Ies Holdings Stock Market Value
| IESC Stock | USD 181.89 2.60 1.45% |
| Symbol | IES |
Is Construction & Engineering 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 IES Holdings. If investors know IES 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 IES Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of IES Holdings is measured differently than its book value, which is the value of IES that is recorded on the company's balance sheet. Investors also form their own opinion of IES Holdings' value that differs from its market value or its book value, called intrinsic value, which is IES Holdings' 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 IES Holdings' market value can be influenced by many factors that don't directly affect IES Holdings' 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 IES Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if IES Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IES Holdings' 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.
IES Holdings '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 IES Holdings' 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 IES Holdings.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in IES Holdings on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding IES Holdings or generate 0.0% return on investment in IES Holdings over 90 days. IES Holdings is related to or competes with EMCOR, Comfort Systems, Primoris Services, Granite Construction, Construction Partners, Matrix Service, and MYR. IES Holdings, Inc. designs and installs integrated electrical and technology systems, and provides infrastructure produc... More
IES Holdings 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 IES Holdings' 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 IES Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 39.03 | |||
| Value At Risk | (6.83) | |||
| Potential Upside | 7.65 |
IES Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IES Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IES Holdings' standard deviation. In reality, there are many statistical measures that can use IES Holdings historical prices to predict the future IES Holdings' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.5134 | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IES Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
IES Holdings Backtested Returns
IES Holdings holds Efficiency (Sharpe) Ratio of -0.0314, which attests that the entity had a -0.0314 % return per unit of volatility over the last 3 months. IES Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IES Holdings' risk adjusted performance of (0.02), and Market Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.46, 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, IES Holdings will likely underperform. At this point, IES Holdings has a negative expected return of -0.18%. Please make sure to check out IES Holdings' skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if IES Holdings performance from the past will be repeated at future time.
Auto-correlation | -0.62 |
Very good reverse predictability
IES Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between IES Holdings 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 IES Holdings price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current IES Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 634.79 |
IES Holdings lagged returns against current returns
Autocorrelation, which is IES Holdings 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 IES Holdings' stock expected returns. We can calculate the autocorrelation of IES Holdings returns to help us make a trade decision. For example, suppose you find that IES Holdings 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 |
IES Holdings 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 IES Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IES Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IES Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
IES Holdings Lagged Returns
When evaluating IES Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IES Holdings stock have on its future price. IES Holdings 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, IES Holdings autocorrelation shows the relationship between IES Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in IES 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 determining whether IES Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IES Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ies Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ies Holdings Stock:Check out IES Holdings Correlation, IES Holdings Volatility and IES Holdings Alpha and Beta module to complement your research on IES Holdings. For information on how to trade IES Stock refer to our How to Trade IES Stock guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
IES Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.