IDI SCA (France) Market Value
| IDIP Stock | EUR 71.80 0.20 0.28% |
| Symbol | IDI |
IDI SCA '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 IDI SCA'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 IDI SCA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in IDI SCA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding IDI SCA or generate 0.0% return on investment in IDI SCA over 90 days. IDI SCA is related to or competes with Eurazeo, Wendel, CBO Territoria, ABC Arbitrage, and Altamir SCA. IDI is a private equity firm specializing in leveraged buyouts, expansion capital, middle market, acquisition of signifi... More
IDI SCA 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 IDI SCA'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 IDI SCA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7891 | |||
| Information Ratio | 0.2399 | |||
| Maximum Drawdown | 5.24 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.19 |
IDI SCA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IDI SCA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IDI SCA's standard deviation. In reality, there are many statistical measures that can use IDI SCA historical prices to predict the future IDI SCA's volatility.| Risk Adjusted Performance | 0.101 | |||
| Jensen Alpha | 0.1126 | |||
| Total Risk Alpha | 0.1851 | |||
| Sortino Ratio | 0.2449 | |||
| Treynor Ratio | 0.3231 |
IDI SCA Backtested Returns
At this point, IDI SCA is very steady. IDI SCA holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for IDI SCA, which you can use to evaluate the volatility of the firm. Please check out IDI SCA's Semi Deviation of 0.5469, risk adjusted performance of 0.101, and Market Risk Adjusted Performance of 0.3331 to validate if the risk estimate we provide is consistent with the expected return of 0.0942%. IDI SCA has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IDI SCA's returns are expected to increase less than the market. However, during the bear market, the loss of holding IDI SCA is expected to be smaller as well. IDI SCA at this time retains a risk of 0.81%. Please check out IDI SCA jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if IDI SCA will be following its current trending patterns.
Auto-correlation | 0.02 |
Virtually no predictability
IDI SCA has virtually no predictability. Overlapping area represents the amount of predictability between IDI SCA time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 IDI SCA price movement. The serial correlation of 0.02 indicates that only 2.0% of current IDI SCA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.78 |
IDI SCA lagged returns against current returns
Autocorrelation, which is IDI SCA 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 IDI SCA's stock expected returns. We can calculate the autocorrelation of IDI SCA returns to help us make a trade decision. For example, suppose you find that IDI SCA 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 |
IDI SCA 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 IDI SCA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IDI SCA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IDI SCA stock over time.
Current vs Lagged Prices |
| Timeline |
IDI SCA Lagged Returns
When evaluating IDI SCA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IDI SCA stock have on its future price. IDI SCA 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, IDI SCA autocorrelation shows the relationship between IDI SCA stock current value and its past values and can show if there is a momentum factor associated with investing in IDI SCA.
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.Other Information on Investing in IDI Stock
IDI SCA financial ratios help investors to determine whether IDI 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 IDI with respect to the benefits of owning IDI SCA security.