Intouch Holdings (Germany) Market Value
| NVAM Stock | EUR 2.68 0.06 2.29% |
| Symbol | Intouch |
Intouch Holdings '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 Intouch Holdings' 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 Intouch Holdings.
| 01/09/2023 |
| 12/29/2024 |
If you would invest 0.00 in Intouch Holdings on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Intouch Holdings PCL or generate 0.0% return on investment in Intouch Holdings over 720 days. Intouch Holdings is related to or competes with ANGLER GAMING, EVS Broadcast, Scientific Games, Texas Roadhouse, and Media. More
Intouch Holdings 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 Intouch Holdings' 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 Intouch Holdings PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.02 | |||
| Information Ratio | 0.0363 | |||
| Maximum Drawdown | 12.97 | |||
| Value At Risk | (4.62) | |||
| Potential Upside | 4.13 |
Intouch Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intouch Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intouch Holdings' standard deviation. In reality, there are many statistical measures that can use Intouch Holdings historical prices to predict the future Intouch Holdings' volatility.| Risk Adjusted Performance | 0.0457 | |||
| Jensen Alpha | 0.1166 | |||
| Total Risk Alpha | 0.0442 | |||
| Sortino Ratio | 0.0312 | |||
| Treynor Ratio | 77.75 |
Intouch Holdings PCL Backtested Returns
At this point, Intouch Holdings is relatively risky. Intouch Holdings PCL holds Efficiency (Sharpe) Ratio of 0.0614, which attests that the entity had a 0.0614% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intouch Holdings PCL, which you can use to evaluate the volatility of the firm. Please check out Intouch Holdings' Risk Adjusted Performance of 0.0457, downside deviation of 3.02, and Market Risk Adjusted Performance of 77.76 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Intouch Holdings has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0015, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intouch Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Intouch Holdings is expected to be smaller as well. Intouch Holdings PCL right now retains a risk of 2.52%. Please check out Intouch Holdings maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Intouch Holdings will be following its current trending patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Intouch Holdings PCL has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Intouch Holdings time series from 9th of January 2023 to 4th of January 2024 and 4th of January 2024 to 29th 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 Intouch Holdings PCL price movement. The serial correlation of -0.72 indicates that around 72.0% of current Intouch Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Intouch Holdings PCL lagged returns against current returns
Autocorrelation, which is Intouch Holdings 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 Intouch Holdings' stock expected returns. We can calculate the autocorrelation of Intouch Holdings returns to help us make a trade decision. For example, suppose you find that Intouch Holdings 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 |
Intouch Holdings 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 Intouch Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intouch Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intouch Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Intouch Holdings Lagged Returns
When evaluating Intouch Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intouch Holdings stock have on its future price. Intouch Holdings 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, Intouch Holdings autocorrelation shows the relationship between Intouch Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Intouch Holdings PCL.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Intouch Stock
Intouch Holdings financial ratios help investors to determine whether Intouch 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 Intouch with respect to the benefits of owning Intouch Holdings security.