Intesa Sanpaolo Spa Stock Market Value
| ISNPY Stock | USD 22.43 0.56 2.44% |
| Symbol | Intesa |
Intesa Sanpaolo '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 Intesa Sanpaolo'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 Intesa Sanpaolo.
| 04/04/2024 |
| 05/04/2024 |
If you would invest 0.00 in Intesa Sanpaolo on April 4, 2024 and sell it all today you would earn a total of 0.00 from holding Intesa Sanpaolo SpA or generate 0.0% return on investment in Intesa Sanpaolo over 30 days. Intesa Sanpaolo is related to or competes with Pimco New, Pimco New, GAMCO Natural, Nuveen Pennsylvania, AllianzGI Convertible, and Invesco High. Intesa Sanpaolo S.p.A. provides various financial products and services primarily in Italy More
Intesa Sanpaolo 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 Intesa Sanpaolo'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 Intesa Sanpaolo SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1642 | |||
| Maximum Drawdown | 4.86 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.18 |
Intesa Sanpaolo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intesa Sanpaolo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intesa Sanpaolo's standard deviation. In reality, there are many statistical measures that can use Intesa Sanpaolo historical prices to predict the future Intesa Sanpaolo's volatility.| Risk Adjusted Performance | 0.1484 | |||
| Jensen Alpha | 0.2527 | |||
| Total Risk Alpha | 0.138 | |||
| Sortino Ratio | 0.1648 | |||
| Treynor Ratio | 0.788 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intesa Sanpaolo'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.
Intesa Sanpaolo SpA Backtested Returns
Intesa Sanpaolo appears to be very steady, given 3 months investment horizon. Intesa Sanpaolo SpA holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intesa Sanpaolo SpA, which you can use to evaluate the volatility of the firm. Please utilize Intesa Sanpaolo's Downside Deviation of 1.26, market risk adjusted performance of 0.798, and Risk Adjusted Performance of 0.1484 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intesa Sanpaolo holds a performance score of 20. The company retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intesa Sanpaolo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intesa Sanpaolo is expected to be smaller as well. Please check Intesa Sanpaolo's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Intesa Sanpaolo's current trending patterns will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
Intesa Sanpaolo SpA has very good reverse predictability. Overlapping area represents the amount of predictability between Intesa Sanpaolo time series from 4th of April 2024 to 19th of April 2024 and 19th of April 2024 to 4th of May 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 Intesa Sanpaolo SpA price movement. The serial correlation of -0.7 indicates that around 70.0% of current Intesa Sanpaolo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Intesa Sanpaolo SpA lagged returns against current returns
Autocorrelation, which is Intesa Sanpaolo 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 Intesa Sanpaolo's pink sheet expected returns. We can calculate the autocorrelation of Intesa Sanpaolo returns to help us make a trade decision. For example, suppose you find that Intesa Sanpaolo 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 |
Intesa Sanpaolo 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 Intesa Sanpaolo pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intesa Sanpaolo pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intesa Sanpaolo pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Intesa Sanpaolo Lagged Returns
When evaluating Intesa Sanpaolo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intesa Sanpaolo pink sheet have on its future price. Intesa Sanpaolo 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, Intesa Sanpaolo autocorrelation shows the relationship between Intesa Sanpaolo pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Intesa Sanpaolo SpA.
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 Intesa Sanpaolo 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, Intesa Sanpaolo's short interest history, or implied volatility extrapolated from Intesa Sanpaolo options trading.
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 Intesa Sanpaolo Correlation, Intesa Sanpaolo Volatility and Intesa Sanpaolo Alpha and Beta module to complement your research on Intesa Sanpaolo. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for Intesa Pink Sheet analysis
When running Intesa Sanpaolo's price analysis, check to measure Intesa Sanpaolo'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 Intesa Sanpaolo is operating at the current time. Most of Intesa Sanpaolo's value examination focuses on studying past and present price action to predict the probability of Intesa Sanpaolo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intesa Sanpaolo's price. Additionally, you may evaluate how the addition of Intesa Sanpaolo to your portfolios can decrease your overall portfolio volatility.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |
Intesa Sanpaolo 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.