Ibervalles SOCIMI's market value is the price at which a share of Ibervalles SOCIMI trades on a public exchange. It measures the collective expectations of Ibervalles SOCIMI SA investors about its performance. Ibervalles SOCIMI is trading at 6.45 as of the 14th of December 2024, a 4.88% up since the beginning of the trading day. The stock's open price was 6.15. With this module, you can estimate the performance of a buy and hold strategy of Ibervalles SOCIMI SA and determine expected loss or profit from investing in Ibervalles SOCIMI over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Ibervalles
Ibervalles SOCIMI '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 Ibervalles SOCIMI'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 Ibervalles SOCIMI.
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11/14/2024
No Change 0.00
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In 31 days
12/14/2024
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If you would invest 0.00 in Ibervalles SOCIMI on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Ibervalles SOCIMI SA or generate 0.0% return on investment in Ibervalles SOCIMI over 30 days.
Ibervalles SOCIMI 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 Ibervalles SOCIMI'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 Ibervalles SOCIMI SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ibervalles SOCIMI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ibervalles SOCIMI's standard deviation. In reality, there are many statistical measures that can use Ibervalles SOCIMI historical prices to predict the future Ibervalles SOCIMI's volatility.
Ibervalles SOCIMI appears to be somewhat reliable, given 3 months investment horizon. Ibervalles SOCIMI holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Ibervalles SOCIMI, which you can use to evaluate the volatility of the firm. Please utilize Ibervalles SOCIMI's Market Risk Adjusted Performance of 0.5807, standard deviation of 1.74, and Risk Adjusted Performance of 0.0951 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ibervalles SOCIMI holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ibervalles SOCIMI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ibervalles SOCIMI is expected to be smaller as well. Please check Ibervalles SOCIMI's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Ibervalles SOCIMI's current trending patterns will revert.
Auto-correlation
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No correlation between past and present
Ibervalles SOCIMI SA has no correlation between past and present. Overlapping area represents the amount of predictability between Ibervalles SOCIMI time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Ibervalles SOCIMI price movement. The serial correlation of 0.0 indicates that just 0.0% of current Ibervalles SOCIMI price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
1.0
Residual Average
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Price Variance
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Ibervalles SOCIMI lagged returns against current returns
Autocorrelation, which is Ibervalles SOCIMI 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 Ibervalles SOCIMI's stock expected returns. We can calculate the autocorrelation of Ibervalles SOCIMI returns to help us make a trade decision. For example, suppose you find that Ibervalles SOCIMI 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
Ibervalles SOCIMI 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 Ibervalles SOCIMI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ibervalles SOCIMI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ibervalles SOCIMI stock over time.
Current vs Lagged Prices
Timeline
Ibervalles SOCIMI Lagged Returns
When evaluating Ibervalles SOCIMI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ibervalles SOCIMI stock have on its future price. Ibervalles SOCIMI 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, Ibervalles SOCIMI autocorrelation shows the relationship between Ibervalles SOCIMI stock current value and its past values and can show if there is a momentum factor associated with investing in Ibervalles SOCIMI SA.
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.