Infusystems Holdings Stock Market Value
| INFU Stock | USD 7.79 0.08 1.02% |
| Symbol | InfuSystems |
InfuSystems Holdings Price To Book Ratio
Is InfuSystems 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 InfuSystems Holdings. If investors know InfuSystems 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 InfuSystems 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 (0.99) | Earnings Share 0.04 | Revenue Per Share 5.983 | Quarterly Revenue Growth 0.101 | Return On Assets 0.0253 |
The market value of InfuSystems Holdings is measured differently than its book value, which is the value of InfuSystems that is recorded on the company's balance sheet. Investors also form their own opinion of InfuSystems Holdings' value that differs from its market value or its book value, called intrinsic value, which is InfuSystems 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 InfuSystems Holdings' market value can be influenced by many factors that don't directly affect InfuSystems 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 InfuSystems Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if InfuSystems Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, InfuSystems 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.
InfuSystems 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 InfuSystems 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 InfuSystems Holdings.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in InfuSystems Holdings on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding InfuSystems Holdings or generate 0.0% return on investment in InfuSystems Holdings over 30 days. InfuSystems Holdings is related to or competes with Certara, HealthStream, Evolent Health, Streamline Health, Definitive Healthcare, Simulations Plus, and Agiliti. InfuSystem Holdings, Inc., through its subsidiaries, provides infusion pumps, and related products and services in the U... More
InfuSystems 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 InfuSystems 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 InfuSystems Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.5 | |||
| Value At Risk | (4.89) | |||
| Potential Upside | 4.16 |
InfuSystems Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for InfuSystems Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as InfuSystems Holdings' standard deviation. In reality, there are many statistical measures that can use InfuSystems Holdings historical prices to predict the future InfuSystems Holdings' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of InfuSystems 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.
InfuSystems Holdings Backtested Returns
InfuSystems Holdings holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of risk over the last 3 months. InfuSystems Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out InfuSystems Holdings' Standard Deviation of 2.78, market risk adjusted performance of (0.11), and Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.61, 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, InfuSystems Holdings will likely underperform. InfuSystems Holdings has an expected return of -0.36%. Please make sure to check out InfuSystems Holdings total risk alpha, as well as the relationship between the kurtosis and day typical price , to decide if InfuSystems Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
InfuSystems Holdings has good predictability. Overlapping area represents the amount of predictability between InfuSystems Holdings time series from 20th of March 2024 to 4th of April 2024 and 4th of April 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 InfuSystems Holdings price movement. The serial correlation of 0.67 indicates that around 67.0% of current InfuSystems Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
InfuSystems Holdings lagged returns against current returns
Autocorrelation, which is InfuSystems 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 InfuSystems Holdings' stock expected returns. We can calculate the autocorrelation of InfuSystems Holdings returns to help us make a trade decision. For example, suppose you find that InfuSystems 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 |
InfuSystems 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 InfuSystems Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if InfuSystems Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in InfuSystems Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
InfuSystems Holdings Lagged Returns
When evaluating InfuSystems Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of InfuSystems Holdings stock have on its future price. InfuSystems 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, InfuSystems Holdings autocorrelation shows the relationship between InfuSystems Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in InfuSystems Holdings.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out InfuSystems Holdings Correlation, InfuSystems Holdings Volatility and InfuSystems Holdings Alpha and Beta module to complement your research on InfuSystems Holdings. For more information on how to buy InfuSystems Stock please use our How to Invest in InfuSystems Holdings guide.Note that the InfuSystems Holdings information on this page should be used as a complementary analysis to other InfuSystems 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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for InfuSystems Stock analysis
When running InfuSystems Holdings' price analysis, check to measure InfuSystems 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 InfuSystems Holdings is operating at the current time. Most of InfuSystems Holdings' value examination focuses on studying past and present price action to predict the probability of InfuSystems Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move InfuSystems Holdings' price. Additionally, you may evaluate how the addition of InfuSystems Holdings to your portfolios can decrease your overall portfolio volatility.
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InfuSystems 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.