Invest Capital (Pakistan) Market Value
| ICIBL Stock | 1.41 0.05 3.68% |
| Symbol | Invest |
Invest Capital '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 Invest Capital's 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 Invest Capital.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Invest Capital on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Invest Capital Investment or generate 0.0% return on investment in Invest Capital over 30 days. Invest Capital is related to or competes with Masood Textile, Modaraba, Fauji FoodsLtd, KSB Pumps, Mari Petroleum, Loads, and Thatta Cement. More
Invest Capital 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 Invest Capital's 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 Invest Capital Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.67 | |||
| Information Ratio | 0.0178 | |||
| Maximum Drawdown | 30.93 | |||
| Value At Risk | (7.45) | |||
| Potential Upside | 9.02 |
Invest Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invest Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invest Capital's standard deviation. In reality, there are many statistical measures that can use Invest Capital historical prices to predict the future Invest Capital's volatility.| Risk Adjusted Performance | 0.0312 | |||
| Jensen Alpha | 0.2831 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.0201 | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invest Capital'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.
Invest Capital Investment Backtested Returns
Invest Capital appears to be extremely dangerous, given 3 months investment horizon. Invest Capital Investment holds Efficiency (Sharpe) Ratio of 0.0444, which attests that the entity had a 0.0444% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invest Capital Investment, which you can use to evaluate the volatility of the firm. Please utilize Invest Capital's Downside Deviation of 4.67, market risk adjusted performance of (0.14), and Risk Adjusted Performance of 0.0312 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Invest Capital holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of -1.22, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Invest Capital are expected to decrease by larger amounts. On the other hand, during market turmoil, Invest Capital is expected to outperform it. Please check Invest Capital's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Invest Capital's current trending patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Invest Capital Investment has good predictability. Overlapping area represents the amount of predictability between Invest Capital time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Invest Capital Investment price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Invest Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invest Capital Investment lagged returns against current returns
Autocorrelation, which is Invest Capital 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 Invest Capital's stock expected returns. We can calculate the autocorrelation of Invest Capital returns to help us make a trade decision. For example, suppose you find that Invest Capital 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 |
Invest Capital 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 Invest Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invest Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invest Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Invest Capital Lagged Returns
When evaluating Invest Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invest Capital stock have on its future price. Invest Capital 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, Invest Capital autocorrelation shows the relationship between Invest Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Invest Capital Investment.
Regressed Prices |
| Timeline |
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Complementary Tools for Invest Stock analysis
When running Invest Capital's price analysis, check to measure Invest Capital'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 Invest Capital is operating at the current time. Most of Invest Capital's value examination focuses on studying past and present price action to predict the probability of Invest Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invest Capital's price. Additionally, you may evaluate how the addition of Invest Capital to your portfolios can decrease your overall portfolio volatility.
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Invest Capital 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.