Izertis Sa's market value is the price at which a share of Izertis Sa trades on a public exchange. It measures the collective expectations of Izertis Sa investors about its performance. Izertis Sa is trading at 10.45 as of the 23rd of July 2025, a 1.95% up since the beginning of the trading day. The stock's open price was 10.25. With this module, you can estimate the performance of a buy and hold strategy of Izertis Sa and determine expected loss or profit from investing in Izertis Sa over a given investment horizon. Check out Izertis Sa Correlation, Izertis Sa Volatility and Izertis Sa Alpha and Beta module to complement your research on Izertis Sa.
Please note, there is a significant difference between Izertis Sa's value and its price as these two are different measures arrived at by different means. Investors typically determine if Izertis Sa is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Izertis Sa's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Izertis Sa '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 Izertis Sa'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 Izertis Sa.
0.00
04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in Izertis Sa on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Izertis Sa or generate 0.0% return on investment in Izertis Sa over 90 days. Izertis Sa is related to or competes with Energy Solar, Atresmedia Corporacin, Neinor Homes, Hispanotels Inversiones, and Arrienda Rental. izertis, S.A. operates as a technology consulting firm that helps organizations in their digital metamorphosis process i... More
Izertis Sa 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 Izertis Sa'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 Izertis Sa upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Izertis Sa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Izertis Sa's standard deviation. In reality, there are many statistical measures that can use Izertis Sa historical prices to predict the future Izertis Sa's volatility.
Izertis Sa appears to be not too volatile, given 3 months investment horizon. Izertis Sa holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Izertis Sa, which you can use to evaluate the volatility of the firm. Please utilize Izertis Sa's Risk Adjusted Performance of 0.1484, market risk adjusted performance of 2.8, and Downside Deviation of 1.24 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Izertis Sa holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.0842, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Izertis Sa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Izertis Sa is expected to be smaller as well. Please check Izertis Sa's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Izertis Sa's current trending patterns will revert.
Auto-correlation
0.65
Good predictability
Izertis Sa has good predictability. Overlapping area represents the amount of predictability between Izertis Sa time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Izertis Sa price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Izertis Sa price fluctuation can be explain by its past prices.
Correlation Coefficient
0.65
Spearman Rank Test
0.71
Residual Average
0.0
Price Variance
0.47
Izertis Sa lagged returns against current returns
Autocorrelation, which is Izertis Sa 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 Izertis Sa's stock expected returns. We can calculate the autocorrelation of Izertis Sa returns to help us make a trade decision. For example, suppose you find that Izertis Sa 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
Izertis Sa 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 Izertis Sa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Izertis Sa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Izertis Sa stock over time.
Current vs Lagged Prices
Timeline
Izertis Sa Lagged Returns
When evaluating Izertis Sa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Izertis Sa stock have on its future price. Izertis Sa 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, Izertis Sa autocorrelation shows the relationship between Izertis Sa stock current value and its past values and can show if there is a momentum factor associated with investing in Izertis 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.
Izertis Sa financial ratios help investors to determine whether Izertis 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 Izertis with respect to the benefits of owning Izertis Sa security.