Inventis (Australia) Market Value
| IVT Stock | 0.03 0 8.00% |
| Symbol | Inventis |
Inventis '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 Inventis' 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 Inventis.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Inventis on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Inventis or generate 0.0% return on investment in Inventis over 30 days. Inventis is related to or competes with Catalyst Metals, Australian Agricultural, G8 Education, Aurelia Metals, Perpetual Credit, Medibank Private, and Embark Education. Inventis is entity of Australia. It is traded as Stock on AU exchange. More
Inventis 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 Inventis' 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 Inventis upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1079 |
Inventis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inventis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inventis' standard deviation. In reality, there are many statistical measures that can use Inventis historical prices to predict the future Inventis' volatility.| Risk Adjusted Performance | 0.093 | |||
| Jensen Alpha | 0.1111 | |||
| Total Risk Alpha | 0.1046 | |||
| Treynor Ratio | 7.94 |
Inventis Backtested Returns
Currently, Inventis is out of control. Inventis holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Inventis, which you can use to evaluate the volatility of the firm. Please check out Inventis' Market Risk Adjusted Performance of 7.95, standard deviation of 0.9847, and Risk Adjusted Performance of 0.093 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Inventis has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.014, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inventis' returns are expected to increase less than the market. However, during the bear market, the loss of holding Inventis is expected to be smaller as well. Inventis right now retains a risk of 1.03%. Please check out Inventis kurtosis, rate of daily change, day typical price, as well as the relationship between the daily balance of power and day median price , to decide if Inventis will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Inventis has no correlation between past and present. Overlapping area represents the amount of predictability between Inventis time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Inventis price movement. The serial correlation of 0.0 indicates that just 0.0% of current Inventis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Inventis lagged returns against current returns
Autocorrelation, which is Inventis 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 Inventis' stock expected returns. We can calculate the autocorrelation of Inventis returns to help us make a trade decision. For example, suppose you find that Inventis 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 |
Inventis 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 Inventis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inventis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inventis stock over time.
Current vs Lagged Prices |
| Timeline |
Inventis Lagged Returns
When evaluating Inventis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inventis stock have on its future price. Inventis 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, Inventis autocorrelation shows the relationship between Inventis stock current value and its past values and can show if there is a momentum factor associated with investing in Inventis.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Inventis Stock Analysis
When running Inventis' price analysis, check to measure Inventis' 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 Inventis is operating at the current time. Most of Inventis' value examination focuses on studying past and present price action to predict the probability of Inventis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inventis' price. Additionally, you may evaluate how the addition of Inventis to your portfolios can decrease your overall portfolio volatility.