Investis Holding (Switzerland) Market Value
| IREN Stock | CHF 125.50 1.50 1.18% |
| Symbol | Investis |
Investis Holding '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 Investis Holding'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 Investis Holding.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in Investis Holding on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding Investis Holding SA or generate 0.0% return on investment in Investis Holding over 30 days. Investis Holding is related to or competes with Allreal Holding, PSP Swiss, Mobimo Hldg, Swiss Prime, and Intershop Holding. Investis Holding SA operates as a residential property company in Switzerland More
Investis Holding 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 Investis Holding'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 Investis Holding SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7261 | |||
| Information Ratio | (0.000016) | |||
| Maximum Drawdown | 4.88 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 1.61 |
Investis Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investis Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investis Holding's standard deviation. In reality, there are many statistical measures that can use Investis Holding historical prices to predict the future Investis Holding's volatility.| Risk Adjusted Performance | 0.1692 | |||
| Jensen Alpha | 0.1419 | |||
| Total Risk Alpha | 0.0233 | |||
| Sortino Ratio | (0.000017) | |||
| Treynor Ratio | (1.54) |
Investis Holding Backtested Returns
At this stage we consider Investis Stock to be very steady. Investis Holding 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 thirty technical indicators for Investis Holding, which you can use to evaluate the volatility of the firm. Please check out Investis Holding's Market Risk Adjusted Performance of (1.53), risk adjusted performance of 0.1692, and Downside Deviation of 0.7261 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Investis Holding has a performance score of 11 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0848, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investis Holding are expected to decrease at a much lower rate. During the bear market, Investis Holding is likely to outperform the market. Investis Holding right now retains a risk of 0.76%. Please check out Investis Holding maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Investis Holding will be following its current trending patterns.
Auto-correlation | 0.51 |
Modest predictability
Investis Holding SA has modest predictability. Overlapping area represents the amount of predictability between Investis Holding time series from 20th of June 2025 to 5th of July 2025 and 5th of July 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 Investis Holding price movement. The serial correlation of 0.51 indicates that about 51.0% of current Investis Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Investis Holding lagged returns against current returns
Autocorrelation, which is Investis Holding 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 Investis Holding's stock expected returns. We can calculate the autocorrelation of Investis Holding returns to help us make a trade decision. For example, suppose you find that Investis Holding 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 |
Investis Holding 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 Investis Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investis Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investis Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Investis Holding Lagged Returns
When evaluating Investis Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investis Holding stock have on its future price. Investis Holding 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, Investis Holding autocorrelation shows the relationship between Investis Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Investis Holding SA.
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 Investis Stock Analysis
When running Investis Holding's price analysis, check to measure Investis Holding'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 Investis Holding is operating at the current time. Most of Investis Holding's value examination focuses on studying past and present price action to predict the probability of Investis Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investis Holding's price. Additionally, you may evaluate how the addition of Investis Holding to your portfolios can decrease your overall portfolio volatility.