Investec Limited (South Africa) Market Value
| INPR Stock | 8,850 50.00 0.56% |
| Symbol | Investec |
Investec Limited '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 Limited'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 Limited.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Investec Limited on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Investec Limited NON or generate 0.0% return on investment in Investec Limited over 90 days. Investec Limited is related to or competes with African Media, Afine Investments, Brimstone Investment, Nedbank, Safari Investments, and Kap Industrial. More
Investec Limited 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 Limited'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 Limited NON upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0484 | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.25 |
Investec Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investec Limited's standard deviation. In reality, there are many statistical measures that can use Investec Limited historical prices to predict the future Investec Limited's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.018 | |||
| Treynor Ratio | (0.83) |
Investec Limited NON Backtested Returns
Investec Limited NON holds Efficiency (Sharpe) Ratio of -0.1, which attests that the entity had a -0.1 % return per unit of risk over the last 3 months. Investec Limited NON exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investec Limited's Standard Deviation of 0.7319, market risk adjusted performance of (0.82), and Risk Adjusted Performance of (0.08) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0883, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investec Limited's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investec Limited is expected to be smaller as well. At this point, Investec Limited NON has a negative expected return of -0.0742%. Please make sure to check out Investec Limited's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Investec Limited NON performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.19 |
Very weak predictability
Investec Limited NON has very weak predictability. Overlapping area represents the amount of predictability between Investec Limited 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 Investec Limited NON price movement. The serial correlation of 0.19 indicates that over 19.0% of current Investec Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 16 K |
Investec Limited NON lagged returns against current returns
Autocorrelation, which is Investec Limited 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 Limited's stock expected returns. We can calculate the autocorrelation of Investec Limited returns to help us make a trade decision. For example, suppose you find that Investec Limited 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 Limited 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 Limited stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investec Limited stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investec Limited stock over time.
Current vs Lagged Prices |
| Timeline |
Investec Limited Lagged Returns
When evaluating Investec Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investec Limited stock have on its future price. Investec Limited 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 Limited autocorrelation shows the relationship between Investec Limited stock current value and its past values and can show if there is a momentum factor associated with investing in Investec Limited NON.
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 Investec Stock Analysis
When running Investec Limited's price analysis, check to measure Investec Limited'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 Investec Limited is operating at the current time. Most of Investec Limited's value examination focuses on studying past and present price action to predict the probability of Investec Limited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investec Limited's price. Additionally, you may evaluate how the addition of Investec Limited to your portfolios can decrease your overall portfolio volatility.