Inter Parfums Stock Market Value
| IPAR Stock | USD 115.64 0.74 0.64% |
| Symbol | Inter |
Inter Parfums Price To Book Ratio
Is Inter Parfums' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Inter Parfums. If investors know Inter will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Inter Parfums listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.37) | Dividend Share 2.5 | Earnings Share 4.75 | Revenue Per Share 41.185 | Quarterly Revenue Growth 0.058 |
The market value of Inter Parfums is measured differently than its book value, which is the value of Inter that is recorded on the company's balance sheet. Investors also form their own opinion of Inter Parfums' value that differs from its market value or its book value, called intrinsic value, which is Inter Parfums' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Inter Parfums' market value can be influenced by many factors that don't directly affect Inter Parfums' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Inter Parfums' value and its price as these two are different measures arrived at by different means. Investors typically determine if Inter Parfums is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Inter Parfums' 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.
Inter Parfums '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 Inter Parfums' 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 Inter Parfums.
| 04/02/2024 |
| 05/02/2024 |
If you would invest 0.00 in Inter Parfums on April 2, 2024 and sell it all today you would earn a total of 0.00 from holding Inter Parfums or generate 0.0% return on investment in Inter Parfums over 30 days. Inter Parfums is related to or competes with J J, John B, Innospec, Independent Bank, and Dorman Products. Inter Parfums, Inc., together with its subsidiaries, manufactures, markets, and distributes a range of fragrances and fr... More
Inter Parfums 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 Inter Parfums' 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 Inter Parfums upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 12.84 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 2.7 |
Inter Parfums Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inter Parfums' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inter Parfums' standard deviation. In reality, there are many statistical measures that can use Inter Parfums historical prices to predict the future Inter Parfums' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inter Parfums' 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.
Inter Parfums Backtested Returns
Inter Parfums 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. Inter Parfums exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inter Parfums' Standard Deviation of 2.15, risk adjusted performance of (0.06), and Market Risk Adjusted Performance of (0.13) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.61, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Inter Parfums will likely underperform. Inter Parfums has an expected return of -0.32%. Please make sure to check out Inter Parfums total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Inter Parfums performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.82 |
Very good predictability
Inter Parfums has very good predictability. Overlapping area represents the amount of predictability between Inter Parfums time series from 2nd of April 2024 to 17th of April 2024 and 17th of April 2024 to 2nd of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Inter Parfums price movement. The serial correlation of 0.82 indicates that around 82.0% of current Inter Parfums price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 33.55 |
Inter Parfums lagged returns against current returns
Autocorrelation, which is Inter Parfums 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 Inter Parfums' stock expected returns. We can calculate the autocorrelation of Inter Parfums returns to help us make a trade decision. For example, suppose you find that Inter Parfums 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 |
Inter Parfums 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 Inter Parfums stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inter Parfums stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inter Parfums stock over time.
Current vs Lagged Prices |
| Timeline |
Inter Parfums Lagged Returns
When evaluating Inter Parfums' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inter Parfums stock have on its future price. Inter Parfums 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, Inter Parfums autocorrelation shows the relationship between Inter Parfums stock current value and its past values and can show if there is a momentum factor associated with investing in Inter Parfums.
Regressed Prices |
| Timeline |
Inter Parfums Investors Sentiment
The influence of Inter Parfums' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Inter. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Inter Parfums' public news can be used to forecast risks associated with an investment in Inter. The trend in average sentiment can be used to explain how an investor holding Inter can time the market purely based on public headlines and social activities around Inter Parfums. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Inter Parfums' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Inter Parfums' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Inter Parfums' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Inter Parfums.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Inter Parfums in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Inter Parfums' short interest history, or implied volatility extrapolated from Inter Parfums options trading.
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Try AI Portfolio ArchitectCheck out Inter Parfums Correlation, Inter Parfums Volatility and Inter Parfums Alpha and Beta module to complement your research on Inter Parfums. To learn how to invest in Inter Stock, please use our How to Invest in Inter Parfums guide.Note that the Inter Parfums information on this page should be used as a complementary analysis to other Inter Parfums' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for Inter Stock analysis
When running Inter Parfums' price analysis, check to measure Inter Parfums' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Inter Parfums is operating at the current time. Most of Inter Parfums' value examination focuses on studying past and present price action to predict the probability of Inter Parfums' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inter Parfums' price. Additionally, you may evaluate how the addition of Inter Parfums to your portfolios can decrease your overall portfolio volatility.
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Inter Parfums technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.