In Style (UK) Market Value
| ITS Stock | 3,900 0.00 0.00% |
| Symbol | ITS |
In Style '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 In Style'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 In Style.
| 11/24/2024 |
| 12/24/2024 |
If you would invest 0.00 in In Style on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding in Style Group or generate 0.0% return on investment in In Style over 30 days. In Style is related to or competes with Catalyst Media, CATLIN GROUP, Tamburi Investment, Magnora ASA, RTW Venture, Secure Property, and Oncimmune Holdings. In Style is entity of United Kingdom. It is traded as Stock on LSE exchange. More
In Style 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 In Style'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 in Style Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.79 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 2.78 |
In Style Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for In Style's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as In Style's standard deviation. In reality, there are many statistical measures that can use In Style historical prices to predict the future In Style's volatility.| Risk Adjusted Performance | 0.0047 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.1324 |
in Style Group Backtested Returns
At this point, In Style is very steady. in Style Group retains Efficiency (Sharpe Ratio) of 0.0284, which attests that the entity had a 0.0284% return per unit of price deviation over the last 3 months. We have found eighteen technical indicators for In Style, which you can use to evaluate the volatility of the firm. Please check out In Style's Coefficient Of Variation of (35,706), variance of 6.44, and Risk Adjusted Performance of 0.0047 to validate if the risk estimate we provide is consistent with the expected return of 0.0698%. In Style has a performance score of 2 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning In Style are expected to decrease at a much lower rate. During the bear market, In Style is likely to outperform the market. in Style Group at this time owns a risk of 2.46%. Please check out in Style Group jensen alpha, and the relationship between the standard deviation and potential upside , to decide if in Style Group will be following its current price history.
Auto-correlation | 0.18 |
Very weak predictability
in Style Group has very weak predictability. Overlapping area represents the amount of predictability between In Style time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 in Style Group price movement. The serial correlation of 0.18 indicates that over 18.0% of current In Style price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 826.45 |
in Style Group lagged returns against current returns
Autocorrelation, which is In Style 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 In Style's stock expected returns. We can calculate the autocorrelation of In Style returns to help us make a trade decision. For example, suppose you find that In Style 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 |
In Style 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 In Style stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if In Style stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in In Style stock over time.
Current vs Lagged Prices |
| Timeline |
In Style Lagged Returns
When evaluating In Style's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of In Style stock have on its future price. In Style 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, In Style autocorrelation shows the relationship between In Style stock current value and its past values and can show if there is a momentum factor associated with investing in in Style Group.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in ITS Stock
In Style financial ratios help investors to determine whether ITS 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 ITS with respect to the benefits of owning In Style security.