Iwg Plc Stock Market Value
| IWGFF Stock | USD 2.22 0.01 0.45% |
| Symbol | IWG |
IWG PLC '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 IWG PLC'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 IWG PLC.
| 01/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in IWG PLC on January 19, 2024 and sell it all today you would earn a total of 0.00 from holding IWG PLC or generate 0.0% return on investment in IWG PLC over 90 days. IWG PLC is related to or competes with Marcus Millichap, Digitalbridge, Jones Lang, CBRE Group, Colliers International, Transcontinental, and Brookfield Property. IWG plc, together with its subsidiaries, provides workspace solutions in the Americas, Europe, the Middle East, Africa, ... More
IWG PLC 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 IWG PLC'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 IWG PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.31 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 2.65 |
IWG PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IWG PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IWG PLC's standard deviation. In reality, there are many statistical measures that can use IWG PLC historical prices to predict the future IWG PLC's volatility.| Risk Adjusted Performance | 0.0018 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IWG PLC'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.
IWG PLC Backtested Returns
IWG PLC holds Efficiency (Sharpe) Ratio of -0.0265, which attests that the entity had a -0.0265% return per unit of risk over the last 3 months. IWG PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IWG PLC's Risk Adjusted Performance of 0.0018, coefficient of variation of (12,720), and Market Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.32, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IWG PLC will likely underperform. IWG PLC has an expected return of -0.0513%. Please make sure to check out IWG PLC total risk alpha, kurtosis, market facilitation index, as well as the relationship between the value at risk and rate of daily change , to decide if IWG PLC performance from the past will be repeated at future time.
Auto-correlation | 0.57 |
Modest predictability
IWG PLC has modest predictability. Overlapping area represents the amount of predictability between IWG PLC time series from 19th of January 2024 to 4th of March 2024 and 4th of March 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 IWG PLC price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current IWG PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IWG PLC lagged returns against current returns
Autocorrelation, which is IWG PLC 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 IWG PLC's pink sheet expected returns. We can calculate the autocorrelation of IWG PLC returns to help us make a trade decision. For example, suppose you find that IWG PLC 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 |
IWG PLC 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 IWG PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IWG PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IWG PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IWG PLC Lagged Returns
When evaluating IWG PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IWG PLC pink sheet have on its future price. IWG PLC 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, IWG PLC autocorrelation shows the relationship between IWG PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IWG PLC.
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 IWG PLC 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, IWG PLC's short interest history, or implied volatility extrapolated from IWG PLC options trading.
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Try AI Portfolio ArchitectCheck out IWG PLC Correlation, IWG PLC Volatility and IWG PLC Alpha and Beta module to complement your research on IWG PLC. Note that the IWG PLC information on this page should be used as a complementary analysis to other IWG PLC'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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Complementary Tools for IWG Pink Sheet analysis
When running IWG PLC's price analysis, check to measure IWG PLC'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 IWG PLC is operating at the current time. Most of IWG PLC's value examination focuses on studying past and present price action to predict the probability of IWG PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IWG PLC's price. Additionally, you may evaluate how the addition of IWG PLC to your portfolios can decrease your overall portfolio volatility.
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IWG PLC 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.