InterContinental (Germany) Market Value
| IC1H Stock | EUR 99.50 1.50 1.49% |
| Symbol | InterContinental |
InterContinental '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 InterContinental'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 InterContinental.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in InterContinental on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding InterContinental Hotels Group or generate 0.0% return on investment in InterContinental over 90 days. InterContinental is related to or competes with REVO INSURANCE, FUTURE GAMING, Vienna Insurance, VIENNA INSURANCE, and Singapore Reinsurance. InterContinental Hotels Group PLC owns, manages, franchises, and leases hotels in the Americas, Europe, Asia, the Middle... More
InterContinental 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 InterContinental'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 InterContinental Hotels Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0292 | |||
| Maximum Drawdown | 9.45 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 2.94 |
InterContinental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for InterContinental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as InterContinental's standard deviation. In reality, there are many statistical measures that can use InterContinental historical prices to predict the future InterContinental's volatility.| Risk Adjusted Performance | 0.1067 | |||
| Jensen Alpha | 0.1476 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0309 | |||
| Treynor Ratio | 0.6887 |
InterContinental Hotels Backtested Returns
At this point, InterContinental is very steady. InterContinental Hotels holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for InterContinental Hotels, which you can use to evaluate the volatility of the firm. Please check out InterContinental's Market Risk Adjusted Performance of 0.6987, risk adjusted performance of 0.1067, and Downside Deviation of 1.66 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. InterContinental has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, InterContinental's returns are expected to increase less than the market. However, during the bear market, the loss of holding InterContinental is expected to be smaller as well. InterContinental Hotels right now retains a risk of 1.76%. Please check out InterContinental sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if InterContinental will be following its current trending patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
InterContinental Hotels Group has poor reverse predictability. Overlapping area represents the amount of predictability between InterContinental 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 InterContinental Hotels price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current InterContinental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 6.18 |
InterContinental Hotels lagged returns against current returns
Autocorrelation, which is InterContinental 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 InterContinental's stock expected returns. We can calculate the autocorrelation of InterContinental returns to help us make a trade decision. For example, suppose you find that InterContinental 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 |
InterContinental 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 InterContinental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if InterContinental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in InterContinental stock over time.
Current vs Lagged Prices |
| Timeline |
InterContinental Lagged Returns
When evaluating InterContinental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of InterContinental stock have on its future price. InterContinental 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, InterContinental autocorrelation shows the relationship between InterContinental stock current value and its past values and can show if there is a momentum factor associated with investing in InterContinental Hotels Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in InterContinental Stock
When determining whether InterContinental Hotels is a strong investment it is important to analyze InterContinental's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact InterContinental's future performance. For an informed investment choice regarding InterContinental Stock, refer to the following important reports:Check out InterContinental Correlation, InterContinental Volatility and InterContinental Alpha and Beta module to complement your research on InterContinental. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
InterContinental technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.