Intrum Justitia (Sweden) Market Value
| INTRUM Stock | SEK 29.05 0.57 1.92% |
| Symbol | Intrum |
Intrum Justitia '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 Intrum Justitia'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 Intrum Justitia.
| 03/09/2024 |
| 03/04/2025 |
If you would invest 0.00 in Intrum Justitia on March 9, 2024 and sell it all today you would earn a total of 0.00 from holding Intrum Justitia AB or generate 0.0% return on investment in Intrum Justitia over 360 days. Intrum Justitia is related to or competes with Tele2 AB, Castellum, Telia Company, Svenska Handelsbanken, and Axfood AB. Intrum AB , together with its subsidiaries, provides credit management and financial services in Europe and internationa... More
Intrum Justitia 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 Intrum Justitia'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 Intrum Justitia AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.69 | |||
| Information Ratio | 0.0405 | |||
| Maximum Drawdown | 28.88 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 7.69 |
Intrum Justitia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intrum Justitia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intrum Justitia's standard deviation. In reality, there are many statistical measures that can use Intrum Justitia historical prices to predict the future Intrum Justitia's volatility.| Risk Adjusted Performance | 0.0301 | |||
| Jensen Alpha | 0.0797 | |||
| Total Risk Alpha | 0.4771 | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intrum Justitia'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.
Intrum Justitia AB Backtested Returns
Intrum Justitia appears to be not too volatile, given 3 months investment horizon. Intrum Justitia AB holds Efficiency (Sharpe) Ratio of 0.0574, which attests that the entity had a 0.0574 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Intrum Justitia AB, which you can use to evaluate the volatility of the firm. Please utilize Intrum Justitia's Risk Adjusted Performance of 0.0301, downside deviation of 3.69, and Market Risk Adjusted Performance of (0.17) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intrum Justitia holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Intrum Justitia are expected to decrease at a much lower rate. During the bear market, Intrum Justitia is likely to outperform the market. Please check Intrum Justitia's total risk alpha, downside variance, as well as the relationship between the Downside Variance and daily balance of power , to make a quick decision on whether Intrum Justitia's current trending patterns will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
Intrum Justitia AB has very good reverse predictability. Overlapping area represents the amount of predictability between Intrum Justitia time series from 9th of March 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 Intrum Justitia AB price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Intrum Justitia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 65.18 |
Intrum Justitia AB lagged returns against current returns
Autocorrelation, which is Intrum Justitia 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 Intrum Justitia's stock expected returns. We can calculate the autocorrelation of Intrum Justitia returns to help us make a trade decision. For example, suppose you find that Intrum Justitia 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 |
Intrum Justitia 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 Intrum Justitia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intrum Justitia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intrum Justitia stock over time.
Current vs Lagged Prices |
| Timeline |
Intrum Justitia Lagged Returns
When evaluating Intrum Justitia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intrum Justitia stock have on its future price. Intrum Justitia 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, Intrum Justitia autocorrelation shows the relationship between Intrum Justitia stock current value and its past values and can show if there is a momentum factor associated with investing in Intrum Justitia AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Intrum Stock
Intrum Justitia financial ratios help investors to determine whether Intrum 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 Intrum with respect to the benefits of owning Intrum Justitia security.