IBU-tec Advanced (Germany) Market Value
| IBU Stock | 6.46 0.06 0.92% |
| Symbol | IBU-tec |
IBU-tec Advanced '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 Advanced'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 Advanced.
| 05/08/2025 |
| 07/07/2025 |
If you would invest 0.00 in IBU-tec Advanced on May 8, 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 Advanced over 60 days. IBU-tec Advanced is related to or competes with Canon Marketing, UNIVMUSIC GRPADR/050, FAST RETAIL, Trade Desk, UNIVERSAL MUSIC, CANON MARKETING, and SUN ART. More
IBU-tec Advanced 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 Advanced'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.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 18.28 | |||
| Value At Risk | (5.98) | |||
| Potential Upside | 4.62 |
IBU-tec Advanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IBU-tec Advanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IBU-tec Advanced's standard deviation. In reality, there are many statistical measures that can use IBU-tec Advanced historical prices to predict the future IBU-tec Advanced's volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | 0.0086 | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | 0.0701 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IBU-tec Advanced'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 Advanced appears to be slightly risky, given 3 months investment horizon. IBU tec advanced holds Efficiency (Sharpe) Ratio of 0.0632, which attests that the company had a 0.0632 % return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for IBU tec advanced, which you can use to evaluate the volatility of the entity. Please utilize IBU-tec Advanced's market risk adjusted performance of 0.0801, and Coefficient Of Variation of (39,844) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IBU-tec Advanced holds a performance score of 4. The firm retains a Market Volatility (i.e., Beta) of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IBU-tec Advanced are expected to decrease at a much lower rate. During the bear market, IBU-tec Advanced is likely to outperform the market. Please check IBU-tec Advanced's kurtosis, as well as the relationship between the day median price and period momentum indicator , to make a quick decision on whether IBU-tec Advanced's current trending patterns will revert.
Auto-correlation | 0.10 |
Insignificant predictability
IBU tec advanced materials has insignificant predictability. Overlapping area represents the amount of predictability between IBU-tec Advanced time series from 8th of May 2025 to 7th of June 2025 and 7th of June 2025 to 7th 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 0.1 indicates that less than 10.0% of current IBU-tec Advanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
IBU tec advanced lagged returns against current returns
Autocorrelation, which is IBU-tec Advanced 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 Advanced's stock expected returns. We can calculate the autocorrelation of IBU-tec Advanced returns to help us make a trade decision. For example, suppose you find that IBU-tec Advanced 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 Advanced 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 Advanced stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IBU-tec Advanced 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 Advanced stock over time.
Current vs Lagged Prices |
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IBU-tec Advanced Lagged Returns
When evaluating IBU-tec Advanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IBU-tec Advanced stock have on its future price. IBU-tec Advanced 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 Advanced autocorrelation shows the relationship between IBU-tec Advanced 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 |
Thematic Opportunities
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Additional Tools for IBU-tec Stock Analysis
When running IBU-tec Advanced's price analysis, check to measure IBU-tec Advanced'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 Advanced is operating at the current time. Most of IBU-tec Advanced's value examination focuses on studying past and present price action to predict the probability of IBU-tec Advanced'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 Advanced's price. Additionally, you may evaluate how the addition of IBU-tec Advanced to your portfolios can decrease your overall portfolio volatility.