Iss As Stock Market Value
| ISFFF Stock | USD 17.55 0.00 0.00% |
| Symbol | ISS |
ISS AS '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 ISS AS'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 ISS AS.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in ISS AS on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding ISS AS or generate 0.0% return on investment in ISS AS over 30 days. ISS AS is related to or competes with Emerson Radio, Amkor Technology, BE Semiconductor, Everspin Technologies, CTS, Celestica, and IPG Photonics. ISS AS provides workplace management and facility services More
ISS AS 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 ISS AS'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 ISS AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 12.21 |
ISS AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISS AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISS AS's standard deviation. In reality, there are many statistical measures that can use ISS AS historical prices to predict the future ISS AS's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.8785 |
ISS AS Backtested Returns
ISS AS holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of volatility over the last 3 months. ISS AS exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out ISS AS's market risk adjusted performance of 0.8885, and Risk Adjusted Performance of (0.1) to validate the risk estimate we provide. 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 ISS AS are expected to decrease at a much lower rate. During the bear market, ISS AS is likely to outperform the market. At this point, ISS AS has a negative expected return of -0.19%. Please make sure to check out ISS AS's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if ISS AS performance from the past will be repeated at future time.
Auto-correlation | 0.00 |
No correlation between past and present
ISS AS has no correlation between past and present. Overlapping area represents the amount of predictability between ISS AS time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st 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 ISS AS price movement. The serial correlation of 0.0 indicates that just 0.0% of current ISS AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
ISS AS lagged returns against current returns
Autocorrelation, which is ISS AS 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 ISS AS's otc stock expected returns. We can calculate the autocorrelation of ISS AS returns to help us make a trade decision. For example, suppose you find that ISS AS 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 |
ISS AS 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 ISS AS otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISS AS otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISS AS otc stock over time.
Current vs Lagged Prices |
| Timeline |
ISS AS Lagged Returns
When evaluating ISS AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISS AS otc stock have on its future price. ISS AS 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, ISS AS autocorrelation shows the relationship between ISS AS otc stock current value and its past values and can show if there is a momentum factor associated with investing in ISS AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ISS OTC Stock
ISS AS financial ratios help investors to determine whether ISS 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 ISS with respect to the benefits of owning ISS AS security.