Intesa Sanpaolo Spa Stock Market Value
| ISNPY Stock | USD 31.45 0.66 2.14% |
| Symbol | Intesa |
Intesa Sanpaolo '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 Intesa Sanpaolo's pink sheet 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 Intesa Sanpaolo.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Intesa Sanpaolo on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Intesa Sanpaolo SpA or generate 0.0% return on investment in Intesa Sanpaolo over 90 days. Intesa Sanpaolo is related to or competes with Banco Do, KBC Groep, Fentura Financial, Credit Agricole, BNP Paribas, Societe Generale, and Hang Seng. Intesa Sanpaolo S.p.A. provides various financial products and services primarily in Italy More
Intesa Sanpaolo 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 Intesa Sanpaolo's pink sheet 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 Intesa Sanpaolo SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.3518 | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.88 |
Intesa Sanpaolo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intesa Sanpaolo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intesa Sanpaolo's standard deviation. In reality, there are many statistical measures that can use Intesa Sanpaolo historical prices to predict the future Intesa Sanpaolo's volatility.| Risk Adjusted Performance | 0.2488 | |||
| Jensen Alpha | 0.4458 | |||
| Total Risk Alpha | 0.5626 | |||
| Sortino Ratio | 0.4503 | |||
| Treynor Ratio | 0.707 |
Intesa Sanpaolo SpA Backtested Returns
Intesa Sanpaolo appears to be very steady, given 3 months investment horizon. Intesa Sanpaolo SpA holds Efficiency (Sharpe) Ratio of 0.3, which attests that the entity had a 0.3 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Intesa Sanpaolo SpA, which you can use to evaluate the volatility of the firm. Please utilize Intesa Sanpaolo's Risk Adjusted Performance of 0.2488, downside deviation of 1.1, and Market Risk Adjusted Performance of 0.717 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intesa Sanpaolo holds a performance score of 23. The company retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intesa Sanpaolo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intesa Sanpaolo is expected to be smaller as well. Please check Intesa Sanpaolo's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Intesa Sanpaolo's current trending patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
Intesa Sanpaolo SpA has excellent predictability. Overlapping area represents the amount of predictability between Intesa Sanpaolo time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Intesa Sanpaolo SpA price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Intesa Sanpaolo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 3.33 |
Intesa Sanpaolo SpA lagged returns against current returns
Autocorrelation, which is Intesa Sanpaolo pink sheet'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 Intesa Sanpaolo's pink sheet expected returns. We can calculate the autocorrelation of Intesa Sanpaolo returns to help us make a trade decision. For example, suppose you find that Intesa Sanpaolo has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Intesa Sanpaolo 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 Intesa Sanpaolo pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intesa Sanpaolo pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intesa Sanpaolo pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Intesa Sanpaolo Lagged Returns
When evaluating Intesa Sanpaolo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intesa Sanpaolo pink sheet have on its future price. Intesa Sanpaolo 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, Intesa Sanpaolo autocorrelation shows the relationship between Intesa Sanpaolo pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Intesa Sanpaolo SpA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Intesa Pink Sheet Analysis
When running Intesa Sanpaolo's price analysis, check to measure Intesa Sanpaolo's 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 Intesa Sanpaolo is operating at the current time. Most of Intesa Sanpaolo's value examination focuses on studying past and present price action to predict the probability of Intesa Sanpaolo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intesa Sanpaolo's price. Additionally, you may evaluate how the addition of Intesa Sanpaolo to your portfolios can decrease your overall portfolio volatility.