Inspired Plc (UK) Market Value
| INSE Stock | 80.50 0.00 0.00% |
| Symbol | Inspired |
Inspired 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 Inspired 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 Inspired Plc.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Inspired Plc on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Inspired Plc or generate 0.0% return on investment in Inspired Plc over 90 days. Inspired Plc is related to or competes with JD Sports, Batm Advanced, One Media, Hollywood Bowl, Bigblu Broadband, and Zegona Communications. Inspired Plc is entity of United Kingdom More
Inspired 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 Inspired 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 Inspired Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9788 | |||
| Information Ratio | 0.2533 | |||
| Maximum Drawdown | 9.76 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 3.81 |
Inspired Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inspired Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inspired Plc's standard deviation. In reality, there are many statistical measures that can use Inspired Plc historical prices to predict the future Inspired Plc's volatility.| Risk Adjusted Performance | 0.3169 | |||
| Jensen Alpha | 0.579 | |||
| Total Risk Alpha | 0.3274 | |||
| Sortino Ratio | 0.4492 | |||
| Treynor Ratio | (8.72) |
Inspired Plc Backtested Returns
Inspired Plc appears to be very steady, given 3 months investment horizon. Inspired Plc holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Inspired Plc, which you can use to evaluate the volatility of the firm. Please utilize Inspired Plc's Coefficient Of Variation of 299.05, market risk adjusted performance of (8.71), and Risk Adjusted Performance of 0.3169 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inspired Plc holds a performance score of 19. The company retains a Market Volatility (i.e., Beta) of -0.0654, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inspired Plc are expected to decrease at a much lower rate. During the bear market, Inspired Plc is likely to outperform the market. Please check Inspired Plc's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Inspired Plc's current trending patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Inspired Plc has good predictability. Overlapping area represents the amount of predictability between Inspired Plc 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 Inspired Plc price movement. The serial correlation of 0.67 indicates that around 67.0% of current Inspired Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 7.56 |
Inspired Plc lagged returns against current returns
Autocorrelation, which is Inspired 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 Inspired Plc's stock expected returns. We can calculate the autocorrelation of Inspired Plc returns to help us make a trade decision. For example, suppose you find that Inspired 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 |
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Inspired 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 Inspired Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inspired Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inspired Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Inspired Plc Lagged Returns
When evaluating Inspired Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inspired Plc stock have on its future price. Inspired 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, Inspired Plc autocorrelation shows the relationship between Inspired Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Inspired Plc.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Inspired Stock Analysis
When running Inspired Plc's price analysis, check to measure Inspired Plc'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 Inspired Plc is operating at the current time. Most of Inspired Plc's value examination focuses on studying past and present price action to predict the probability of Inspired Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inspired Plc's price. Additionally, you may evaluate how the addition of Inspired Plc to your portfolios can decrease your overall portfolio volatility.