Interactive Brokers Group Stock Market Value
| IBKR Stock | USD 110.60 1.37 1.25% |
| Symbol | Interactive |
Interactive Brokers Price To Book Ratio
Is Interactive Brokers' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Interactive Brokers. If investors know Interactive will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Interactive Brokers listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.134 | Dividend Share 0.4 | Earnings Share 2.837 | Revenue Per Share 43.116 | Quarterly Revenue Growth 0.142 |
The market value of Interactive Brokers is measured differently than its book value, which is the value of Interactive that is recorded on the company's balance sheet. Investors also form their own opinion of Interactive Brokers' value that differs from its market value or its book value, called intrinsic value, which is Interactive Brokers' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Interactive Brokers' market value can be influenced by many factors that don't directly affect Interactive Brokers' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Interactive Brokers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Interactive Brokers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Interactive Brokers' 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.
Interactive Brokers '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 Interactive Brokers' 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 Interactive Brokers.
| 01/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Interactive Brokers on January 20, 2024 and sell it all today you would earn a total of 0.00 from holding Interactive Brokers Group or generate 0.0% return on investment in Interactive Brokers over 90 days. Interactive Brokers is related to or competes with JPMorgan Chase, Wells Fargo, Citigroup, and American Express. Interactive Brokers Group, Inc. operates as an automated electronic broker worldwide More
Interactive Brokers 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 Interactive Brokers' 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 Interactive Brokers Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.1971 | |||
| Maximum Drawdown | 9.03 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.82 |
Interactive Brokers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interactive Brokers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interactive Brokers' standard deviation. In reality, there are many statistical measures that can use Interactive Brokers historical prices to predict the future Interactive Brokers' volatility.| Risk Adjusted Performance | 0.1551 | |||
| Jensen Alpha | 0.3363 | |||
| Total Risk Alpha | 0.2172 | |||
| Sortino Ratio | 0.2233 | |||
| Treynor Ratio | 0.7628 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Interactive Brokers' 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.
Interactive Brokers Backtested Returns
Interactive Brokers appears to be very steady, given 3 months investment horizon. Interactive Brokers holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of risk over the last 3 months. We have found thirty technical indicators for Interactive Brokers, which you can use to evaluate the volatility of the firm. Please utilize Interactive Brokers' Downside Deviation of 1.37, risk adjusted performance of 0.1551, and Market Risk Adjusted Performance of 0.7728 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Interactive Brokers holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Interactive Brokers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Interactive Brokers is expected to be smaller as well. Please check Interactive Brokers' potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Interactive Brokers' current trending patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
Interactive Brokers Group has modest predictability. Overlapping area represents the amount of predictability between Interactive Brokers time series from 20th of January 2024 to 5th of March 2024 and 5th of March 2024 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 Interactive Brokers price movement. The serial correlation of 0.55 indicates that about 55.0% of current Interactive Brokers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 4.67 |
Interactive Brokers lagged returns against current returns
Autocorrelation, which is Interactive Brokers 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 Interactive Brokers' stock expected returns. We can calculate the autocorrelation of Interactive Brokers returns to help us make a trade decision. For example, suppose you find that Interactive Brokers 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 |
Interactive Brokers 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 Interactive Brokers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Interactive Brokers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Interactive Brokers stock over time.
Current vs Lagged Prices |
| Timeline |
Interactive Brokers Lagged Returns
When evaluating Interactive Brokers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Interactive Brokers stock have on its future price. Interactive Brokers 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, Interactive Brokers autocorrelation shows the relationship between Interactive Brokers stock current value and its past values and can show if there is a momentum factor associated with investing in Interactive Brokers Group.
Regressed Prices |
| Timeline |
Interactive Brokers Investors Sentiment
The influence of Interactive Brokers' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Interactive. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Interactive Brokers' public news can be used to forecast risks associated with an investment in Interactive. The trend in average sentiment can be used to explain how an investor holding Interactive can time the market purely based on public headlines and social activities around Interactive Brokers Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Interactive Brokers' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Interactive Brokers' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Interactive Brokers' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Interactive Brokers.
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 Interactive Brokers 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, Interactive Brokers' short interest history, or implied volatility extrapolated from Interactive Brokers options trading.
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Try AI Portfolio ArchitectCheck out Interactive Brokers Correlation, Interactive Brokers Volatility and Interactive Brokers Alpha and Beta module to complement your research on Interactive Brokers. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Interactive Stock analysis
When running Interactive Brokers' price analysis, check to measure Interactive Brokers' 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 Interactive Brokers is operating at the current time. Most of Interactive Brokers' value examination focuses on studying past and present price action to predict the probability of Interactive Brokers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Interactive Brokers' price. Additionally, you may evaluate how the addition of Interactive Brokers to your portfolios can decrease your overall portfolio volatility.
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Interactive Brokers 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.