Infrastructure Dividend Split Stock Market Value
| IS Stock | 15.91 0.27 1.73% |
| Symbol | Infrastructure |
Infrastructure Dividend '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 Infrastructure Dividend'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 Infrastructure Dividend.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Infrastructure Dividend on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Infrastructure Dividend Split or generate 0.0% return on investment in Infrastructure Dividend over 90 days. Infrastructure Dividend is related to or competes with T2 Metals, Queens Road, Thunderbird Entertainment, Broadcom, Dream Office, and Leons Furniture. Infrastructure Dividend is entity of Canada More
Infrastructure Dividend 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 Infrastructure Dividend'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 Infrastructure Dividend Split upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7655 | |||
| Information Ratio | 0.1438 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.54 |
Infrastructure Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infrastructure Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infrastructure Dividend's standard deviation. In reality, there are many statistical measures that can use Infrastructure Dividend historical prices to predict the future Infrastructure Dividend's volatility.| Risk Adjusted Performance | 0.2881 | |||
| Jensen Alpha | 0.2547 | |||
| Total Risk Alpha | 0.134 | |||
| Sortino Ratio | 0.1595 | |||
| Treynor Ratio | (17.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Infrastructure Dividend's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Infrastructure Dividend Backtested Returns
Infrastructure Dividend appears to be very steady, given 3 months investment horizon. Infrastructure Dividend holds Efficiency (Sharpe) Ratio of 0.32, which attests that the entity had a 0.32 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Infrastructure Dividend, which you can use to evaluate the volatility of the firm. Please utilize Infrastructure Dividend's Market Risk Adjusted Performance of (17.93), downside deviation of 0.7655, and Risk Adjusted Performance of 0.2881 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Infrastructure Dividend holds a performance score of 25. The company retains a Market Volatility (i.e., Beta) of -0.0141, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Infrastructure Dividend are expected to decrease at a much lower rate. During the bear market, Infrastructure Dividend is likely to outperform the market. Please check Infrastructure Dividend's jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to make a quick decision on whether Infrastructure Dividend's current trending patterns will revert.
Auto-correlation | 0.92 |
Excellent predictability
Infrastructure Dividend Split has excellent predictability. Overlapping area represents the amount of predictability between Infrastructure Dividend 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 Infrastructure Dividend price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Infrastructure Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Infrastructure Dividend lagged returns against current returns
Autocorrelation, which is Infrastructure Dividend 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 Infrastructure Dividend's stock expected returns. We can calculate the autocorrelation of Infrastructure Dividend returns to help us make a trade decision. For example, suppose you find that Infrastructure Dividend 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 |
Infrastructure Dividend 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 Infrastructure Dividend stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infrastructure Dividend stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infrastructure Dividend stock over time.
Current vs Lagged Prices |
| Timeline |
Infrastructure Dividend Lagged Returns
When evaluating Infrastructure Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infrastructure Dividend stock have on its future price. Infrastructure Dividend 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, Infrastructure Dividend autocorrelation shows the relationship between Infrastructure Dividend stock current value and its past values and can show if there is a momentum factor associated with investing in Infrastructure Dividend Split.
Regressed Prices |
| Timeline |
Pair Trading with Infrastructure Dividend
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Infrastructure Dividend position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Infrastructure Dividend will appreciate offsetting losses from the drop in the long position's value.Moving together with Infrastructure Stock
The ability to find closely correlated positions to Infrastructure Dividend could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Infrastructure Dividend when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Infrastructure Dividend - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Infrastructure Dividend Split to buy it.
The correlation of Infrastructure Dividend is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Infrastructure Dividend moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Infrastructure Dividend moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Infrastructure Dividend can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Infrastructure Stock
Infrastructure Dividend financial ratios help investors to determine whether Infrastructure 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 Infrastructure with respect to the benefits of owning Infrastructure Dividend security.