Insplorion (Sweden) Market Value
| INSP Stock | SEK 0.47 0.08 20.51% |
| Symbol | Insplorion |
Insplorion '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 Insplorion'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 Insplorion.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Insplorion on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Insplorion AB or generate 0.0% return on investment in Insplorion over 90 days. Insplorion is related to or competes with Impact Coatings, Catella AB, Lidds AB, and CellaVision. More
Insplorion 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 Insplorion'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 Insplorion AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.98 | |||
| Information Ratio | 0.1165 | |||
| Maximum Drawdown | 33.3 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 17.95 |
Insplorion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insplorion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insplorion's standard deviation. In reality, there are many statistical measures that can use Insplorion historical prices to predict the future Insplorion's volatility.| Risk Adjusted Performance | 0.098 | |||
| Jensen Alpha | 0.978 | |||
| Total Risk Alpha | 1.6 | |||
| Sortino Ratio | 0.1651 | |||
| Treynor Ratio | 0.2923 |
Insplorion AB Backtested Returns
Insplorion appears to be out of control, given 3 months investment horizon. Insplorion AB holds Efficiency (Sharpe) Ratio of 0.0954, which attests that the entity had a 0.0954 % return per unit of risk over the last 3 months. By evaluating Insplorion's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please utilize Insplorion's Market Risk Adjusted Performance of 0.3023, risk adjusted performance of 0.098, and Downside Deviation of 4.98 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Insplorion holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 2.44, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Insplorion will likely underperform. Please check Insplorion's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Insplorion's current trending patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Insplorion AB has very good reverse predictability. Overlapping area represents the amount of predictability between Insplorion time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Insplorion AB price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Insplorion price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Insplorion AB lagged returns against current returns
Autocorrelation, which is Insplorion 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 Insplorion's stock expected returns. We can calculate the autocorrelation of Insplorion returns to help us make a trade decision. For example, suppose you find that Insplorion 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 |
Insplorion 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 Insplorion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insplorion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insplorion stock over time.
Current vs Lagged Prices |
| Timeline |
Insplorion Lagged Returns
When evaluating Insplorion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insplorion stock have on its future price. Insplorion 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, Insplorion autocorrelation shows the relationship between Insplorion stock current value and its past values and can show if there is a momentum factor associated with investing in Insplorion AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Insplorion Stock Analysis
When running Insplorion's price analysis, check to measure Insplorion'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 Insplorion is operating at the current time. Most of Insplorion's value examination focuses on studying past and present price action to predict the probability of Insplorion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insplorion's price. Additionally, you may evaluate how the addition of Insplorion to your portfolios can decrease your overall portfolio volatility.