Ipsen Sa Stock Market Value
| IPSEF Stock | USD 117.60 0.00 0.00% |
| Symbol | Ipsen |
Ipsen SA '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 Ipsen SA'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 Ipsen SA.
| 01/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Ipsen SA on January 26, 2024 and sell it all today you would earn a total of 0.00 from holding Ipsen SA or generate 0.0% return on investment in Ipsen SA over 90 days. Ipsen SA is related to or competes with Taro Pharmaceutical, Esperion Therapeutics, Durect, Lucy Scientific, Emergent Biosolutions, Collegium Pharmaceutical, and Deciphera Pharmaceuticals. Ipsen S.A. operates as a biopharmaceutical company worldwide More
Ipsen SA 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 Ipsen SA'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 Ipsen SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 6.56 | |||
| Value At Risk | (0.14) |
Ipsen SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ipsen SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ipsen SA's standard deviation. In reality, there are many statistical measures that can use Ipsen SA historical prices to predict the future Ipsen SA's volatility.| Risk Adjusted Performance | 0.0092 | |||
| Jensen Alpha | 0.0228 | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 0.0043 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ipsen SA'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.
Ipsen SA Backtested Returns
We consider Ipsen SA very steady. Ipsen SA holds Efficiency (Sharpe) Ratio of 0.0096, which attests that the entity had a 0.0096% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Ipsen SA, which you can use to evaluate the volatility of the firm. Please check out Ipsen SA's Risk Adjusted Performance of 0.0092, standard deviation of 0.9434, and Market Risk Adjusted Performance of 0.0143 to validate if the risk estimate we provide is consistent with the expected return of 0.0094%. The company retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ipsen SA are expected to decrease at a much lower rate. During the bear market, Ipsen SA is likely to outperform the market. Ipsen SA right now retains a risk of 0.97%. Please check out Ipsen SA jensen alpha, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if Ipsen SA will be following its current trending patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
Ipsen SA has poor reverse predictability. Overlapping area represents the amount of predictability between Ipsen SA time series from 26th of January 2024 to 11th of March 2024 and 11th of March 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 Ipsen SA price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Ipsen SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 4.58 |
Ipsen SA lagged returns against current returns
Autocorrelation, which is Ipsen SA 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 Ipsen SA's pink sheet expected returns. We can calculate the autocorrelation of Ipsen SA returns to help us make a trade decision. For example, suppose you find that Ipsen SA 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 |
Ipsen SA 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 Ipsen SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ipsen SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ipsen SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ipsen SA Lagged Returns
When evaluating Ipsen SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ipsen SA pink sheet have on its future price. Ipsen SA 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, Ipsen SA autocorrelation shows the relationship between Ipsen SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ipsen SA.
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 Ipsen SA 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, Ipsen SA's short interest history, or implied volatility extrapolated from Ipsen SA options trading.
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Try AI Portfolio ArchitectCheck out Ipsen SA Correlation, Ipsen SA Volatility and Ipsen SA Alpha and Beta module to complement your research on Ipsen SA. Note that the Ipsen SA information on this page should be used as a complementary analysis to other Ipsen SA'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 Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Ipsen Pink Sheet analysis
When running Ipsen SA's price analysis, check to measure Ipsen SA'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 Ipsen SA is operating at the current time. Most of Ipsen SA's value examination focuses on studying past and present price action to predict the probability of Ipsen SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ipsen SA's price. Additionally, you may evaluate how the addition of Ipsen SA to your portfolios can decrease your overall portfolio volatility.
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Ipsen SA 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.