Insperity Stock Market Value
| NSP Stock | USD 105.23 0.63 0.60% |
| Symbol | Insperity |
Insperity Price To Book Ratio
Is Insperity's 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 Insperity. If investors know Insperity 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 Insperity 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 (0.15) | Dividend Share 2.28 | Earnings Share 4.1 | Revenue Per Share 173.546 | Quarterly Revenue Growth 0.018 |
The market value of Insperity is measured differently than its book value, which is the value of Insperity that is recorded on the company's balance sheet. Investors also form their own opinion of Insperity's value that differs from its market value or its book value, called intrinsic value, which is Insperity's 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 Insperity's market value can be influenced by many factors that don't directly affect Insperity's 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 Insperity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Insperity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Insperity'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.
Insperity '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 Insperity'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 Insperity.
| 02/19/2024 |
| 05/19/2024 |
If you would invest 0.00 in Insperity on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding Insperity or generate 0.0% return on investment in Insperity over 90 days. Insperity is related to or competes with EverCommerce, Evertec, Consensus Cloud, CSG Systems, Secureworks Corp, Global Blue, and Couchbase. Insperity, Inc. provides human resources and business solutions to improve business performance for small and medium-siz... More
Insperity 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 Insperity'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 Insperity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0722 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 2.68 |
Insperity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insperity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insperity's standard deviation. In reality, there are many statistical measures that can use Insperity historical prices to predict the future Insperity's volatility.| Risk Adjusted Performance | 0.083 | |||
| Jensen Alpha | 0.2121 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.071 | |||
| Treynor Ratio | 78.63 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Insperity's 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.
Insperity Backtested Returns
We consider Insperity very steady. Insperity holds Efficiency (Sharpe) Ratio of 0.0862, which attests that the entity had a 0.0862% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Insperity, which you can use to evaluate the volatility of the firm. Please check out Insperity's Downside Deviation of 1.73, market risk adjusted performance of 78.64, and Risk Adjusted Performance of 0.083 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Insperity has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0027, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Insperity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insperity is expected to be smaller as well. Insperity right now retains a risk of 1.7%. Please check out Insperity downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Insperity will be following its current trending patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Insperity has weak reverse predictability. Overlapping area represents the amount of predictability between Insperity time series from 19th of February 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Insperity price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Insperity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 3.74 |
Insperity lagged returns against current returns
Autocorrelation, which is Insperity 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 Insperity's stock expected returns. We can calculate the autocorrelation of Insperity returns to help us make a trade decision. For example, suppose you find that Insperity 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 |
Insperity 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 Insperity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insperity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insperity stock over time.
Current vs Lagged Prices |
| Timeline |
Insperity Lagged Returns
When evaluating Insperity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insperity stock have on its future price. Insperity 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, Insperity autocorrelation shows the relationship between Insperity stock current value and its past values and can show if there is a momentum factor associated with investing in Insperity.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Insperity Correlation, Insperity Volatility and Insperity Alpha and Beta module to complement your research on Insperity. To learn how to invest in Insperity Stock, please use our How to Invest in Insperity guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Insperity Stock analysis
When running Insperity's price analysis, check to measure Insperity's 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 Insperity is operating at the current time. Most of Insperity's value examination focuses on studying past and present price action to predict the probability of Insperity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insperity's price. Additionally, you may evaluate how the addition of Insperity to your portfolios can decrease your overall portfolio volatility.
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Insperity 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.