Investcorp Europe Acquisition Stock Market Value
| IVCB Stock | USD 10.69 0.00 0.00% |
| Symbol | Investcorp |
Investcorp Europe Price To Book Ratio
Is Asset Management & Custody Banks 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 Investcorp Europe. If investors know Investcorp 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 Investcorp Europe 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 Investcorp Europe is measured differently than its book value, which is the value of Investcorp that is recorded on the company's balance sheet. Investors also form their own opinion of Investcorp Europe's value that differs from its market value or its book value, called intrinsic value, which is Investcorp Europe'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 Investcorp Europe's market value can be influenced by many factors that don't directly affect Investcorp Europe'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 Investcorp Europe's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investcorp Europe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investcorp Europe'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.
Investcorp Europe '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 Investcorp Europe'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 Investcorp Europe.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Investcorp Europe on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Investcorp Europe Acquisition or generate 0.0% return on investment in Investcorp Europe over 90 days. Investcorp Europe is related to or competes with Metal Sky, Consilium Acquisition, and AlphaTime Acquisition. Investcorp Europe Acquisition Corp I does not have significant operations More
Investcorp Europe 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 Investcorp Europe'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 Investcorp Europe Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.024 | |||
| Maximum Drawdown | 45.58 | |||
| Potential Upside | 0.4333 |
Investcorp Europe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investcorp Europe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investcorp Europe's standard deviation. In reality, there are many statistical measures that can use Investcorp Europe historical prices to predict the future Investcorp Europe's volatility.| Risk Adjusted Performance | 4.0E-4 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.6325 | |||
| Treynor Ratio | 0.1578 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investcorp Europe's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Investcorp Europe Backtested Returns
Investcorp Europe holds Efficiency (Sharpe) Ratio of -0.0134, which attests that the entity had a -0.0134 % return per unit of risk over the last 3 months. Investcorp Europe exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investcorp Europe's Risk Adjusted Performance of 4.0E-4, standard deviation of 4.02, and Market Risk Adjusted Performance of 0.1678 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investcorp Europe are expected to decrease at a much lower rate. During the bear market, Investcorp Europe is likely to outperform the market. At this point, Investcorp Europe has a negative expected return of -0.0565%. Please make sure to check out Investcorp Europe's information ratio, and the relationship between the coefficient of variation and potential upside , to decide if Investcorp Europe performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Investcorp Europe Acquisition has poor reverse predictability. Overlapping area represents the amount of predictability between Investcorp Europe 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 Investcorp Europe price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Investcorp Europe price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Investcorp Europe lagged returns against current returns
Autocorrelation, which is Investcorp Europe 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 Investcorp Europe's stock expected returns. We can calculate the autocorrelation of Investcorp Europe returns to help us make a trade decision. For example, suppose you find that Investcorp Europe 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 |
Investcorp Europe 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 Investcorp Europe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investcorp Europe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investcorp Europe stock over time.
Current vs Lagged Prices |
| Timeline |
Investcorp Europe Lagged Returns
When evaluating Investcorp Europe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investcorp Europe stock have on its future price. Investcorp Europe 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, Investcorp Europe autocorrelation shows the relationship between Investcorp Europe stock current value and its past values and can show if there is a momentum factor associated with investing in Investcorp Europe Acquisition.
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 Investcorp Stock
Investcorp Europe financial ratios help investors to determine whether Investcorp 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 Investcorp with respect to the benefits of owning Investcorp Europe security.