Ingra Dd (Croatia) Market Value
| INGR Stock | 1.83 0.03 1.67% |
| Symbol | Ingra |
Ingra Dd '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 Ingra Dd'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 Ingra Dd.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Ingra Dd on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Ingra dd or generate 0.0% return on investment in Ingra Dd over 90 days.
Ingra Dd 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 Ingra Dd'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 Ingra dd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 13.3 | |||
| Value At Risk | (6.12) | |||
| Potential Upside | 4.44 |
Ingra Dd Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ingra Dd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ingra Dd's standard deviation. In reality, there are many statistical measures that can use Ingra Dd historical prices to predict the future Ingra Dd's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | 0.2862 | |||
| Treynor Ratio | (0.47) |
Ingra dd Backtested Returns
Ingra dd holds Efficiency (Sharpe) Ratio of -0.0183, which attests that the entity had a -0.0183 % return per unit of risk over the last 3 months. Ingra dd exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ingra Dd's Market Risk Adjusted Performance of (0.46), standard deviation of 3.32, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ingra Dd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ingra Dd is expected to be smaller as well. At this point, Ingra dd has a negative expected return of -0.0598%. Please make sure to check out Ingra Dd's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Ingra dd performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Ingra dd has average predictability. Overlapping area represents the amount of predictability between Ingra Dd time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Ingra dd price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Ingra Dd price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ingra dd lagged returns against current returns
Autocorrelation, which is Ingra Dd 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 Ingra Dd's stock expected returns. We can calculate the autocorrelation of Ingra Dd returns to help us make a trade decision. For example, suppose you find that Ingra Dd 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 |
Ingra Dd 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 Ingra Dd stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ingra Dd stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ingra Dd stock over time.
Current vs Lagged Prices |
| Timeline |
Ingra Dd Lagged Returns
When evaluating Ingra Dd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ingra Dd stock have on its future price. Ingra Dd 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, Ingra Dd autocorrelation shows the relationship between Ingra Dd stock current value and its past values and can show if there is a momentum factor associated with investing in Ingra dd.
Regressed Prices |
| Timeline |
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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 Ingra Stock Analysis
When running Ingra Dd's price analysis, check to measure Ingra Dd'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 Ingra Dd is operating at the current time. Most of Ingra Dd's value examination focuses on studying past and present price action to predict the probability of Ingra Dd's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ingra Dd's price. Additionally, you may evaluate how the addition of Ingra Dd to your portfolios can decrease your overall portfolio volatility.