IRPC Public (Germany) Market Value
| TPIG Stock | EUR 0.02 0.0005 2.78% |
| Symbol | IRPC |
IRPC Public '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 IRPC Public'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 IRPC Public.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in IRPC Public on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding IRPC Public or generate 0.0% return on investment in IRPC Public over 90 days. IRPC Public is related to or competes with Reliance Industries, Marathon Petroleum, Valero Energy, Phillips, NESTE OYJ, ENEOS Holdings, and PTT OILRETBUS. IRPC Public Company Limited, together with its subsidiaries, provides petroleum and petrochemical products in Thailand a... More
IRPC Public 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 IRPC Public'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 IRPC Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 20.19 | |||
| Value At Risk | (6.45) | |||
| Potential Upside | 6.25 |
IRPC Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IRPC Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IRPC Public's standard deviation. In reality, there are many statistical measures that can use IRPC Public historical prices to predict the future IRPC Public's volatility.| Risk Adjusted Performance | 0.0054 | |||
| Jensen Alpha | 0.1961 | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | 0.0177 |
IRPC Public Backtested Returns
IRPC Public appears to be out of control, given 3 months investment horizon. IRPC Public holds Efficiency (Sharpe) Ratio of 0.0669, which attests that the entity had a 0.0669 % return per unit of volatility over the last 3 months. We have found twenty-two technical indicators for IRPC Public, which you can use to evaluate the volatility of the firm. Please utilize IRPC Public's market risk adjusted performance of 0.0277, and Risk Adjusted Performance of 0.0054 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IRPC Public holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of -1.3, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning IRPC Public are expected to decrease by larger amounts. On the other hand, during market turmoil, IRPC Public is expected to outperform it. Please check IRPC Public's maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to make a quick decision on whether IRPC Public's current trending patterns will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
IRPC Public has very good reverse predictability. Overlapping area represents the amount of predictability between IRPC Public 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 IRPC Public price movement. The serial correlation of -0.7 indicates that around 70.0% of current IRPC Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IRPC Public lagged returns against current returns
Autocorrelation, which is IRPC Public 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 IRPC Public's stock expected returns. We can calculate the autocorrelation of IRPC Public returns to help us make a trade decision. For example, suppose you find that IRPC Public 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 |
IRPC Public 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 IRPC Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IRPC Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IRPC Public stock over time.
Current vs Lagged Prices |
| Timeline |
IRPC Public Lagged Returns
When evaluating IRPC Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IRPC Public stock have on its future price. IRPC Public 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, IRPC Public autocorrelation shows the relationship between IRPC Public stock current value and its past values and can show if there is a momentum factor associated with investing in IRPC Public.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IRPC Stock
IRPC Public financial ratios help investors to determine whether IRPC 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 IRPC with respect to the benefits of owning IRPC Public security.