Implenia (Switzerland) Market Value
| IMPN Stock | CHF 38.35 0.25 0.65% |
| Symbol | Implenia |
Implenia '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 Implenia'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 Implenia.
| 03/09/2023 |
| 02/26/2025 |
If you would invest 0.00 in Implenia on March 9, 2023 and sell it all today you would earn a total of 0.00 from holding Implenia AG or generate 0.0% return on investment in Implenia over 720 days. Implenia is related to or competes with Helvetia Holding, Bucher Industries, Hubersuhner, Stadler Rail, and Sulzer AG. Implenia AG operates as a construction and real estate services company primarily in Switzerland, Germany, Austria, Norw... More
Implenia 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 Implenia'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 Implenia AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.2311 | |||
| Maximum Drawdown | 8.95 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 3.22 |
Implenia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Implenia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Implenia's standard deviation. In reality, there are many statistical measures that can use Implenia historical prices to predict the future Implenia's volatility.| Risk Adjusted Performance | 0.1819 | |||
| Jensen Alpha | 0.4114 | |||
| Total Risk Alpha | 0.402 | |||
| Sortino Ratio | 0.2559 | |||
| Treynor Ratio | 0.8091 |
Implenia AG Backtested Returns
Implenia appears to be very steady, given 3 months investment horizon. Implenia AG holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28 % return per unit of risk over the last 3 months. By evaluating Implenia's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Implenia's Market Risk Adjusted Performance of 0.8191, risk adjusted performance of 0.1819, and Downside Deviation of 1.6 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Implenia holds a performance score of 22. The company retains a Market Volatility (i.e., Beta) of 0.51, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Implenia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Implenia is expected to be smaller as well. Please check Implenia's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Implenia's current trending patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Implenia AG has below average predictability. Overlapping area represents the amount of predictability between Implenia time series from 9th of March 2023 to 3rd of March 2024 and 3rd of March 2024 to 26th of February 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 Implenia AG price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Implenia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 4.18 |
Implenia AG lagged returns against current returns
Autocorrelation, which is Implenia 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 Implenia's stock expected returns. We can calculate the autocorrelation of Implenia returns to help us make a trade decision. For example, suppose you find that Implenia 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 |
Implenia 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 Implenia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Implenia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Implenia stock over time.
Current vs Lagged Prices |
| Timeline |
Implenia Lagged Returns
When evaluating Implenia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Implenia stock have on its future price. Implenia 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, Implenia autocorrelation shows the relationship between Implenia stock current value and its past values and can show if there is a momentum factor associated with investing in Implenia AG.
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.Additional Tools for Implenia Stock Analysis
When running Implenia's price analysis, check to measure Implenia's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Implenia is operating at the current time. Most of Implenia's value examination focuses on studying past and present price action to predict the probability of Implenia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Implenia's price. Additionally, you may evaluate how the addition of Implenia to your portfolios can decrease your overall portfolio volatility.