Infosys (Germany) Market Value
| IOY Stock | 21.80 0.40 1.80% |
| Symbol | Infosys |
Infosys '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 Infosys' 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 Infosys.
| 02/10/2024 |
| 01/05/2025 |
If you would invest 0.00 in Infosys on February 10, 2024 and sell it all today you would earn a total of 0.00 from holding Infosys Limited or generate 0.0% return on investment in Infosys over 330 days. Infosys is related to or competes with Perseus Mining, Carsales, GungHo Online, Lamar Advertising, Zijin Mining, and SALESFORCE INC. More
Infosys 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 Infosys' 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 Infosys Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.0509 | |||
| Maximum Drawdown | 8.08 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.82 |
Infosys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infosys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infosys' standard deviation. In reality, there are many statistical measures that can use Infosys historical prices to predict the future Infosys' volatility.| Risk Adjusted Performance | 0.0569 | |||
| Jensen Alpha | 0.1028 | |||
| Total Risk Alpha | 0.0752 | |||
| Sortino Ratio | 0.0548 | |||
| Treynor Ratio | (1.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Infosys' 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.
Infosys Limited Backtested Returns
Currently, Infosys Limited is very steady. Infosys Limited holds Efficiency (Sharpe) Ratio of 0.0635, which attests that the entity had a 0.0635% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Infosys Limited, which you can use to evaluate the volatility of the firm. Please check out Infosys' Risk Adjusted Performance of 0.0569, market risk adjusted performance of (1.75), and Downside Deviation of 1.64 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Infosys has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0579, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Infosys are expected to decrease at a much lower rate. During the bear market, Infosys is likely to outperform the market. Infosys Limited right now retains a risk of 1.76%. Please check out Infosys information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Infosys will be following its current trending patterns.
Auto-correlation | 0.36 |
Below average predictability
Infosys Limited has below average predictability. Overlapping area represents the amount of predictability between Infosys time series from 10th of February 2024 to 24th of July 2024 and 24th of July 2024 to 5th of January 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 Infosys Limited price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Infosys price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
Infosys Limited lagged returns against current returns
Autocorrelation, which is Infosys 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 Infosys' stock expected returns. We can calculate the autocorrelation of Infosys returns to help us make a trade decision. For example, suppose you find that Infosys 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 |
Infosys 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 Infosys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infosys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infosys stock over time.
Current vs Lagged Prices |
| Timeline |
Infosys Lagged Returns
When evaluating Infosys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infosys stock have on its future price. Infosys 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, Infosys autocorrelation shows the relationship between Infosys stock current value and its past values and can show if there is a momentum factor associated with investing in Infosys Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Infosys Stock Analysis
When running Infosys' price analysis, check to measure Infosys' 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 Infosys is operating at the current time. Most of Infosys' value examination focuses on studying past and present price action to predict the probability of Infosys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infosys' price. Additionally, you may evaluate how the addition of Infosys to your portfolios can decrease your overall portfolio volatility.