Iffe Futura (Spain) Market Value
| NAT Stock | EUR 0.73 0.01 1.39% |
| Symbol | Iffe |
Iffe Futura '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 Iffe Futura'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 Iffe Futura.
| 07/31/2023 |
| 07/20/2025 |
If you would invest 0.00 in Iffe Futura on July 31, 2023 and sell it all today you would earn a total of 0.00 from holding Iffe Futura SA or generate 0.0% return on investment in Iffe Futura over 720 days. Iffe Futura is related to or competes with Caixabank, Media Investment, Energy Solar, Bankinter, Atrys Health, and Naturhouse Health. Natra, S.A. produces and distributes chocolate products and cocoa products for the private label brand and other food co... More
Iffe Futura 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 Iffe Futura'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 Iffe Futura SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.6 | |||
| Information Ratio | 0.0699 | |||
| Maximum Drawdown | 8.95 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.17 |
Iffe Futura Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iffe Futura's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iffe Futura's standard deviation. In reality, there are many statistical measures that can use Iffe Futura historical prices to predict the future Iffe Futura's volatility.| Risk Adjusted Performance | 0.1454 | |||
| Jensen Alpha | 0.2297 | |||
| Total Risk Alpha | 0.0086 | |||
| Sortino Ratio | 0.0468 | |||
| Treynor Ratio | 1.44 |
Iffe Futura SA Backtested Returns
Iffe Futura appears to be very risky, given 3 months investment horizon. Iffe Futura SA holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Iffe Futura SA, which you can use to evaluate the volatility of the firm. Please utilize Iffe Futura's Market Risk Adjusted Performance of 1.45, downside deviation of 2.6, and Risk Adjusted Performance of 0.1454 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Iffe Futura holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Iffe Futura's returns are expected to increase less than the market. However, during the bear market, the loss of holding Iffe Futura is expected to be smaller as well. Please check Iffe Futura's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Iffe Futura's current trending patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
Iffe Futura SA has below average predictability. Overlapping area represents the amount of predictability between Iffe Futura time series from 31st of July 2023 to 25th of July 2024 and 25th of July 2024 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 Iffe Futura SA price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Iffe Futura price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Iffe Futura SA lagged returns against current returns
Autocorrelation, which is Iffe Futura 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 Iffe Futura's stock expected returns. We can calculate the autocorrelation of Iffe Futura returns to help us make a trade decision. For example, suppose you find that Iffe Futura 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 |
Iffe Futura 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 Iffe Futura stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iffe Futura stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iffe Futura stock over time.
Current vs Lagged Prices |
| Timeline |
Iffe Futura Lagged Returns
When evaluating Iffe Futura's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iffe Futura stock have on its future price. Iffe Futura 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, Iffe Futura autocorrelation shows the relationship between Iffe Futura stock current value and its past values and can show if there is a momentum factor associated with investing in Iffe Futura 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.Other Information on Investing in Iffe Stock
Iffe Futura financial ratios help investors to determine whether Iffe 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 Iffe with respect to the benefits of owning Iffe Futura security.