Intralot (Greece) Market Value
| INLOT Stock | EUR 0.99 0.01 1.02% |
| Symbol | Intralot |
Intralot '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 Intralot'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 Intralot.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Intralot on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Intralot SA Integrated or generate 0.0% return on investment in Intralot over 360 days. Intralot is related to or competes with As Commercial, BriQ Properties, and Trastor Real. Integrated Lottery Systems and Services supplies integrated gaming and transaction processing systems, game content, spo... More
Intralot 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 Intralot'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 Intralot SA Integrated upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 3.54 |
Intralot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intralot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intralot's standard deviation. In reality, there are many statistical measures that can use Intralot historical prices to predict the future Intralot's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | 0.6999 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intralot'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.
Intralot SA Integrated Backtested Returns
Intralot SA Integrated holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of risk over the last 3 months. Intralot SA Integrated exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intralot's Standard Deviation of 1.91, risk adjusted performance of (0.07), and Market Risk Adjusted Performance of 0.7099 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Intralot are expected to decrease at a much lower rate. During the bear market, Intralot is likely to outperform the market. At this point, Intralot SA Integrated has a negative expected return of -0.23%. Please make sure to check out Intralot's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and relative strength index , to decide if Intralot SA Integrated performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.01 |
Virtually no predictability
Intralot SA Integrated has virtually no predictability. Overlapping area represents the amount of predictability between Intralot time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Intralot SA Integrated price movement. The serial correlation of 0.01 indicates that just 1.0% of current Intralot price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Intralot SA Integrated lagged returns against current returns
Autocorrelation, which is Intralot 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 Intralot's stock expected returns. We can calculate the autocorrelation of Intralot returns to help us make a trade decision. For example, suppose you find that Intralot 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 |
Intralot 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 Intralot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intralot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intralot stock over time.
Current vs Lagged Prices |
| Timeline |
Intralot Lagged Returns
When evaluating Intralot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intralot stock have on its future price. Intralot 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, Intralot autocorrelation shows the relationship between Intralot stock current value and its past values and can show if there is a momentum factor associated with investing in Intralot SA Integrated.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Intralot Stock
Intralot financial ratios help investors to determine whether Intralot 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 Intralot with respect to the benefits of owning Intralot security.