Interpublic Group Of Stock Market Value
| IPG Stock | USD 26.43 0.34 1.30% |
| Symbol | Interpublic |
Is Advertising space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Interpublic Group. If investors know Interpublic will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Interpublic Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Interpublic Group is measured differently than its book value, which is the value of Interpublic that is recorded on the company's balance sheet. Investors also form their own opinion of Interpublic Group's value that differs from its market value or its book value, called intrinsic value, which is Interpublic Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Interpublic Group's market value can be influenced by many factors that don't directly affect Interpublic Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Interpublic Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Interpublic Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Interpublic Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Interpublic Group '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 Interpublic Group'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 Interpublic Group.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Interpublic Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Interpublic Group of or generate 0.0% return on investment in Interpublic Group over 90 days. Interpublic Group is related to or competes with Ziff Davis, Criteo Sa, WPP PLC, Integral, Cimpress, Stagwell, and QuinStreet. The Interpublic Group of Companies, Inc. provides advertising and marketing services worldwide More
Interpublic Group 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 Interpublic Group'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 Interpublic Group of upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.63 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 1.87 |
Interpublic Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interpublic Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interpublic Group's standard deviation. In reality, there are many statistical measures that can use Interpublic Group historical prices to predict the future Interpublic Group's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.27) |
Interpublic Group Backtested Returns
Interpublic Group holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. Interpublic Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Interpublic Group's Standard Deviation of 1.47, market risk adjusted performance of (0.26), and Risk Adjusted Performance of (0.10) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Interpublic Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Interpublic Group is expected to be smaller as well. At this point, Interpublic Group has a negative expected return of -0.18%. Please make sure to check out Interpublic Group's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Interpublic Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Interpublic Group of has good predictability. Overlapping area represents the amount of predictability between Interpublic Group time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Interpublic Group price movement. The serial correlation of 0.66 indicates that around 66.0% of current Interpublic Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Interpublic Group lagged returns against current returns
Autocorrelation, which is Interpublic Group 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 Interpublic Group's stock expected returns. We can calculate the autocorrelation of Interpublic Group returns to help us make a trade decision. For example, suppose you find that Interpublic Group 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 |
Interpublic Group 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 Interpublic Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Interpublic Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Interpublic Group stock over time.
Current vs Lagged Prices |
| Timeline |
Interpublic Group Lagged Returns
When evaluating Interpublic Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Interpublic Group stock have on its future price. Interpublic Group 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, Interpublic Group autocorrelation shows the relationship between Interpublic Group stock current value and its past values and can show if there is a momentum factor associated with investing in Interpublic Group of.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Interpublic Group is a strong investment it is important to analyze Interpublic Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Interpublic Group's future performance. For an informed investment choice regarding Interpublic Stock, refer to the following important reports:Check out Interpublic Group Correlation, Interpublic Group Volatility and Interpublic Group Alpha and Beta module to complement your research on Interpublic Group. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Interpublic Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.