Informa PLC (Germany) Market Value
| IEA Stock | EUR 9.80 0.05 0.51% |
| Symbol | Informa |
Informa PLC '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 Informa PLC'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 Informa PLC.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Informa PLC on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Informa PLC or generate 0.0% return on investment in Informa PLC over 90 days. Informa PLC is related to or competes with Boyd Gaming, FRACTAL GAMING, Media, ITALIAN WINE, VIRGIN WINES, and SUPERNOVA METALS. Informa plc engages in business intelligence, academic publishing, and knowledge and events businesses worldwide More
Informa PLC 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 Informa PLC'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 Informa PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.1412 | |||
| Maximum Drawdown | 8.61 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.66 |
Informa PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Informa PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Informa PLC's standard deviation. In reality, there are many statistical measures that can use Informa PLC historical prices to predict the future Informa PLC's volatility.| Risk Adjusted Performance | 0.2218 | |||
| Jensen Alpha | 0.3374 | |||
| Total Risk Alpha | 0.1326 | |||
| Sortino Ratio | 0.1678 | |||
| Treynor Ratio | 4.94 |
Informa PLC Backtested Returns
Informa PLC appears to be not too volatile, given 3 months investment horizon. Informa PLC holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Informa PLC, which you can use to evaluate the volatility of the firm. Please utilize Informa PLC's Downside Deviation of 1.29, market risk adjusted performance of 4.95, and Risk Adjusted Performance of 0.2218 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Informa PLC holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of 0.0702, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Informa PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Informa PLC is expected to be smaller as well. Please check Informa PLC's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Informa PLC's current trending patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Informa PLC has below average predictability. Overlapping area represents the amount of predictability between Informa PLC time series from 21st of April 2025 to 5th of June 2025 and 5th of June 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 Informa PLC price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Informa PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Informa PLC lagged returns against current returns
Autocorrelation, which is Informa PLC 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 Informa PLC's stock expected returns. We can calculate the autocorrelation of Informa PLC returns to help us make a trade decision. For example, suppose you find that Informa PLC 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 |
Informa PLC 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 Informa PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Informa PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Informa PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Informa PLC Lagged Returns
When evaluating Informa PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Informa PLC stock have on its future price. Informa PLC 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, Informa PLC autocorrelation shows the relationship between Informa PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Informa PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Informa Stock
Informa PLC financial ratios help investors to determine whether Informa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Informa with respect to the benefits of owning Informa PLC security.