Intermediate Capital (Germany) Market Value
| I2X2 Stock | 22.60 0.20 0.89% |
| Symbol | Intermediate |
Intermediate 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 Intermediate 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 Intermediate Capital.
| 04/14/2025 |
| 07/13/2025 |
If you would invest 0.00 in Intermediate Capital on April 14, 2025 and sell it all today you would earn a total of 0.00 from holding Intermediate Capital Group or generate 0.0% return on investment in Intermediate Capital over 90 days. Intermediate Capital is related to or competes with BlueScope Steel, VIRGIN WINES, Veolia Environnement, CLEAN ENERGY, Japan Steel, CVW CLEANTECH, and Schnitzer Steel. More
Intermediate 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 Intermediate 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 Intermediate Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.0192 | |||
| Maximum Drawdown | 14.9 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 3.65 |
Intermediate Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermediate Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermediate Capital's standard deviation. In reality, there are many statistical measures that can use Intermediate Capital historical prices to predict the future Intermediate Capital's volatility.| Risk Adjusted Performance | 0.1838 | |||
| Jensen Alpha | 0.3043 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0164 | |||
| Treynor Ratio | (2.52) |
Intermediate Capital Backtested Returns
Intermediate Capital appears to be not too volatile, given 3 months investment horizon. Intermediate Capital 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. We have found twenty-eight technical indicators for Intermediate Capital, which you can use to evaluate the volatility of the firm. Please utilize Intermediate Capital's Market Risk Adjusted Performance of (2.51), downside deviation of 2.59, and Risk Adjusted Performance of 0.1838 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intermediate Capital holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intermediate Capital are expected to decrease at a much lower rate. During the bear market, Intermediate Capital is likely to outperform the market. Please check Intermediate Capital's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Intermediate Capital's current trending patterns will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
Intermediate Capital Group has modest reverse predictability. Overlapping area represents the amount of predictability between Intermediate Capital time series from 14th of April 2025 to 29th of May 2025 and 29th of May 2025 to 13th 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 Intermediate Capital price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Intermediate Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Intermediate Capital lagged returns against current returns
Autocorrelation, which is Intermediate 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 Intermediate Capital's stock expected returns. We can calculate the autocorrelation of Intermediate Capital returns to help us make a trade decision. For example, suppose you find that Intermediate 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 |
Intermediate 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 Intermediate Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermediate Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermediate Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Intermediate Capital Lagged Returns
When evaluating Intermediate Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intermediate Capital stock have on its future price. Intermediate 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, Intermediate Capital autocorrelation shows the relationship between Intermediate Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Intermediate Capital Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Intermediate Stock Analysis
When running Intermediate Capital's price analysis, check to measure Intermediate 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 Intermediate Capital is operating at the current time. Most of Intermediate Capital's value examination focuses on studying past and present price action to predict the probability of Intermediate 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 Intermediate Capital's price. Additionally, you may evaluate how the addition of Intermediate Capital to your portfolios can decrease your overall portfolio volatility.