Investec (South Africa) Market Value
| INL Stock | 12,719 94.00 0.74% |
| Symbol | Investec |
Investec '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 Investec'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 Investec.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Investec on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Investec or generate 0.0% return on investment in Investec over 720 days. Investec is related to or competes with CA Sales, E Media, Safari Investments, Reinet Investments, Zeder Investments, and Astoria Investments. More
Investec 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 Investec'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 Investec upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.0 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 1.87 |
Investec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investec's standard deviation. In reality, there are many statistical measures that can use Investec historical prices to predict the future Investec's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 9.05 |
Investec Backtested Returns
Investec holds Efficiency (Sharpe) Ratio of -0.008, which attests that the entity had a -0.008% return per unit of risk over the last 3 months. Investec exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investec's Market Risk Adjusted Performance of 9.06, standard deviation of 1.32, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.005, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investec are expected to decrease at a much lower rate. During the bear market, Investec is likely to outperform the market. At this point, Investec has a negative expected return of -0.0102%. Please make sure to check out Investec's daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Investec performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Investec has modest predictability. Overlapping area represents the amount of predictability between Investec time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Investec price movement. The serial correlation of 0.53 indicates that about 53.0% of current Investec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 638.2 K |
Investec lagged returns against current returns
Autocorrelation, which is Investec 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 Investec's stock expected returns. We can calculate the autocorrelation of Investec returns to help us make a trade decision. For example, suppose you find that Investec 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 |
Investec 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 Investec stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investec stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investec stock over time.
Current vs Lagged Prices |
| Timeline |
Investec Lagged Returns
When evaluating Investec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investec stock have on its future price. Investec 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, Investec autocorrelation shows the relationship between Investec stock current value and its past values and can show if there is a momentum factor associated with investing in Investec.
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.Other Information on Investing in Investec Stock
Investec financial ratios help investors to determine whether Investec 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 Investec with respect to the benefits of owning Investec security.