Investor Ab Ser Stock Market Value
| IVSBF Stock | USD 23.39 0.13 0.56% |
| Symbol | Investor |
Investor '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 Investor'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 Investor.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Investor on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Investor AB ser or generate 0.0% return on investment in Investor over 30 days. Investor is related to or competes with Guggenheim Strategic, Pimco Dynamic, Rivernorth Opportunities, Cornerstone Strategic, RiverNorthDoubleLine, Franklin Resources, and BlackRock. Investor AB is a venture capital firm specializing in mature, middle market, buyouts and growth capital investments More
Investor 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 Investor'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 Investor AB ser upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0467 | |||
| Maximum Drawdown | 6.09 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.3 |
Investor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investor's standard deviation. In reality, there are many statistical measures that can use Investor historical prices to predict the future Investor's volatility.| Risk Adjusted Performance | 0.0606 | |||
| Jensen Alpha | 0.0943 | |||
| Total Risk Alpha | 0.011 | |||
| Sortino Ratio | 0.0353 | |||
| Treynor Ratio | 0.3454 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investor'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.
Investor AB ser Backtested Returns
We consider Investor very steady. Investor AB ser holds Efficiency (Sharpe) Ratio of 0.0877, which attests that the entity had a 0.0877% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Investor AB ser, which you can use to evaluate the volatility of the firm. Please check out Investor's Downside Deviation of 1.79, market risk adjusted performance of 0.3554, and Risk Adjusted Performance of 0.0606 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Investor has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Investor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investor is expected to be smaller as well. Investor AB ser right now retains a risk of 1.35%. Please check out Investor maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to decide if Investor will be following its current trending patterns.
Auto-correlation | 0.84 |
Very good predictability
Investor AB ser has very good predictability. Overlapping area represents the amount of predictability between Investor time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 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 Investor AB ser price movement. The serial correlation of 0.84 indicates that around 84.0% of current Investor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Investor AB ser lagged returns against current returns
Autocorrelation, which is Investor 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 Investor's pink sheet expected returns. We can calculate the autocorrelation of Investor returns to help us make a trade decision. For example, suppose you find that Investor 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 |
Investor 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 Investor pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investor pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Investor Lagged Returns
When evaluating Investor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investor pink sheet have on its future price. Investor 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, Investor autocorrelation shows the relationship between Investor pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Investor AB ser.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Investor in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Investor's short interest history, or implied volatility extrapolated from Investor options trading.
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Try AI Portfolio ArchitectCheck out Investor Correlation, Investor Volatility and Investor Alpha and Beta module to complement your research on Investor. Note that the Investor AB ser information on this page should be used as a complementary analysis to other Investor'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 Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for Investor Pink Sheet analysis
When running Investor's price analysis, check to measure Investor'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 Investor is operating at the current time. Most of Investor's value examination focuses on studying past and present price action to predict the probability of Investor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investor's price. Additionally, you may evaluate how the addition of Investor to your portfolios can decrease your overall portfolio volatility.
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Investor 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.