Iex Group (Netherlands) Market Value
| IEX Stock | EUR 2.10 0.02 0.94% |
| Symbol | Iex |
Iex Group '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 Iex Group'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 Iex Group.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Iex Group on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Iex Group NV or generate 0.0% return on investment in Iex Group over 90 days. Iex Group is related to or competes with Value8 NV, Ctac NV, Holland Colours, and Hydratec Industries. IEX Group N.V., through its subsidiaries, operates financial websites in the Netherlands and Belgium More
Iex Group 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 Iex Group'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 Iex Group NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.37 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.5 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.0 |
Iex Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iex Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iex Group's standard deviation. In reality, there are many statistical measures that can use Iex Group historical prices to predict the future Iex Group's volatility.| Risk Adjusted Performance | 0.0396 | |||
| Jensen Alpha | 0.0186 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1689 |
Iex Group NV Backtested Returns
Iex Group appears to be risky, given 3 months investment horizon. Iex Group NV holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Iex Group NV, which you can use to evaluate the volatility of the firm. Please utilize Iex Group's Risk Adjusted Performance of 0.0396, market risk adjusted performance of 0.1789, and Downside Deviation of 3.37 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Iex Group holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Iex Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iex Group is expected to be smaller as well. Please check Iex Group's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Iex Group's current trending patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Iex Group NV has good predictability. Overlapping area represents the amount of predictability between Iex Group 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 Iex Group NV price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Iex Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Iex Group NV lagged returns against current returns
Autocorrelation, which is Iex Group 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 Iex Group's stock expected returns. We can calculate the autocorrelation of Iex Group returns to help us make a trade decision. For example, suppose you find that Iex Group 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 |
Iex Group 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 Iex Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iex Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iex Group stock over time.
Current vs Lagged Prices |
| Timeline |
Iex Group Lagged Returns
When evaluating Iex Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iex Group stock have on its future price. Iex Group 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, Iex Group autocorrelation shows the relationship between Iex Group stock current value and its past values and can show if there is a momentum factor associated with investing in Iex Group NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Iex Stock Analysis
When running Iex Group's price analysis, check to measure Iex Group'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 Iex Group is operating at the current time. Most of Iex Group's value examination focuses on studying past and present price action to predict the probability of Iex Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iex Group's price. Additionally, you may evaluate how the addition of Iex Group to your portfolios can decrease your overall portfolio volatility.