Icc Holdings Stock Market Value
| ICCH Stock | USD 15.95 0.00 0.00% |
| Symbol | ICC |
ICC Holdings Price To Book Ratio
Is ICC Holdings' 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 ICC Holdings. If investors know ICC 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 ICC Holdings 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 (0.08) | Earnings Share 1.43 | Revenue Per Share 28.146 | Quarterly Revenue Growth 0.087 | Return On Assets 0.0177 |
The market value of ICC Holdings is measured differently than its book value, which is the value of ICC that is recorded on the company's balance sheet. Investors also form their own opinion of ICC Holdings' value that differs from its market value or its book value, called intrinsic value, which is ICC Holdings' 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 ICC Holdings' market value can be influenced by many factors that don't directly affect ICC Holdings' 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 ICC Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if ICC Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ICC Holdings' 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.
ICC Holdings '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 ICC Holdings' 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 ICC Holdings.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in ICC Holdings on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding ICC Holdings or generate 0.0% return on investment in ICC Holdings over 720 days. ICC Holdings is related to or competes with NMI Holdings, Essent, and MGIC Investment. ICC Holdings, Inc., together with its subsidiaries, provides property and casualty insurance products to the food and be... More
ICC Holdings 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 ICC Holdings' 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 ICC Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 9.23 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.16 |
ICC Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ICC Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ICC Holdings' standard deviation. In reality, there are many statistical measures that can use ICC Holdings historical prices to predict the future ICC Holdings' volatility.| Risk Adjusted Performance | 0.0381 | |||
| Jensen Alpha | 0.0926 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ICC Holdings' 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.
ICC Holdings Backtested Returns
We consider ICC Holdings very steady. ICC Holdings retains Efficiency (Sharpe Ratio) of 0.0261, which attests that the company had a 0.0261% return per unit of return volatility over the last 3 months. We have found twenty-four technical indicators for ICC Holdings, which you can use to evaluate the volatility of the entity. Please check out ICC Holdings' Market Risk Adjusted Performance of (0.23), downside deviation of 2.11, and Semi Deviation of 1.07 to validate if the risk estimate we provide is consistent with the expected return of 0.0301%. ICC Holdings has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ICC Holdings are expected to decrease at a much lower rate. During the bear market, ICC Holdings is likely to outperform the market. ICC Holdings at this time owns a risk of 1.15%. Please check out ICC Holdings treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if ICC Holdings will be following its current price history.
Auto-correlation | 0.60 |
Good predictability
ICC Holdings has good predictability. Overlapping area represents the amount of predictability between ICC Holdings time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 to 23rd 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 ICC Holdings price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current ICC Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
ICC Holdings lagged returns against current returns
Autocorrelation, which is ICC Holdings 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 ICC Holdings' stock expected returns. We can calculate the autocorrelation of ICC Holdings returns to help us make a trade decision. For example, suppose you find that ICC Holdings 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 |
ICC Holdings 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 ICC Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ICC Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ICC Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
ICC Holdings Lagged Returns
When evaluating ICC Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ICC Holdings stock have on its future price. ICC Holdings 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, ICC Holdings autocorrelation shows the relationship between ICC Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in ICC Holdings.
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 ICC Holdings 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, ICC Holdings' short interest history, or implied volatility extrapolated from ICC Holdings options trading.
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Try AI Portfolio ArchitectCheck out ICC Holdings Correlation, ICC Holdings Volatility and ICC Holdings Alpha and Beta module to complement your research on ICC Holdings. For more detail on how to invest in ICC Stock please use our How to Invest in ICC Holdings guide.Note that the ICC Holdings information on this page should be used as a complementary analysis to other ICC Holdings' 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for ICC Stock analysis
When running ICC Holdings' price analysis, check to measure ICC Holdings' 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 ICC Holdings is operating at the current time. Most of ICC Holdings' value examination focuses on studying past and present price action to predict the probability of ICC Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ICC Holdings' price. Additionally, you may evaluate how the addition of ICC Holdings to your portfolios can decrease your overall portfolio volatility.
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ICC Holdings 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.