Innovative Industrial (UK) Market Value
| 0JBD Stock | 51.41 1.15 2.19% |
| Symbol | Innovative |
Innovative Industrial '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 Innovative Industrial'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 Innovative Industrial.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Innovative Industrial on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Innovative Industrial Properties or generate 0.0% return on investment in Innovative Industrial over 90 days. Innovative Industrial is related to or competes with Chrysalis Investments, Wyndham Hotels, Mercantile Investment, Liontrust Asset, Vietnam Enterprise, Coor Service, and Dalata Hotel. Innovative Industrial is entity of United Kingdom More
Innovative Industrial 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 Innovative Industrial'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 Innovative Industrial Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 3.42 |
Innovative Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovative Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovative Industrial's standard deviation. In reality, there are many statistical measures that can use Innovative Industrial historical prices to predict the future Innovative Industrial's volatility.| Risk Adjusted Performance | 0.0586 | |||
| Jensen Alpha | 0.1104 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (13.49) |
Innovative Industrial Backtested Returns
Currently, Innovative Industrial Properties is very steady. Innovative Industrial holds Efficiency (Sharpe) Ratio of 0.0323, which attests that the entity had a 0.0323 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Innovative Industrial, which you can use to evaluate the volatility of the firm. Please check out Innovative Industrial's Market Risk Adjusted Performance of (13.48), risk adjusted performance of 0.0586, and Downside Deviation of 2.14 to validate if the risk estimate we provide is consistent with the expected return of 0.0688%. Innovative Industrial has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0081, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Innovative Industrial are expected to decrease at a much lower rate. During the bear market, Innovative Industrial is likely to outperform the market. Innovative Industrial right now retains a risk of 2.13%. Please check out Innovative Industrial semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Innovative Industrial will be following its current trending patterns.
Auto-correlation | 0.27 |
Poor predictability
Innovative Industrial Properties has poor predictability. Overlapping area represents the amount of predictability between Innovative Industrial time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Innovative Industrial price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Innovative Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
Innovative Industrial lagged returns against current returns
Autocorrelation, which is Innovative Industrial 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 Innovative Industrial's stock expected returns. We can calculate the autocorrelation of Innovative Industrial returns to help us make a trade decision. For example, suppose you find that Innovative Industrial 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 |
Innovative Industrial 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 Innovative Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Innovative Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Innovative Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
Innovative Industrial Lagged Returns
When evaluating Innovative Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Innovative Industrial stock have on its future price. Innovative Industrial 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, Innovative Industrial autocorrelation shows the relationship between Innovative Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in Innovative Industrial Properties.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Innovative Stock Analysis
When running Innovative Industrial's price analysis, check to measure Innovative Industrial'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 Innovative Industrial is operating at the current time. Most of Innovative Industrial's value examination focuses on studying past and present price action to predict the probability of Innovative Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Innovative Industrial's price. Additionally, you may evaluate how the addition of Innovative Industrial to your portfolios can decrease your overall portfolio volatility.