Industria De Diseno Stock Market Value
| IDEXY Stock | USD 24.67 0.87 3.66% |
| Symbol | Industria |
Industria '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 Industria'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 Industria.
| 07/04/2022 |
| 04/24/2024 |
If you would invest 0.00 in Industria on July 4, 2022 and sell it all today you would earn a total of 0.00 from holding Industria de Diseno or generate 0.0% return on investment in Industria over 660 days. Industria is related to or competes with Aritzia, Shoe Carnival, Genesco, Ross Stores, Burlington Stores, and American Eagle. Industria de Diseo Textil, S.A. engages in the retail and online distribution of clothing, footwear, accessories, and ho... More
Industria 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 Industria'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 Industria de Diseno upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.0864 | |||
| Maximum Drawdown | 10.11 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.45 |
Industria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Industria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Industria's standard deviation. In reality, there are many statistical measures that can use Industria historical prices to predict the future Industria's volatility.| Risk Adjusted Performance | 0.0963 | |||
| Jensen Alpha | 0.1209 | |||
| Total Risk Alpha | 0.0026 | |||
| Sortino Ratio | 0.1078 | |||
| Treynor Ratio | 0.1823 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Industria'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.
Industria de Diseno Backtested Returns
Industria appears to be very steady, given 3 months investment horizon. Industria de Diseno holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Industria de Diseno, which you can use to evaluate the volatility of the firm. Please utilize Industria's Risk Adjusted Performance of 0.0963, market risk adjusted performance of 0.1923, and Downside Deviation of 1.32 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Industria holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 1.25, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Industria will likely underperform. Please check Industria's downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Industria's current trending patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
Industria de Diseno has excellent predictability. Overlapping area represents the amount of predictability between Industria time series from 4th of July 2022 to 30th of May 2023 and 30th of May 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 Industria de Diseno price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Industria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 5.1 |
Industria de Diseno lagged returns against current returns
Autocorrelation, which is Industria 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 Industria's pink sheet expected returns. We can calculate the autocorrelation of Industria returns to help us make a trade decision. For example, suppose you find that Industria 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 |
Industria 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 Industria pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Industria pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Industria pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Industria Lagged Returns
When evaluating Industria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Industria pink sheet have on its future price. Industria 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, Industria autocorrelation shows the relationship between Industria pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Industria de Diseno.
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 Industria 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, Industria's short interest history, or implied volatility extrapolated from Industria options trading.
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Try AI Portfolio ArchitectCheck out Industria Correlation, Industria Volatility and Industria Alpha and Beta module to complement your research on Industria. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Industria Pink Sheet analysis
When running Industria's price analysis, check to measure Industria'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 Industria is operating at the current time. Most of Industria's value examination focuses on studying past and present price action to predict the probability of Industria's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Industria's price. Additionally, you may evaluate how the addition of Industria to your portfolios can decrease your overall portfolio volatility.
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Industria 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.