Infimer (Israel) Market Value
| INFR Stock | ILA 60.40 0.00 0.00% |
| Symbol | Infimer |
Infimer '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 Infimer'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 Infimer.
| 04/25/2023 |
| 04/19/2024 |
If you would invest 0.00 in Infimer on April 25, 2023 and sell it all today you would earn a total of 0.00 from holding Infimer or generate 0.0% return on investment in Infimer over 360 days. Infimer is related to or competes with Elbit Systems, Bezeq Israeli, Bank Hapoalim, Teva Pharmaceutical, and Bank Leumi. Infimer Ltd develops technology and production processes for converting municipal solid waste More
Infimer 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 Infimer'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 Infimer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.86 | |||
| Information Ratio | 0.0894 | |||
| Maximum Drawdown | 143.9 | |||
| Value At Risk | (21.03) | |||
| Potential Upside | 25.19 |
Infimer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infimer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infimer's standard deviation. In reality, there are many statistical measures that can use Infimer historical prices to predict the future Infimer's volatility.| Risk Adjusted Performance | 0.0673 | |||
| Jensen Alpha | 1.75 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1062 | |||
| Treynor Ratio | (0.81) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Infimer'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.
Infimer Backtested Returns
Infimer holds Efficiency (Sharpe) Ratio of -0.0043, which attests that the entity had a -0.0043% return per unit of risk over the last 3 months. Infimer exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Infimer's Downside Deviation of 14.86, risk adjusted performance of 0.0673, and Market Risk Adjusted Performance of (0.80) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -2.01, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Infimer are expected to decrease by larger amounts. On the other hand, during market turmoil, Infimer is expected to outperform it. Infimer has an expected return of -0.0308%. Please make sure to check out Infimer coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Infimer performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Infimer has modest predictability. Overlapping area represents the amount of predictability between Infimer time series from 25th of April 2023 to 22nd of October 2023 and 22nd of October 2023 to 19th 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 Infimer price movement. The serial correlation of 0.53 indicates that about 53.0% of current Infimer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 340.18 |
Infimer lagged returns against current returns
Autocorrelation, which is Infimer 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 Infimer's stock expected returns. We can calculate the autocorrelation of Infimer returns to help us make a trade decision. For example, suppose you find that Infimer 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 |
Infimer 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 Infimer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infimer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infimer stock over time.
Current vs Lagged Prices |
| Timeline |
Infimer Lagged Returns
When evaluating Infimer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infimer stock have on its future price. Infimer 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, Infimer autocorrelation shows the relationship between Infimer stock current value and its past values and can show if there is a momentum factor associated with investing in Infimer.
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 Infimer 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, Infimer's short interest history, or implied volatility extrapolated from Infimer options trading.
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Complementary Tools for Infimer Stock analysis
When running Infimer's price analysis, check to measure Infimer'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 Infimer is operating at the current time. Most of Infimer's value examination focuses on studying past and present price action to predict the probability of Infimer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infimer's price. Additionally, you may evaluate how the addition of Infimer to your portfolios can decrease your overall portfolio volatility.
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Infimer 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.