Intouch Insight Stock Market Value
| INXSF Stock | USD 0.37 0.02 5.13% |
| Symbol | Intouch |
Intouch Insight '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 Intouch Insight's otc 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 Intouch Insight.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Intouch Insight on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Intouch Insight or generate 0.0% return on investment in Intouch Insight over 30 days. Intouch Insight Ltd. develops managed mobile software applications and software-as-a-service platforms, and delivers ser... More
Intouch Insight 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 Intouch Insight's otc 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 Intouch Insight upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.35 | |||
| Information Ratio | 0.0691 | |||
| Maximum Drawdown | 55.13 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 7.41 |
Intouch Insight Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intouch Insight's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intouch Insight's standard deviation. In reality, there are many statistical measures that can use Intouch Insight historical prices to predict the future Intouch Insight's volatility.| Risk Adjusted Performance | 0.0762 | |||
| Jensen Alpha | 0.5716 | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | 0.0602 | |||
| Treynor Ratio | 1.36 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intouch Insight'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.
Intouch Insight Backtested Returns
Intouch Insight appears to be out of control, given 3 months investment horizon. Intouch Insight holds Efficiency (Sharpe) Ratio of 0.0971, which attests that the entity had a 0.0971% return per unit of risk over the last 3 months. By evaluating Intouch Insight's technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please utilize Intouch Insight's Market Risk Adjusted Performance of 1.37, risk adjusted performance of 0.0762, and Downside Deviation of 8.35 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intouch Insight holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intouch Insight's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intouch Insight is expected to be smaller as well. Please check Intouch Insight's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Intouch Insight's current trending patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
Intouch Insight has good reverse predictability. Overlapping area represents the amount of predictability between Intouch Insight time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 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 Intouch Insight price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Intouch Insight price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intouch Insight lagged returns against current returns
Autocorrelation, which is Intouch Insight otc 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 Intouch Insight's otc stock expected returns. We can calculate the autocorrelation of Intouch Insight returns to help us make a trade decision. For example, suppose you find that Intouch Insight has exhibited high autocorrelation historically, and you observe that the otc 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 |
Intouch Insight 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 Intouch Insight otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intouch Insight otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intouch Insight otc stock over time.
Current vs Lagged Prices |
| Timeline |
Intouch Insight Lagged Returns
When evaluating Intouch Insight's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intouch Insight otc stock have on its future price. Intouch Insight 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, Intouch Insight autocorrelation shows the relationship between Intouch Insight otc stock current value and its past values and can show if there is a momentum factor associated with investing in Intouch Insight.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Intouch OTC Stock
Intouch Insight financial ratios help investors to determine whether Intouch OTC 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 Intouch with respect to the benefits of owning Intouch Insight security.