Investin Optimal (Denmark) Market Value
| INIOPS Stock | DKK 138.60 0.22 0.16% |
| Symbol | Investin |
Please note, there is a significant difference between Investin Optimal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investin Optimal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investin Optimal'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.
Investin Optimal '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 Investin Optimal'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 Investin Optimal.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Investin Optimal on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Investin Optimal Stabil or generate 0.0% return on investment in Investin Optimal over 30 days. Investin Optimal is related to or competes with Novo Nordisk, Nordea Bank, DSV Panalpina, AP Mller, AP Mller, Orsted AS, and Vestas Wind. More
Investin Optimal 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 Investin Optimal'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 Investin Optimal Stabil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2284 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.4094 |
Investin Optimal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investin Optimal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investin Optimal's standard deviation. In reality, there are many statistical measures that can use Investin Optimal historical prices to predict the future Investin Optimal's volatility.| Risk Adjusted Performance | 0.0848 | |||
| Jensen Alpha | 0.0305 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investin Optimal'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.
Investin Optimal Stabil Backtested Returns
We consider Investin Optimal very steady. Investin Optimal Stabil holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Investin Optimal Stabil, which you can use to evaluate the volatility of the firm. Please check out Investin Optimal's Risk Adjusted Performance of 0.0848, downside deviation of 0.2284, and Market Risk Adjusted Performance of (0.48) to validate if the risk estimate we provide is consistent with the expected return of 0.0263%. Investin Optimal has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0527, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investin Optimal are expected to decrease at a much lower rate. During the bear market, Investin Optimal is likely to outperform the market. Investin Optimal Stabil right now retains a risk of 0.22%. Please check out Investin Optimal potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Investin Optimal will be following its current trending patterns.
Auto-correlation | 0.54 |
Modest predictability
Investin Optimal Stabil has modest predictability. Overlapping area represents the amount of predictability between Investin Optimal time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Investin Optimal Stabil price movement. The serial correlation of 0.54 indicates that about 54.0% of current Investin Optimal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Investin Optimal Stabil lagged returns against current returns
Autocorrelation, which is Investin Optimal 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 Investin Optimal's stock expected returns. We can calculate the autocorrelation of Investin Optimal returns to help us make a trade decision. For example, suppose you find that Investin Optimal 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 |
Investin Optimal 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 Investin Optimal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investin Optimal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investin Optimal stock over time.
Current vs Lagged Prices |
| Timeline |
Investin Optimal Lagged Returns
When evaluating Investin Optimal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investin Optimal stock have on its future price. Investin Optimal 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, Investin Optimal autocorrelation shows the relationship between Investin Optimal stock current value and its past values and can show if there is a momentum factor associated with investing in Investin Optimal Stabil.
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 Investin Optimal 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, Investin Optimal's short interest history, or implied volatility extrapolated from Investin Optimal options trading.
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Complementary Tools for Investin Stock analysis
When running Investin Optimal's price analysis, check to measure Investin Optimal'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 Investin Optimal is operating at the current time. Most of Investin Optimal's value examination focuses on studying past and present price action to predict the probability of Investin Optimal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investin Optimal's price. Additionally, you may evaluate how the addition of Investin Optimal to your portfolios can decrease your overall portfolio volatility.
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Investin Optimal 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.