Investcorp Credit Management Stock Market Value
| ICMB Stock | USD 3.17 0.03 0.94% |
| Symbol | Investcorp |
Investcorp Credit Price To Book Ratio
Is Investcorp Credit's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Investcorp Credit. If investors know Investcorp will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Investcorp Credit listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.82) | Dividend Share 0.49 | Earnings Share (0.01) | Revenue Per Share 1.762 | Quarterly Revenue Growth (0.06) |
The market value of Investcorp Credit is measured differently than its book value, which is the value of Investcorp that is recorded on the company's balance sheet. Investors also form their own opinion of Investcorp Credit's value that differs from its market value or its book value, called intrinsic value, which is Investcorp Credit's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Investcorp Credit's market value can be influenced by many factors that don't directly affect Investcorp Credit's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Investcorp Credit's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investcorp Credit is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investcorp Credit'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.
Investcorp Credit '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 Investcorp Credit'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 Investcorp Credit.
| 05/04/2024 |
| 06/03/2024 |
If you would invest 0.00 in Investcorp Credit on May 4, 2024 and sell it all today you would earn a total of 0.00 from holding Investcorp Credit Management or generate 0.0% return on investment in Investcorp Credit over 30 days. Investcorp Credit is related to or competes with Mercurity Fintech, Zhong Yang, and Applied Blockchain. Investcorp Credit Management BDC, Inc. is a business development company specializing in loan, mezzanine, middle market,... More
Investcorp Credit 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 Investcorp Credit'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 Investcorp Credit Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0164 | |||
| Maximum Drawdown | 12.0 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 3.83 |
Investcorp Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investcorp Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investcorp Credit's standard deviation. In reality, there are many statistical measures that can use Investcorp Credit historical prices to predict the future Investcorp Credit's volatility.| Risk Adjusted Performance | 0.0317 | |||
| Jensen Alpha | 0.0605 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0137 | |||
| Treynor Ratio | 0.3666 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investcorp Credit'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.
Investcorp Credit Backtested Returns
We consider Investcorp Credit slightly risky. Investcorp Credit holds Efficiency (Sharpe) Ratio of 0.0384, which attests that the entity had a 0.0384% return per unit of risk over the last 3 months. We have found thirty technical indicators for Investcorp Credit, which you can use to evaluate the volatility of the firm. Please check out Investcorp Credit's Market Risk Adjusted Performance of 0.3766, downside deviation of 2.31, and Risk Adjusted Performance of 0.0317 to validate if the risk estimate we provide is consistent with the expected return of 0.075%. Investcorp Credit has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investcorp Credit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investcorp Credit is expected to be smaller as well. Investcorp Credit right now retains a risk of 1.95%. Please check out Investcorp Credit skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Investcorp Credit will be following its current trending patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
Investcorp Credit Management has very weak reverse predictability. Overlapping area represents the amount of predictability between Investcorp Credit time series from 4th of May 2024 to 19th of May 2024 and 19th of May 2024 to 3rd of June 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 Investcorp Credit price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Investcorp Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Investcorp Credit lagged returns against current returns
Autocorrelation, which is Investcorp Credit 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 Investcorp Credit's stock expected returns. We can calculate the autocorrelation of Investcorp Credit returns to help us make a trade decision. For example, suppose you find that Investcorp Credit 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 |
Investcorp Credit 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 Investcorp Credit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investcorp Credit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investcorp Credit stock over time.
Current vs Lagged Prices |
| Timeline |
Investcorp Credit Lagged Returns
When evaluating Investcorp Credit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investcorp Credit stock have on its future price. Investcorp Credit 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, Investcorp Credit autocorrelation shows the relationship between Investcorp Credit stock current value and its past values and can show if there is a momentum factor associated with investing in Investcorp Credit Management.
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.When determining whether Investcorp Credit offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Investcorp Credit's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Investcorp Credit Management Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Investcorp Credit Management Stock:Check out Investcorp Credit Correlation, Investcorp Credit Volatility and Investcorp Credit Alpha and Beta module to complement your research on Investcorp Credit. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for Investcorp Stock analysis
When running Investcorp Credit's price analysis, check to measure Investcorp Credit'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 Investcorp Credit is operating at the current time. Most of Investcorp Credit's value examination focuses on studying past and present price action to predict the probability of Investcorp Credit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investcorp Credit's price. Additionally, you may evaluate how the addition of Investcorp Credit to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges |
Investcorp Credit 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.