Instalco Intressenter (Sweden) Market Value
| INSTAL Stock | SEK 30.38 0.14 0.46% |
| Symbol | Instalco |
Instalco Intressenter '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 Instalco Intressenter'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 Instalco Intressenter.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Instalco Intressenter on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Instalco Intressenter AB or generate 0.0% return on investment in Instalco Intressenter over 30 days. Instalco Intressenter is related to or competes with Lifco AB, Sdiptech, Vitec Software, Addtech AB, and AddLife AB. Instalco AB provides installation services in the heating and plumbing, electrical, ventilation, cooling, and industrial... More
Instalco Intressenter 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 Instalco Intressenter'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 Instalco Intressenter AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 15.12 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 2.87 |
Instalco Intressenter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Instalco Intressenter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Instalco Intressenter's standard deviation. In reality, there are many statistical measures that can use Instalco Intressenter historical prices to predict the future Instalco Intressenter's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.96) | |||
| Treynor Ratio | 4.69 |
Instalco Intressenter Backtested Returns
Instalco Intressenter holds Efficiency (Sharpe) Ratio of -0.24, which attests that the entity had a -0.24% return per unit of risk over the last 3 months. Instalco Intressenter exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Instalco Intressenter's Risk Adjusted Performance of (0.19), market risk adjusted performance of 4.7, and Standard Deviation of 2.36 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Instalco Intressenter are expected to decrease at a much lower rate. During the bear market, Instalco Intressenter is likely to outperform the market. At this point, Instalco Intressenter has a negative expected return of -0.58%. Please make sure to check out Instalco Intressenter's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Instalco Intressenter performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.58 |
Good reverse predictability
Instalco Intressenter AB has good reverse predictability. Overlapping area represents the amount of predictability between Instalco Intressenter time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Instalco Intressenter price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Instalco Intressenter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Instalco Intressenter lagged returns against current returns
Autocorrelation, which is Instalco Intressenter 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 Instalco Intressenter's stock expected returns. We can calculate the autocorrelation of Instalco Intressenter returns to help us make a trade decision. For example, suppose you find that Instalco Intressenter 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 |
Instalco Intressenter 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 Instalco Intressenter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Instalco Intressenter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Instalco Intressenter stock over time.
Current vs Lagged Prices |
| Timeline |
Instalco Intressenter Lagged Returns
When evaluating Instalco Intressenter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Instalco Intressenter stock have on its future price. Instalco Intressenter 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, Instalco Intressenter autocorrelation shows the relationship between Instalco Intressenter stock current value and its past values and can show if there is a momentum factor associated with investing in Instalco Intressenter AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Instalco Stock
Instalco Intressenter financial ratios help investors to determine whether Instalco 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 Instalco with respect to the benefits of owning Instalco Intressenter security.