IBU Tec (Germany) Market Value
| IBU Stock | 8.32 1.56 23.08% |
| Symbol | IBU |
IBU Tec '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 IBU Tec'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 IBU Tec.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in IBU Tec on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding IBU tec advanced materials or generate 0.0% return on investment in IBU Tec over 30 days. IBU Tec is related to or competes with Yanzhou Coal, Zijin Mining, InterContinental, BRAEMAR HOTELS, HYATT HOTELS, Perseus Mining, and Scandic Hotels. More
IBU Tec 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 IBU Tec'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 IBU tec advanced materials upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | 0.1237 | |||
| Maximum Drawdown | 17.06 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 5.33 |
IBU Tec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IBU Tec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IBU Tec's standard deviation. In reality, there are many statistical measures that can use IBU Tec historical prices to predict the future IBU Tec's volatility.| Risk Adjusted Performance | 0.1555 | |||
| Jensen Alpha | 0.7793 | |||
| Total Risk Alpha | 0.0641 | |||
| Sortino Ratio | 0.1685 | |||
| Treynor Ratio | (0.58) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IBU Tec'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.
IBU tec advanced Backtested Returns
IBU Tec appears to be slightly risky, given 3 months investment horizon. IBU tec advanced holds Efficiency (Sharpe) Ratio of 0.15, which attests that the company had a 0.15 % return per unit of volatility over the last 3 months. By examining IBU Tec's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize IBU Tec's market risk adjusted performance of (0.57), and Semi Deviation of 1.91 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IBU Tec holds a performance score of 12. The firm retains a Market Volatility (i.e., Beta) of -1.1, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning IBU Tec are expected to decrease slowly. On the other hand, during market turmoil, IBU Tec is expected to outperform it slightly. Please check IBU Tec's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether IBU Tec's current trending patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
IBU tec advanced materials has modest predictability. Overlapping area represents the amount of predictability between IBU Tec time series from 20th of June 2025 to 5th of July 2025 and 5th of July 2025 to 20th 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 IBU tec advanced price movement. The serial correlation of 0.55 indicates that about 55.0% of current IBU Tec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
IBU tec advanced lagged returns against current returns
Autocorrelation, which is IBU Tec 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 IBU Tec's stock expected returns. We can calculate the autocorrelation of IBU Tec returns to help us make a trade decision. For example, suppose you find that IBU Tec 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 |
IBU Tec 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 IBU Tec stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IBU Tec stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IBU Tec stock over time.
Current vs Lagged Prices |
| Timeline |
IBU Tec Lagged Returns
When evaluating IBU Tec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IBU Tec stock have on its future price. IBU Tec 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, IBU Tec autocorrelation shows the relationship between IBU Tec stock current value and its past values and can show if there is a momentum factor associated with investing in IBU tec advanced materials.
Regressed Prices |
| Timeline |
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Additional Tools for IBU Stock Analysis
When running IBU Tec's price analysis, check to measure IBU Tec'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 IBU Tec is operating at the current time. Most of IBU Tec's value examination focuses on studying past and present price action to predict the probability of IBU Tec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IBU Tec's price. Additionally, you may evaluate how the addition of IBU Tec to your portfolios can decrease your overall portfolio volatility.