ISEQ (Ireland) Market Value

ISEQ -  Ireland Index  

 8,354  29.66  0.36%

ISEQ's market value is the price at which a share of ISEQ stock trades on a public exchange. It measures the collective expectations of ISEQ investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of ISEQ and determine expected loss or profit from investing in ISEQ over a given investment horizon. Check out ISEQ Hype Analysis, ISEQ Correlation, Portfolio Optimization, ISEQ Volatility, as well as analyze ISEQ Alpha and Beta and ISEQ Performance.
Symbol
Backtest

Please note, there is a significant difference between ISEQ's value and its price as these two are different measures arrived at by different means. Investors typically determine ISEQ value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ISEQ'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.

ISEQ '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 ISEQ's index 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 ISEQ.
0.00
08/13/2019
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/02/2021
0.00
If you would invest  0.00  in ISEQ on August 13, 2019 and sell it all today you would earn a total of 0.00 from holding ISEQ or generate 0.0% return on investment in ISEQ over 720 days.

ISEQ 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 ISEQ's index 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 ISEQ upside and downside potential and time the market with a certain degree of confidence.

ISEQ Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ISEQ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISEQ's standard deviation. In reality, there are many statistical measures that can use ISEQ historical prices to predict the future ISEQ's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ISEQ'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. Please use the tools below to analyze the current value of ISEQ in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8,3538,3548,355
Details
Intrinsic
Valuation
LowReal ValueHigh
8,2238,2249,190
Details
Naive
Forecast
LowNext ValueHigh
8,4978,4998,500
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8,2778,3418,405
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ISEQ. Your research has to be compared to or analyzed against ISEQ's peers to derive any actionable benefits. When done correctly, ISEQ's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in ISEQ.

ISEQ Backtested Returns

ISEQ holds Efficiency (Sharpe) Ratio of 0.065, which attests that the entity had 0.065% of return per unit of return volatility over the last 3 months. Our viewpoint regarding determining the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for ISEQ, which you can use to evaluate the future volatility of the entity.
The index retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. Let's try to break down what ISEQ's beta means in this case. the returns on MARKET and ISEQ are completely uncorrelated. Although it is extremely important to respect ISEQ current price history, it is better to be realistic regarding the information on equity current price movements. The way of determining future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing ISEQ technical indicators, you can now evaluate if the expected return of 0.0729% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.34)   

Poor reverse predictability

ISEQ has poor reverse predictability. Overlapping area represents the amount of predictability between ISEQ time series from 13th of August 2019 to 7th of August 2020 and 7th of August 2020 to 2nd of August 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ISEQ price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current ISEQ price fluctuation can be explain by its past prices. Given that ISEQ has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of ISEQ for similar time interval.
Correlation Coefficient-0.34
Spearman Rank Test-0.3
Residual Average0.0
Price Variance483970.59

ISEQ lagged returns against current returns

Autocorrelation, which is ISEQ index'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 ISEQ's index expected returns. We can calculate the autocorrelation of ISEQ returns to help us make a trade decision. For example, suppose you find that ISEQ index 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 stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

ISEQ 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 ISEQ index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISEQ index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISEQ index over time.
 Current vs Lagged Prices 
Share
      Timeline 

ISEQ Lagged Returns

When evaluating ISEQ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISEQ index have on its future price. ISEQ 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, ISEQ autocorrelation shows the relationship between ISEQ index current value and its past values and can show if there is a momentum factor associated with investing in ISEQ.
 Regressed Prices 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in ISEQ without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Check out ISEQ Hype Analysis, ISEQ Correlation, Portfolio Optimization, ISEQ Volatility, as well as analyze ISEQ Alpha and Beta and ISEQ Performance. Note that the ISEQ information on this page should be used as a complementary analysis to other ISEQ'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

Other Tools for ISEQ Index

When running ISEQ price analysis, check to measure ISEQ'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 ISEQ is operating at the current time. Most of ISEQ's value examination focuses on studying past and present price action to predict the probability of ISEQ's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ISEQ's price. Additionally, you may evaluate how the addition of ISEQ to your portfolios can decrease your overall portfolio volatility.
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