Iberdrola Sa Stock Market Value
| IBDSF Stock | USD 12.12 0.09 0.75% |
| Symbol | Iberdrola |
Iberdrola '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 Iberdrola'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 Iberdrola.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Iberdrola on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Iberdrola SA or generate 0.0% return on investment in Iberdrola over 330 days. Iberdrola is related to or competes with ENEL Societa, Sempra Energy, HUMANA, Thrivent High, Via Renewables, T Rowe, and Victory Sophus. Iberdrola, S.A. engages in the generation, transmission, distribution, and supply of electricity in Spain and internatio... More
Iberdrola 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 Iberdrola'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 Iberdrola SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 6.82 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 2.44 |
Iberdrola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iberdrola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iberdrola's standard deviation. In reality, there are many statistical measures that can use Iberdrola historical prices to predict the future Iberdrola's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.91) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Iberdrola's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Iberdrola SA Backtested Returns
Iberdrola SA holds Efficiency (Sharpe) Ratio of -0.005, which attests that the entity had a -0.005% return per unit of risk over the last 3 months. Iberdrola SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Iberdrola's Market Risk Adjusted Performance of (0.90), risk adjusted performance of (0.04), and Standard Deviation of 1.4 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Iberdrola's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iberdrola is expected to be smaller as well. Iberdrola SA has an expected return of -0.007%. Please make sure to check out Iberdrola potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Iberdrola SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Iberdrola SA has below average predictability. Overlapping area represents the amount of predictability between Iberdrola time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th of April 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 Iberdrola SA price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Iberdrola price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Iberdrola SA lagged returns against current returns
Autocorrelation, which is Iberdrola 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 Iberdrola's pink sheet expected returns. We can calculate the autocorrelation of Iberdrola returns to help us make a trade decision. For example, suppose you find that Iberdrola 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 |
Iberdrola 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 Iberdrola pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iberdrola pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iberdrola pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Iberdrola Lagged Returns
When evaluating Iberdrola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iberdrola pink sheet have on its future price. Iberdrola 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, Iberdrola autocorrelation shows the relationship between Iberdrola pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Iberdrola SA.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Iberdrola Correlation, Iberdrola Volatility and Iberdrola Alpha and Beta module to complement your research on Iberdrola. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Iberdrola Pink Sheet analysis
When running Iberdrola's price analysis, check to measure Iberdrola'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 Iberdrola is operating at the current time. Most of Iberdrola's value examination focuses on studying past and present price action to predict the probability of Iberdrola's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iberdrola's price. Additionally, you may evaluate how the addition of Iberdrola to your portfolios can decrease your overall portfolio volatility.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Stocks Directory Find actively traded stocks across global markets | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments |
Iberdrola technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.