International Business' market value is the price at which a share of International Business stock trades on a public exchange. It measures the collective expectations of International Business Machines investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of International Business Machines and determine expected loss or profit from investing in International Business over a given investment horizon. Check out International Business Correlation, International Business Volatility and International Business Alpha and Beta module to complement your research on International Business.
International Business Valuation
Is International Business' 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 International Business. If investors know International 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 International Business 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
Revenue Per Share
Quarterly Revenue Growth
The market value of International Business is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Business' value that differs from its market value or its book value, called intrinsic value, which is International Business' 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 International Business' market value can be influenced by many factors that don't directly affect International Business' 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 International Business' value and its price as these two are different measures arrived at by different means. Investors typically determine if International Business is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Business' 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.
International Business '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 International Business' 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 International Business.
No Change 0.00
In 31 days
If you would invest 0.00 in International Business on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding International Business Machines or generate 0.0% return on investment in International Business over 30 days. International Business is related to or competes with Data Storage, Genpact, VNET Group, Wavedancer, Digimarc, ExlService Holdings, and Fiserv. International Business Machines Corporation provides integrated solutions and services worldwide More
International Business 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 International Business' 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 International Business Machines upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Business' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Business' standard deviation. In reality, there are many statistical measures that can use International Business historical prices to predict the future International Business' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of International Business' 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 International Business in the context of predictive analytics.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as International Business. Your research has to be compared to or analyzed against International Business' peers to derive any actionable benefits. When done correctly, International Business' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in International Business.
International Business Backtested Returns
International Business appears to be very steady, given 3 months investment horizon. International Business holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had 0.16% return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for International Business, which you can use to evaluate the future volatility of the firm. Please utilize International Business' Downside Deviation of 1.07, risk adjusted performance of 0.1289, and Market Risk Adjusted Performance of (1.01) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, International Business holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning International Business are expected to decrease at a much lower rate. During the bear market, International Business is likely to outperform the market. Although it is important to respect International Business current price history, it is better to be realistic regarding the information on the equity's current price movements. Please utilizes International Business expected short fall, and the relationship between the value at risk and daily balance of power to make a quick decision on whether International Business Machines current trending patterns will revert.
Below average predictability
International Business Machines has below average predictability. Overlapping area represents the amount of predictability between International Business time series from 1st of February 2024 to 16th of February 2024 and 16th of February 2024 to 2nd of March 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 International Business price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current International Business price fluctuation can be explain by its past prices.
Spearman Rank Test
International Business lagged returns against current returns
Autocorrelation, which is International Business 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 International Business' stock expected returns. We can calculate the autocorrelation of International Business returns to help us make a trade decision. For example, suppose you find that International Business stock 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
International Business 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 International Business stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Business stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Business stock over time.
Current vs Lagged Prices
International Business Lagged Returns
When evaluating International Business' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Business stock have on its future price. International Business 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, International Business autocorrelation shows the relationship between International Business stock current value and its past values and can show if there is a momentum factor associated with investing in International Business Machines.
International Business Investors Sentiment
The influence of International Business' 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 International. 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 International Business' public news can be used to forecast risks associated with an investment in International. The trend in average sentiment can be used to explain how an investor holding International can time the market purely based on public headlines and social activities around International Business Machines. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
International Business' 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 International Business' 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 International Business' news discussions. The higher the estimated score, the more favorable is the investor's outlook on International Business.
International Business Implied Volatility
International Business' implied volatility exposes the market's sentiment of International Business Machines stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if International Business' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that International Business stock will not fluctuate a lot when International Business' options are near their expiration.
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 International Business 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, International Business' short interest history, or implied volatility extrapolated from International Business options trading.
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When determining whether International Business is a strong investment it is important to analyze International Business' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact International Business' future performance. For an informed investment choice regarding International Stock, refer to the following important reports:
Note that the International Business information on this page should be used as a complementary analysis to other International Business' 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for International Stock analysis
When running International Business' price analysis, check to measure International Business' 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 International Business is operating at the current time. Most of International Business' value examination focuses on studying past and present price action to predict the probability of International Business' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move International Business' price. Additionally, you may evaluate how the addition of International Business to your portfolios can decrease your overall portfolio volatility.
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
International Business 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.
A focus of International Business technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of International Business trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...
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