Iberdrola Sa Stock Market Value
| IBDRY Stock | USD 49.34 0.47 0.96% |
| Symbol | Iberdrola |
Iberdrola '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 Iberdrola'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 Iberdrola.
| 04/30/2023 |
| 04/24/2024 |
If you would invest 0.00 in Iberdrola on April 30, 2023 and sell it all today you would earn a total of 0.00 from holding Iberdrola SA or generate 0.0% return on investment in Iberdrola over 360 days. Iberdrola is related to or competes with ENEL Societa, and Sempra Energy. Iberdrola, S.A. engages in the generation, transmission, distribution, and supply of electricity in Spain and internatio... More
Iberdrola 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 Iberdrola'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 Iberdrola SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.56 |
Iberdrola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iberdrola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iberdrola's standard deviation. In reality, there are many statistical measures that can use Iberdrola historical prices to predict the future Iberdrola's volatility.| Risk Adjusted Performance | 0.0065 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Iberdrola'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.
Iberdrola SA Backtested Returns
We consider Iberdrola very steady. Iberdrola SA holds Efficiency (Sharpe) Ratio of 0.0416, which attests that the entity had a 0.0416% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Iberdrola SA, which you can use to evaluate the volatility of the firm. Please check out Iberdrola's Market Risk Adjusted Performance of (0.01), risk adjusted performance of 0.0065, and Downside Deviation of 1.1 to validate if the risk estimate we provide is consistent with the expected return of 0.0465%. Iberdrola has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Iberdrola's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iberdrola is expected to be smaller as well. Iberdrola SA right now retains a risk of 1.12%. Please check out Iberdrola total risk alpha, as well as the relationship between the downside variance and daily balance of power , to decide if Iberdrola will be following its current trending patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Iberdrola SA has virtually no predictability. Overlapping area represents the amount of predictability between Iberdrola time series from 30th of April 2023 to 27th of October 2023 and 27th of October 2023 to 24th 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 Iberdrola SA price movement. The serial correlation of 0.01 indicates that just 1.0% of current Iberdrola price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 4.27 |
Iberdrola SA lagged returns against current returns
Autocorrelation, which is Iberdrola 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 Iberdrola's pink sheet expected returns. We can calculate the autocorrelation of Iberdrola returns to help us make a trade decision. For example, suppose you find that Iberdrola 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 |
Iberdrola 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 Iberdrola pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iberdrola pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iberdrola pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Iberdrola Lagged Returns
When evaluating Iberdrola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iberdrola pink sheet have on its future price. Iberdrola 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, Iberdrola autocorrelation shows the relationship between Iberdrola pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Iberdrola SA.
Regressed Prices |
| Timeline |
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Complementary Tools for Iberdrola Pink Sheet analysis
When running Iberdrola's price analysis, check to measure Iberdrola'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 Iberdrola is operating at the current time. Most of Iberdrola's value examination focuses on studying past and present price action to predict the probability of Iberdrola's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iberdrola's price. Additionally, you may evaluate how the addition of Iberdrola to your portfolios can decrease your overall portfolio volatility.
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Iberdrola 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.