ID Logistics (France) Market Value

IDL Stock  EUR 365.50  4.50  1.25%   
ID Logistics' market value is the price at which a share of ID Logistics trades on a public exchange. It measures the collective expectations of ID Logistics Group investors about its performance. ID Logistics is trading at 365.50 as of the 15th of March 2025, a 1.25% up since the beginning of the trading day. The stock's open price was 361.0.
With this module, you can estimate the performance of a buy and hold strategy of ID Logistics Group and determine expected loss or profit from investing in ID Logistics over a given investment horizon. Check out ID Logistics Correlation, ID Logistics Volatility and ID Logistics Alpha and Beta module to complement your research on ID Logistics.
Symbol

Please note, there is a significant difference between ID Logistics' value and its price as these two are different measures arrived at by different means. Investors typically determine if ID Logistics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ID Logistics' 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.

ID Logistics '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 ID Logistics' 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 ID Logistics.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in ID Logistics on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding ID Logistics Group or generate 0.0% return on investment in ID Logistics over 90 days. ID Logistics is related to or competes with Interparfums, Stef SA, Virbac SA, and Trigano SA. It operates through two segments, France and International segments More

ID Logistics 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 ID Logistics' 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 ID Logistics Group upside and downside potential and time the market with a certain degree of confidence.

ID Logistics Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ID Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ID Logistics' standard deviation. In reality, there are many statistical measures that can use ID Logistics historical prices to predict the future ID Logistics' volatility.
Hype
Prediction
LowEstimatedHigh
363.88365.50367.12
Details
Intrinsic
Valuation
LowRealHigh
328.95379.00380.62
Details

ID Logistics Group Backtested Returns

ID Logistics Group retains Efficiency (Sharpe Ratio) of -0.0147, which attests that the entity had a -0.0147 % return per unit of price deviation over the last 3 months. ID Logistics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out ID Logistics' Information Ratio of 0.0345, market risk adjusted performance of (0.09), and Coefficient Of Variation of (3,537) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ID Logistics' returns are expected to increase less than the market. However, during the bear market, the loss of holding ID Logistics is expected to be smaller as well. At this point, ID Logistics Group has a negative expected return of -0.0237%. Please make sure to check out ID Logistics' potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if ID Logistics Group performance from the past will be repeated sooner or later.

Auto-correlation

    
  -0.32  

Poor reverse predictability

ID Logistics Group has poor reverse predictability. Overlapping area represents the amount of predictability between ID Logistics time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 ID Logistics Group price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current ID Logistics price fluctuation can be explain by its past prices.
Correlation Coefficient-0.32
Spearman Rank Test0.31
Residual Average0.0
Price Variance93.08

ID Logistics Group lagged returns against current returns

Autocorrelation, which is ID Logistics 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 ID Logistics' stock expected returns. We can calculate the autocorrelation of ID Logistics returns to help us make a trade decision. For example, suppose you find that ID Logistics 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  

ID Logistics 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 ID Logistics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ID Logistics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ID Logistics stock over time.
   Current vs Lagged Prices   
       Timeline  

ID Logistics Lagged Returns

When evaluating ID Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ID Logistics stock have on its future price. ID Logistics 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, ID Logistics autocorrelation shows the relationship between ID Logistics stock current value and its past values and can show if there is a momentum factor associated with investing in ID Logistics Group.
   Regressed Prices   
       Timeline  

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Other Information on Investing in IDL Stock

ID Logistics financial ratios help investors to determine whether IDL 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 IDL with respect to the benefits of owning ID Logistics security.