Inventiva (France) Market Value
| IVA Stock | EUR 2.72 0.04 1.49% |
| Symbol | Inventiva |
Inventiva '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 Inventiva'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 Inventiva.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Inventiva on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Inventiva SA or generate 0.0% return on investment in Inventiva over 90 days. Inventiva is related to or competes with Gensight Biologics, Argen X, Abivax SA, DBV Technologies, and Cellectis. Inventiva S.A., a biopharmaceutical company, develops drugs for the treatment of fibrotic, cancer, and orphan diseases More
Inventiva 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 Inventiva'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 Inventiva SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.18 | |||
| Information Ratio | 0.0992 | |||
| Maximum Drawdown | 27.05 | |||
| Value At Risk | (4.78) | |||
| Potential Upside | 6.2 |
Inventiva Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inventiva's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inventiva's standard deviation. In reality, there are many statistical measures that can use Inventiva historical prices to predict the future Inventiva's volatility.| Risk Adjusted Performance | 0.0713 | |||
| Jensen Alpha | 0.2304 | |||
| Total Risk Alpha | 0.7408 | |||
| Sortino Ratio | 0.1183 | |||
| Treynor Ratio | (0.80) |
Inventiva SA Backtested Returns
Inventiva appears to be very risky, given 3 months investment horizon. Inventiva SA holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Inventiva SA, which you can use to evaluate the volatility of the firm. Please utilize Inventiva's Market Risk Adjusted Performance of (0.79), risk adjusted performance of 0.0713, and Downside Deviation of 3.18 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inventiva holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Inventiva are expected to decrease at a much lower rate. During the bear market, Inventiva is likely to outperform the market. Please check Inventiva's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Inventiva's current trending patterns will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Inventiva SA has virtually no predictability. Overlapping area represents the amount of predictability between Inventiva time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Inventiva SA price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Inventiva price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Inventiva SA lagged returns against current returns
Autocorrelation, which is Inventiva 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 Inventiva's stock expected returns. We can calculate the autocorrelation of Inventiva returns to help us make a trade decision. For example, suppose you find that Inventiva 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 |
Inventiva 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 Inventiva stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inventiva stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inventiva stock over time.
Current vs Lagged Prices |
| Timeline |
Inventiva Lagged Returns
When evaluating Inventiva's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inventiva stock have on its future price. Inventiva 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, Inventiva autocorrelation shows the relationship between Inventiva stock current value and its past values and can show if there is a momentum factor associated with investing in Inventiva SA.
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.Additional Information and Resources on Investing in Inventiva Stock
When determining whether Inventiva SA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Inventiva's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Inventiva Sa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Inventiva Sa Stock:Check out Inventiva Correlation, Inventiva Volatility and Inventiva Alpha and Beta module to complement your research on Inventiva. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Inventiva 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.