Iron Mountain (Germany) Market Value
| I5M Stock | 86.42 0.06 0.07% |
| Symbol | Iron |
Iron Mountain '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 Iron Mountain'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 Iron Mountain.
| 06/01/2025 |
| 07/01/2025 |
If you would invest 0.00 in Iron Mountain on June 1, 2025 and sell it all today you would earn a total of 0.00 from holding Iron Mountain or generate 0.0% return on investment in Iron Mountain over 30 days.
Iron Mountain 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 Iron Mountain'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 Iron Mountain upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.56 | |||
| Information Ratio | 0.0286 | |||
| Maximum Drawdown | 17.34 | |||
| Value At Risk | (4.53) | |||
| Potential Upside | 2.75 |
Iron Mountain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iron Mountain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iron Mountain's standard deviation. In reality, there are many statistical measures that can use Iron Mountain historical prices to predict the future Iron Mountain's volatility.| Risk Adjusted Performance | 0.0954 | |||
| Jensen Alpha | 0.1276 | |||
| Total Risk Alpha | 0.0391 | |||
| Sortino Ratio | 0.0292 | |||
| Treynor Ratio | 1.08 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Iron Mountain'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.
Iron Mountain Backtested Returns
Currently, Iron Mountain is out of control. Iron Mountain holds Efficiency (Sharpe) Ratio of 0.0576, which attests that the entity had a 0.0576 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Iron Mountain, which you can use to evaluate the volatility of the firm. Please check out Iron Mountain's Risk Adjusted Performance of 0.0954, downside deviation of 2.56, and Market Risk Adjusted Performance of 1.09 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Iron Mountain has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Iron Mountain's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iron Mountain is expected to be smaller as well. Iron Mountain right now retains a risk of 2.69%. Please check out Iron Mountain sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Iron Mountain will be following its current trending patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Iron Mountain has very weak reverse predictability. Overlapping area represents the amount of predictability between Iron Mountain time series from 1st of June 2025 to 16th of June 2025 and 16th of June 2025 to 1st 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 Iron Mountain price movement. The serial correlation of -0.01 indicates that just 1.0% of current Iron Mountain price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 1.59 |
Iron Mountain lagged returns against current returns
Autocorrelation, which is Iron Mountain 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 Iron Mountain's stock expected returns. We can calculate the autocorrelation of Iron Mountain returns to help us make a trade decision. For example, suppose you find that Iron Mountain 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 |
Iron Mountain 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 Iron Mountain stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iron Mountain stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iron Mountain stock over time.
Current vs Lagged Prices |
| Timeline |
Iron Mountain Lagged Returns
When evaluating Iron Mountain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iron Mountain stock have on its future price. Iron Mountain 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, Iron Mountain autocorrelation shows the relationship between Iron Mountain stock current value and its past values and can show if there is a momentum factor associated with investing in Iron Mountain.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Iron Stock Analysis
When running Iron Mountain's price analysis, check to measure Iron Mountain'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 Iron Mountain is operating at the current time. Most of Iron Mountain's value examination focuses on studying past and present price action to predict the probability of Iron Mountain's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iron Mountain's price. Additionally, you may evaluate how the addition of Iron Mountain to your portfolios can decrease your overall portfolio volatility.