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 Integrated Diagnostics' 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 Integrated Diagnostics Holdings 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 Integrated Diagnostics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Integrated Diagnostics' standard deviation. In reality, there are many statistical measures that can use Integrated Diagnostics historical prices to predict the future Integrated Diagnostics' volatility.
Integrated Diagnostics appears to be out of control, given 3 months investment horizon. Integrated Diagnostics holds Efficiency (Sharpe) Ratio of 0.0774, which attests that the entity had a 0.0774% return per unit of risk over the last 3 months. We have found thirty technical indicators for Integrated Diagnostics, which you can use to evaluate the volatility of the firm. Please utilize Integrated Diagnostics' Market Risk Adjusted Performance of (0.79), downside deviation of 4.05, and Risk Adjusted Performance of 0.0697 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Integrated Diagnostics holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of -0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Integrated Diagnostics are expected to decrease at a much lower rate. During the bear market, Integrated Diagnostics is likely to outperform the market. Please check Integrated Diagnostics' sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Integrated Diagnostics' current trending patterns will revert.
Auto-correlation
-0.45
Modest reverse predictability
Integrated Diagnostics Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Integrated Diagnostics time series from 18th of January 2024 to 16th of July 2024 and 16th of July 2024 to 12th 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 Integrated Diagnostics price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Integrated Diagnostics price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.45
Spearman Rank Test
-0.21
Residual Average
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Price Variance
0.0
Integrated Diagnostics lagged returns against current returns
Autocorrelation, which is Integrated Diagnostics 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 Integrated Diagnostics' stock expected returns. We can calculate the autocorrelation of Integrated Diagnostics returns to help us make a trade decision. For example, suppose you find that Integrated Diagnostics 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
Integrated Diagnostics 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 Integrated Diagnostics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Integrated Diagnostics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Integrated Diagnostics stock over time.
Current vs Lagged Prices
Timeline
Integrated Diagnostics Lagged Returns
When evaluating Integrated Diagnostics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Integrated Diagnostics stock have on its future price. Integrated Diagnostics 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, Integrated Diagnostics autocorrelation shows the relationship between Integrated Diagnostics stock current value and its past values and can show if there is a momentum factor associated with investing in Integrated Diagnostics Holdings.
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.
When running Integrated Diagnostics' price analysis, check to measure Integrated Diagnostics' 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 Integrated Diagnostics is operating at the current time. Most of Integrated Diagnostics' value examination focuses on studying past and present price action to predict the probability of Integrated Diagnostics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Integrated Diagnostics' price. Additionally, you may evaluate how the addition of Integrated Diagnostics to your portfolios can decrease your overall portfolio volatility.