Investec Group Stock Market Value
| IVTJY Stock | USD 11.04 0.42 3.95% |
| Symbol | Investec |
Investec '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 Investec'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 Investec.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Investec on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Investec Group or generate 0.0% return on investment in Investec over 720 days. Investec is related to or competes with OFX Group, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, High Yield, and Via Renewables. Investec Group provides various financial products and services in the United Kingdom South Africa, and internationally More
Investec 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 Investec'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 Investec Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0633 | |||
| Maximum Drawdown | 3.95 |
Investec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investec's standard deviation. In reality, there are many statistical measures that can use Investec historical prices to predict the future Investec's volatility.| Risk Adjusted Performance | 0.0915 | |||
| Jensen Alpha | 0.0504 | |||
| Total Risk Alpha | 0.0382 | |||
| Treynor Ratio | (1.84) |
Investec Group Backtested Returns
At this stage we consider Investec Pink Sheet to be very steady. Investec Group 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 nineteen technical indicators for Investec Group, which you can use to evaluate the volatility of the firm. Please check out Investec's Standard Deviation of 0.4868, market risk adjusted performance of (1.83), and Risk Adjusted Performance of 0.0915 to validate if the risk estimate we provide is consistent with the expected return of 0.0618%. Investec has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0271, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investec are expected to decrease at a much lower rate. During the bear market, Investec is likely to outperform the market. Investec Group right now retains a risk of 0.49%. Please check out Investec total risk alpha and day typical price , to decide if Investec will be following its current trending patterns.
Auto-correlation | 0.90 |
Excellent predictability
Investec Group has excellent predictability. Overlapping area represents the amount of predictability between Investec time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th 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 Investec Group price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Investec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Investec Group lagged returns against current returns
Autocorrelation, which is Investec 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 Investec's pink sheet expected returns. We can calculate the autocorrelation of Investec returns to help us make a trade decision. For example, suppose you find that Investec 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 |
Investec 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 Investec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Investec Lagged Returns
When evaluating Investec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investec pink sheet have on its future price. Investec 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, Investec autocorrelation shows the relationship between Investec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Investec 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.Additional Tools for Investec Pink Sheet Analysis
When running Investec's price analysis, check to measure Investec'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 Investec is operating at the current time. Most of Investec's value examination focuses on studying past and present price action to predict the probability of Investec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investec's price. Additionally, you may evaluate how the addition of Investec to your portfolios can decrease your overall portfolio volatility.