Intesa Sanpaolo (Germany) Market Value
| IES Stock | EUR 4.90 0.02 0.41% |
| Symbol | Intesa |
Intesa Sanpaolo '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 Intesa Sanpaolo'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 Intesa Sanpaolo.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Intesa Sanpaolo on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Intesa Sanpaolo SpA or generate 0.0% return on investment in Intesa Sanpaolo over 90 days. Intesa Sanpaolo is related to or competes with BNP Paribas, BNP PARIBAS, Lloyds Banking, Lloyds Banking, UniCredit SpA, and Crdit Agricole. Intesa Sanpaolo S.p.A. provides various banking products and services More
Intesa Sanpaolo 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 Intesa Sanpaolo'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 Intesa Sanpaolo SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.066 | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.3 |
Intesa Sanpaolo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intesa Sanpaolo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intesa Sanpaolo's standard deviation. In reality, there are many statistical measures that can use Intesa Sanpaolo historical prices to predict the future Intesa Sanpaolo's volatility.| Risk Adjusted Performance | 0.1748 | |||
| Jensen Alpha | 0.2002 | |||
| Total Risk Alpha | 0.038 | |||
| Sortino Ratio | 0.07 | |||
| Treynor Ratio | 1.77 |
Intesa Sanpaolo SpA Backtested Returns
At this point, Intesa Sanpaolo is not too volatile. Intesa Sanpaolo SpA holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intesa Sanpaolo SpA, which you can use to evaluate the volatility of the firm. Please check out Intesa Sanpaolo's Risk Adjusted Performance of 0.1748, market risk adjusted performance of 1.78, and Downside Deviation of 1.15 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Intesa Sanpaolo has a performance score of 12 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intesa Sanpaolo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intesa Sanpaolo is expected to be smaller as well. Intesa Sanpaolo SpA right now retains a risk of 1.17%. Please check out Intesa Sanpaolo treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Intesa Sanpaolo will be following its current trending patterns.
Auto-correlation | 0.23 |
Weak predictability
Intesa Sanpaolo SpA has weak predictability. Overlapping area represents the amount of predictability between Intesa Sanpaolo time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Intesa Sanpaolo SpA price movement. The serial correlation of 0.23 indicates that over 23.0% of current Intesa Sanpaolo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intesa Sanpaolo SpA lagged returns against current returns
Autocorrelation, which is Intesa Sanpaolo 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 Intesa Sanpaolo's stock expected returns. We can calculate the autocorrelation of Intesa Sanpaolo returns to help us make a trade decision. For example, suppose you find that Intesa Sanpaolo 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 |
Intesa Sanpaolo 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 Intesa Sanpaolo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intesa Sanpaolo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intesa Sanpaolo stock over time.
Current vs Lagged Prices |
| Timeline |
Intesa Sanpaolo Lagged Returns
When evaluating Intesa Sanpaolo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intesa Sanpaolo stock have on its future price. Intesa Sanpaolo 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, Intesa Sanpaolo autocorrelation shows the relationship between Intesa Sanpaolo stock current value and its past values and can show if there is a momentum factor associated with investing in Intesa Sanpaolo SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Intesa Stock
Intesa Sanpaolo financial ratios help investors to determine whether Intesa 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 Intesa with respect to the benefits of owning Intesa Sanpaolo security.