Iberpapel Gestion (Spain) Market Value

IBG Stock  EUR 18.60  0.15  0.80%   
Iberpapel Gestion's market value is the price at which a share of Iberpapel Gestion trades on a public exchange. It measures the collective expectations of Iberpapel Gestion SA investors about its performance. Iberpapel Gestion is trading at 18.60 as of the 29th of March 2024, a -0.8 percent down since the beginning of the trading day. The stock's open price was 18.75.
With this module, you can estimate the performance of a buy and hold strategy of Iberpapel Gestion SA and determine expected loss or profit from investing in Iberpapel Gestion over a given investment horizon. Check out Iberpapel Gestion Correlation, Iberpapel Gestion Volatility and Iberpapel Gestion Alpha and Beta module to complement your research on Iberpapel Gestion.
Symbol

Please note, there is a significant difference between Iberpapel Gestion's value and its price as these two are different measures arrived at by different means. Investors typically determine if Iberpapel Gestion is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Iberpapel Gestion's 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.

Iberpapel Gestion '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 Iberpapel Gestion'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 Iberpapel Gestion.
0.00
02/28/2024
No Change 0.00  0.0 
In 30 days
03/29/2024
0.00
If you would invest  0.00  in Iberpapel Gestion on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Iberpapel Gestion SA or generate 0.0% return on investment in Iberpapel Gestion over 30 days. Iberpapel Gestion is related to or competes with Berkeley Energia, GMP Property, Mercal Inmuebles, Robot SA, Meridia Real, and Arima Real. Iberpapel Gestin, S.A., together with its subsidiaries, manufactures, sells, and exports writing and printing paper in S... More

Iberpapel Gestion 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 Iberpapel Gestion'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 Iberpapel Gestion SA upside and downside potential and time the market with a certain degree of confidence.

Iberpapel Gestion Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Iberpapel Gestion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iberpapel Gestion's standard deviation. In reality, there are many statistical measures that can use Iberpapel Gestion historical prices to predict the future Iberpapel Gestion's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Iberpapel Gestion'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.
Hype
Prediction
LowEstimatedHigh
17.1318.6020.07
Details
Intrinsic
Valuation
LowRealHigh
14.0115.4820.46
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Iberpapel Gestion. Your research has to be compared to or analyzed against Iberpapel Gestion's peers to derive any actionable benefits. When done correctly, Iberpapel Gestion's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Iberpapel Gestion.

Iberpapel Gestion Backtested Returns

We consider Iberpapel Gestion very steady. Iberpapel Gestion holds Efficiency (Sharpe) Ratio of 0.0307, which attests that the entity had a 0.0307% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Iberpapel Gestion, which you can use to evaluate the volatility of the firm. Please check out Iberpapel Gestion's Market Risk Adjusted Performance of (0.33), risk adjusted performance of 0.0121, and Downside Deviation of 1.64 to validate if the risk estimate we provide is consistent with the expected return of 0.045%. Iberpapel Gestion has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0166, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Iberpapel Gestion are expected to decrease at a much lower rate. During the bear market, Iberpapel Gestion is likely to outperform the market. Iberpapel Gestion right now retains a risk of 1.47%. Please check out Iberpapel Gestion total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Iberpapel Gestion will be following its current trending patterns.

Auto-correlation

    
  0.21  

Weak predictability

Iberpapel Gestion SA has weak predictability. Overlapping area represents the amount of predictability between Iberpapel Gestion time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 to 29th of March 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 Iberpapel Gestion price movement. The serial correlation of 0.21 indicates that over 21.0% of current Iberpapel Gestion price fluctuation can be explain by its past prices.
Correlation Coefficient0.21
Spearman Rank Test0.53
Residual Average0.0
Price Variance0.08

Iberpapel Gestion lagged returns against current returns

Autocorrelation, which is Iberpapel Gestion 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 Iberpapel Gestion's stock expected returns. We can calculate the autocorrelation of Iberpapel Gestion returns to help us make a trade decision. For example, suppose you find that Iberpapel Gestion 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  

Iberpapel Gestion 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 Iberpapel Gestion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iberpapel Gestion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iberpapel Gestion stock over time.
   Current vs Lagged Prices   
       Timeline  

Iberpapel Gestion Lagged Returns

When evaluating Iberpapel Gestion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iberpapel Gestion stock have on its future price. Iberpapel Gestion 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, Iberpapel Gestion autocorrelation shows the relationship between Iberpapel Gestion stock current value and its past values and can show if there is a momentum factor associated with investing in Iberpapel Gestion SA.
   Regressed Prices   
       Timeline  

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Check out Iberpapel Gestion Correlation, Iberpapel Gestion Volatility and Iberpapel Gestion Alpha and Beta module to complement your research on Iberpapel Gestion.
Note that the Iberpapel Gestion information on this page should be used as a complementary analysis to other Iberpapel Gestion's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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When running Iberpapel Gestion's price analysis, check to measure Iberpapel Gestion'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 Iberpapel Gestion is operating at the current time. Most of Iberpapel Gestion's value examination focuses on studying past and present price action to predict the probability of Iberpapel Gestion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iberpapel Gestion's price. Additionally, you may evaluate how the addition of Iberpapel Gestion to your portfolios can decrease your overall portfolio volatility.
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Iberpapel Gestion technical stock 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, stock market cycles, or different charting patterns.
A focus of Iberpapel Gestion technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Iberpapel Gestion trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...