Ynvisible Interactive Stock Market Value
| YNV Stock | CAD 0.10 0.02 25.00% |
| Symbol | Ynvisible |
Ynvisible Interactive Price To Book Ratio
Ynvisible Interactive '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 Ynvisible Interactive'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 Ynvisible Interactive.
| 04/27/2022 |
| 04/16/2024 |
If you would invest 0.00 in Ynvisible Interactive on April 27, 2022 and sell it all today you would earn a total of 0.00 from holding Ynvisible Interactive or generate 0.0% return on investment in Ynvisible Interactive over 720 days. Ynvisible Interactive is related to or competes with Renoworks Software, Bewhere Holdings, NamSys, and Ceapro. Ynvisible Interactive Inc. develops and sells electrochromic displays in Europe More
Ynvisible Interactive 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 Ynvisible Interactive'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 Ynvisible Interactive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.04 | |||
| Information Ratio | 0.0575 | |||
| Maximum Drawdown | 50.79 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 16.67 |
Ynvisible Interactive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ynvisible Interactive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ynvisible Interactive's standard deviation. In reality, there are many statistical measures that can use Ynvisible Interactive historical prices to predict the future Ynvisible Interactive's volatility.| Risk Adjusted Performance | 0.0493 | |||
| Jensen Alpha | 0.5583 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0416 | |||
| Treynor Ratio | 0.43 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ynvisible Interactive'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.
Ynvisible Interactive Backtested Returns
Ynvisible Interactive appears to be out of control, given 3 months investment horizon. Ynvisible Interactive shows Sharpe Ratio of 0.0649, which attests that the company had a 0.0649% return per unit of risk over the last 3 months. By examining Ynvisible Interactive's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please utilize Ynvisible Interactive's Downside Deviation of 14.04, market risk adjusted performance of 0.44, and Mean Deviation of 6.26 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ynvisible Interactive holds a performance score of 5. The firm maintains a market beta of 1.48, 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, Ynvisible Interactive will likely underperform. Please check Ynvisible Interactive's semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Ynvisible Interactive's historical returns will revert.
Auto-correlation | 0.39 |
Below average predictability
Ynvisible Interactive has below average predictability. Overlapping area represents the amount of predictability between Ynvisible Interactive time series from 27th of April 2022 to 22nd of April 2023 and 22nd of April 2023 to 16th 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 Ynvisible Interactive price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Ynvisible Interactive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ynvisible Interactive lagged returns against current returns
Autocorrelation, which is Ynvisible Interactive 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 Ynvisible Interactive's stock expected returns. We can calculate the autocorrelation of Ynvisible Interactive returns to help us make a trade decision. For example, suppose you find that Ynvisible Interactive 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 |
Ynvisible Interactive 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 Ynvisible Interactive stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ynvisible Interactive stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ynvisible Interactive stock over time.
Current vs Lagged Prices |
| Timeline |
Ynvisible Interactive Lagged Returns
When evaluating Ynvisible Interactive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ynvisible Interactive stock have on its future price. Ynvisible Interactive 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, Ynvisible Interactive autocorrelation shows the relationship between Ynvisible Interactive stock current value and its past values and can show if there is a momentum factor associated with investing in Ynvisible Interactive.
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 Ynvisible Interactive 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, Ynvisible Interactive's short interest history, or implied volatility extrapolated from Ynvisible Interactive options trading.
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Check out Ynvisible Interactive Correlation, Ynvisible Interactive Volatility and Ynvisible Interactive Alpha and Beta module to complement your research on Ynvisible Interactive. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Ynvisible Stock analysis
When running Ynvisible Interactive's price analysis, check to measure Ynvisible Interactive'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 Ynvisible Interactive is operating at the current time. Most of Ynvisible Interactive's value examination focuses on studying past and present price action to predict the probability of Ynvisible Interactive's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ynvisible Interactive's price. Additionally, you may evaluate how the addition of Ynvisible Interactive to your portfolios can decrease your overall portfolio volatility.
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Ynvisible Interactive 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.