Inission (Sweden) Market Value
| INISS-B Stock | SEK 37.40 0.20 0.54% |
| Symbol | Inission |
Inission '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 Inission'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 Inission.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Inission on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Inission AB or generate 0.0% return on investment in Inission over 90 days. Inission is related to or competes with Firefly AB, CTT Systems, Cavotec SA, Bygg Partner, and Avensia Publ. Inission AB provides production and logistics services in the field of industrial electronics in Sweden More
Inission 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 Inission'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 Inission AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.1233 | |||
| Maximum Drawdown | 13.91 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 3.71 |
Inission Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inission's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inission's standard deviation. In reality, there are many statistical measures that can use Inission historical prices to predict the future Inission's volatility.| Risk Adjusted Performance | 0.0743 | |||
| Jensen Alpha | 0.1657 | |||
| Total Risk Alpha | 0.4389 | |||
| Sortino Ratio | 0.1364 | |||
| Treynor Ratio | 6.01 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inission's 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.
Inission AB Backtested Returns
At this point, Inission is very steady. Inission AB holds Efficiency (Sharpe) Ratio of 0.0296, which attests that the entity had a 0.0296 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Inission AB, which you can use to evaluate the volatility of the firm. Please check out Inission's Market Risk Adjusted Performance of 6.02, downside deviation of 1.99, and Risk Adjusted Performance of 0.0743 to validate if the risk estimate we provide is consistent with the expected return of 0.0643%. Inission has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0271, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inission's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inission is expected to be smaller as well. Inission AB right now retains a risk of 2.17%. Please check out Inission treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if Inission will be following its current trending patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Inission AB has virtually no predictability. Overlapping area represents the amount of predictability between Inission 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 Inission AB price movement. The serial correlation of 0.02 indicates that only 2.0% of current Inission price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
Inission AB lagged returns against current returns
Autocorrelation, which is Inission 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 Inission's stock expected returns. We can calculate the autocorrelation of Inission returns to help us make a trade decision. For example, suppose you find that Inission 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 |
Inission 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 Inission stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inission stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inission stock over time.
Current vs Lagged Prices |
| Timeline |
Inission Lagged Returns
When evaluating Inission's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inission stock have on its future price. Inission 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, Inission autocorrelation shows the relationship between Inission stock current value and its past values and can show if there is a momentum factor associated with investing in Inission AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Inission Stock
Inission financial ratios help investors to determine whether Inission 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 Inission with respect to the benefits of owning Inission security.