Intertech (Greece) Market Value
| INTET Stock | EUR 1.25 0.06 5.04% |
| Symbol | Intertech |
Intertech '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 Intertech'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 Intertech.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Intertech on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Intertech SA Inter or generate 0.0% return on investment in Intertech over 60 days. Intertech is related to or competes with Unibios Holdings, Intracom Holdings, Ideal Group, Public Power, and Hellenic Petroleum. It operates as a distributor of various brands, such as Panasonic, iLuv, Ricoh, Gestetner, Satel, and WiTech More
Intertech 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 Intertech'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 Intertech SA Inter upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.2042 | |||
| Maximum Drawdown | 8.48 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 4.76 |
Intertech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intertech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intertech's standard deviation. In reality, there are many statistical measures that can use Intertech historical prices to predict the future Intertech's volatility.| Risk Adjusted Performance | 0.1521 | |||
| Jensen Alpha | 0.3905 | |||
| Total Risk Alpha | 0.4594 | |||
| Sortino Ratio | 0.1786 | |||
| Treynor Ratio | (1.81) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intertech'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.
Intertech SA Inter Backtested Returns
Intertech appears to be very risky, given 3 months investment horizon. Intertech SA Inter holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Intertech SA Inter, which you can use to evaluate the volatility of the firm. Please utilize Intertech's Downside Deviation of 2.34, risk adjusted performance of 0.1521, and Market Risk Adjusted Performance of (1.80) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intertech holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of -0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intertech are expected to decrease at a much lower rate. During the bear market, Intertech is likely to outperform the market. Please check Intertech's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Intertech's current trending patterns will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
Intertech SA Inter has poor reverse predictability. Overlapping area represents the amount of predictability between Intertech time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 Intertech SA Inter price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Intertech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intertech SA Inter lagged returns against current returns
Autocorrelation, which is Intertech 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 Intertech's stock expected returns. We can calculate the autocorrelation of Intertech returns to help us make a trade decision. For example, suppose you find that Intertech 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 |
Intertech 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 Intertech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intertech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intertech stock over time.
Current vs Lagged Prices |
| Timeline |
Intertech Lagged Returns
When evaluating Intertech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intertech stock have on its future price. Intertech 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, Intertech autocorrelation shows the relationship between Intertech stock current value and its past values and can show if there is a momentum factor associated with investing in Intertech SA Inter.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Intertech Stock
Intertech financial ratios help investors to determine whether Intertech 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 Intertech with respect to the benefits of owning Intertech security.