Inmobiliaria Del (Spain) Market Value
| ISUR Stock | EUR 13.40 0.40 2.90% |
| Symbol | Inmobiliaria |
Inmobiliaria Del '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 Inmobiliaria Del'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 Inmobiliaria Del.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Inmobiliaria Del on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Inmobiliaria del Sur or generate 0.0% return on investment in Inmobiliaria Del over 90 days. Inmobiliaria Del is related to or competes with Caixabank, Plasticos Compuestos, Parlem Telecom, Arteche Lantegi, and Squirrel Media. Inmobiliaria del Sur, S.A. operates as a real estate company in Spain More
Inmobiliaria Del 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 Inmobiliaria Del'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 Inmobiliaria del Sur upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.1469 | |||
| Maximum Drawdown | 10.47 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 3.52 |
Inmobiliaria Del Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inmobiliaria Del's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inmobiliaria Del's standard deviation. In reality, there are many statistical measures that can use Inmobiliaria Del historical prices to predict the future Inmobiliaria Del's volatility.| Risk Adjusted Performance | 0.2165 | |||
| Jensen Alpha | 0.3748 | |||
| Total Risk Alpha | 0.143 | |||
| Sortino Ratio | 0.1294 | |||
| Treynor Ratio | 3.37 |
Inmobiliaria del Sur Backtested Returns
Inmobiliaria Del appears to be not too volatile, given 3 months investment horizon. Inmobiliaria del Sur holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Inmobiliaria del Sur, which you can use to evaluate the volatility of the firm. Please utilize Inmobiliaria Del's Market Risk Adjusted Performance of 3.38, risk adjusted performance of 0.2165, and Downside Deviation of 2.0 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inmobiliaria Del holds a performance score of 15. 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, Inmobiliaria Del's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inmobiliaria Del is expected to be smaller as well. Please check Inmobiliaria Del's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Inmobiliaria Del's current trending patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Inmobiliaria del Sur has below average predictability. Overlapping area represents the amount of predictability between Inmobiliaria Del time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Inmobiliaria del Sur price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Inmobiliaria Del price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
Inmobiliaria del Sur lagged returns against current returns
Autocorrelation, which is Inmobiliaria Del 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 Inmobiliaria Del's stock expected returns. We can calculate the autocorrelation of Inmobiliaria Del returns to help us make a trade decision. For example, suppose you find that Inmobiliaria Del 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 |
Inmobiliaria Del 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 Inmobiliaria Del stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inmobiliaria Del stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inmobiliaria Del stock over time.
Current vs Lagged Prices |
| Timeline |
Inmobiliaria Del Lagged Returns
When evaluating Inmobiliaria Del's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inmobiliaria Del stock have on its future price. Inmobiliaria Del 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, Inmobiliaria Del autocorrelation shows the relationship between Inmobiliaria Del stock current value and its past values and can show if there is a momentum factor associated with investing in Inmobiliaria del Sur.
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.Other Information on Investing in Inmobiliaria Stock
Inmobiliaria Del financial ratios help investors to determine whether Inmobiliaria 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 Inmobiliaria with respect to the benefits of owning Inmobiliaria Del security.