Inspiration Healthcare (UK) Market Value
| IHC Stock | 16.50 0.75 4.35% |
| Symbol | Inspiration |
Inspiration Healthcare '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 Inspiration Healthcare'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 Inspiration Healthcare.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Inspiration Healthcare on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Inspiration Healthcare Group or generate 0.0% return on investment in Inspiration Healthcare over 90 days. Inspiration Healthcare is related to or competes with Telecom Italia, Travel +, Zegona Communications, Aeorema Communications, Charter Communications, Prosiebensat, and Science In. More
Inspiration Healthcare 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 Inspiration Healthcare'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 Inspiration Healthcare Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.48 | |||
| Information Ratio | 0.0848 | |||
| Maximum Drawdown | 109.11 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 2.74 |
Inspiration Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inspiration Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inspiration Healthcare's standard deviation. In reality, there are many statistical measures that can use Inspiration Healthcare historical prices to predict the future Inspiration Healthcare's volatility.| Risk Adjusted Performance | 0.0754 | |||
| Jensen Alpha | 0.8372 | |||
| Total Risk Alpha | 2.26 | |||
| Sortino Ratio | 0.1129 | |||
| Treynor Ratio | (8.11) |
Inspiration Healthcare Backtested Returns
Inspiration Healthcare appears to be slightly risky, given 3 months investment horizon. Inspiration Healthcare holds Efficiency (Sharpe) Ratio of 0.076, which attests that the entity had a 0.076 % return per unit of risk over the last 3 months. By evaluating Inspiration Healthcare's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please utilize Inspiration Healthcare's Market Risk Adjusted Performance of (8.10), downside deviation of 8.48, and Risk Adjusted Performance of 0.0754 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inspiration Healthcare holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inspiration Healthcare are expected to decrease at a much lower rate. During the bear market, Inspiration Healthcare is likely to outperform the market. Please check Inspiration Healthcare's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Inspiration Healthcare's current trending patterns will revert.
Auto-correlation | 0.49 |
Average predictability
Inspiration Healthcare Group has average predictability. Overlapping area represents the amount of predictability between Inspiration Healthcare 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 Inspiration Healthcare price movement. The serial correlation of 0.49 indicates that about 49.0% of current Inspiration Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 6.58 |
Inspiration Healthcare lagged returns against current returns
Autocorrelation, which is Inspiration Healthcare 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 Inspiration Healthcare's stock expected returns. We can calculate the autocorrelation of Inspiration Healthcare returns to help us make a trade decision. For example, suppose you find that Inspiration Healthcare 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 |
Inspiration Healthcare 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 Inspiration Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inspiration Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inspiration Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Inspiration Healthcare Lagged Returns
When evaluating Inspiration Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inspiration Healthcare stock have on its future price. Inspiration Healthcare 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, Inspiration Healthcare autocorrelation shows the relationship between Inspiration Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Inspiration Healthcare Group.
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 Inspiration Stock
Inspiration Healthcare financial ratios help investors to determine whether Inspiration 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 Inspiration with respect to the benefits of owning Inspiration Healthcare security.