Institut IGH (Croatia) Market Value

IGH Stock   17.80  2.20  11.00%   
Institut IGH's market value is the price at which a share of Institut IGH trades on a public exchange. It measures the collective expectations of Institut IGH dd investors about its performance. Institut IGH is trading at 17.80 as of the 2nd of March 2025, a 11% down since the beginning of the trading day. The stock's lowest day price was 17.8.
With this module, you can estimate the performance of a buy and hold strategy of Institut IGH dd and determine expected loss or profit from investing in Institut IGH over a given investment horizon. Check out Institut IGH Correlation, Institut IGH Volatility and Institut IGH Alpha and Beta module to complement your research on Institut IGH.
Symbol

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

Institut IGH '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 Institut IGH'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 Institut IGH.
0.00
01/31/2025
No Change 0.00  0.0 
In 30 days
03/02/2025
0.00
If you would invest  0.00  in Institut IGH on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Institut IGH dd or generate 0.0% return on investment in Institut IGH over 30 days. Institut IGH is related to or competes with AD Plastik, Hrvatska Postanska, Dalekovod, Podravka Prehrambena, Zagrebacka Banka, and Arena Hospitality. More

Institut IGH 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 Institut IGH'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 Institut IGH dd upside and downside potential and time the market with a certain degree of confidence.

Institut IGH Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Institut IGH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Institut IGH's standard deviation. In reality, there are many statistical measures that can use Institut IGH historical prices to predict the future Institut IGH's volatility.
Hype
Prediction
LowEstimatedHigh
10.5917.8025.01
Details
Intrinsic
Valuation
LowRealHigh
8.2015.4122.62
Details
Naive
Forecast
LowNextHigh
12.1319.3426.54
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.6616.8620.06
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Institut IGH. Your research has to be compared to or analyzed against Institut IGH's peers to derive any actionable benefits. When done correctly, Institut IGH's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Institut IGH dd.

Institut IGH dd Backtested Returns

At this point, Institut IGH is slightly risky. Institut IGH dd holds Efficiency (Sharpe) Ratio of 0.0198, which attests that the entity had a 0.0198 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Institut IGH dd, which you can use to evaluate the volatility of the firm. Please check out Institut IGH's Downside Deviation of 7.12, market risk adjusted performance of 4.13, and Risk Adjusted Performance of 0.0236 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Institut IGH has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0323, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Institut IGH's returns are expected to increase less than the market. However, during the bear market, the loss of holding Institut IGH is expected to be smaller as well. Institut IGH dd right now retains a risk of 7.21%. Please check out Institut IGH semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if Institut IGH will be following its current trending patterns.

Auto-correlation

    
  0.43  

Average predictability

Institut IGH dd has average predictability. Overlapping area represents the amount of predictability between Institut IGH time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Institut IGH dd price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Institut IGH price fluctuation can be explain by its past prices.
Correlation Coefficient0.43
Spearman Rank Test0.07
Residual Average0.0
Price Variance2.45

Institut IGH dd lagged returns against current returns

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

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

Institut IGH Lagged Returns

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

Institut IGH financial ratios help investors to determine whether Institut 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 Institut with respect to the benefits of owning Institut IGH security.