Infrared Cameras Holdings Stock Market Value
| MSAIW Stock | 0.07 0.02 31.86% |
| Symbol | Infrared |
Infrared Cameras Holdings Price To Book Ratio
Is Building Products 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 Infrared Cameras. If investors know Infrared 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 Infrared Cameras 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 Infrared Cameras Holdings is measured differently than its book value, which is the value of Infrared that is recorded on the company's balance sheet. Investors also form their own opinion of Infrared Cameras' value that differs from its market value or its book value, called intrinsic value, which is Infrared Cameras' 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 Infrared Cameras' market value can be influenced by many factors that don't directly affect Infrared Cameras' 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 Infrared Cameras' value and its price as these two are different measures arrived at by different means. Investors typically determine if Infrared Cameras is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Infrared Cameras' 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.
Infrared Cameras '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 Infrared Cameras' 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 Infrared Cameras.
| 12/27/2024 |
| 03/27/2025 |
If you would invest 0.00 in Infrared Cameras on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding Infrared Cameras Holdings or generate 0.0% return on investment in Infrared Cameras over 90 days. Infrared Cameras is related to or competes with MGIC Investment, Townsquare Media, MarketAxess Holdings, Stagwell, 51Talk Online, Western Asset, and National CineMedia. Infrared Cameras is entity of United States More
Infrared Cameras 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 Infrared Cameras' 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 Infrared Cameras Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.23 | |||
| Information Ratio | 0.1516 | |||
| Maximum Drawdown | 154.46 | |||
| Value At Risk | (22.28) | |||
| Potential Upside | 36.63 |
Infrared Cameras Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infrared Cameras' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infrared Cameras' standard deviation. In reality, there are many statistical measures that can use Infrared Cameras historical prices to predict the future Infrared Cameras' volatility.| Risk Adjusted Performance | 0.138 | |||
| Jensen Alpha | 3.25 | |||
| Total Risk Alpha | 3.31 | |||
| Sortino Ratio | 0.1886 | |||
| Treynor Ratio | 4.41 |
Infrared Cameras Holdings Backtested Returns
Infrared Cameras is out of control given 3 months investment horizon. Infrared Cameras Holdings holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We were able to collect and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 3.2% are justified by taking the suggested risk. Use Infrared Cameras Holdings Risk Adjusted Performance of 0.138, market risk adjusted performance of 4.42, and Downside Deviation of 17.23 to evaluate company specific risk that cannot be diversified away. Infrared Cameras holds a performance score of 11 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Infrared Cameras' returns are expected to increase less than the market. However, during the bear market, the loss of holding Infrared Cameras is expected to be smaller as well. Use Infrared Cameras Holdings total risk alpha and the relationship between the potential upside and day typical price , to analyze future returns on Infrared Cameras Holdings.
Auto-correlation | -0.41 |
Modest reverse predictability
Infrared Cameras Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Infrared Cameras time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 Infrared Cameras Holdings price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Infrared Cameras price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Infrared Cameras Holdings lagged returns against current returns
Autocorrelation, which is Infrared Cameras 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 Infrared Cameras' stock expected returns. We can calculate the autocorrelation of Infrared Cameras returns to help us make a trade decision. For example, suppose you find that Infrared Cameras 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 |
Infrared Cameras 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 Infrared Cameras stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infrared Cameras stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infrared Cameras stock over time.
Current vs Lagged Prices |
| Timeline |
Infrared Cameras Lagged Returns
When evaluating Infrared Cameras' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infrared Cameras stock have on its future price. Infrared Cameras 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, Infrared Cameras autocorrelation shows the relationship between Infrared Cameras stock current value and its past values and can show if there is a momentum factor associated with investing in Infrared Cameras Holdings.
Regressed Prices |
| Timeline |
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Additional Tools for Infrared Stock Analysis
When running Infrared Cameras' price analysis, check to measure Infrared Cameras' 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 Infrared Cameras is operating at the current time. Most of Infrared Cameras' value examination focuses on studying past and present price action to predict the probability of Infrared Cameras' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infrared Cameras' price. Additionally, you may evaluate how the addition of Infrared Cameras to your portfolios can decrease your overall portfolio volatility.