Intermediate Capital (UK) Market Value
| ICG Stock | 2,118 8.00 0.38% |
| Symbol | Intermediate |
Intermediate Capital '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 Intermediate Capital'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 Intermediate Capital.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Intermediate Capital on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Intermediate Capital Group or generate 0.0% return on investment in Intermediate Capital over 30 days. Intermediate Capital is related to or competes with Vodafone Group, and Vodafone Group. Intermediate Capital is entity of United Kingdom More
Intermediate Capital 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 Intermediate Capital'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 Intermediate Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.2 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.69 | |||
| Value At Risk | (3.48) | |||
| Potential Upside | 2.56 |
Intermediate Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermediate Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermediate Capital's standard deviation. In reality, there are many statistical measures that can use Intermediate Capital historical prices to predict the future Intermediate Capital's volatility.| Risk Adjusted Performance | 0.0111 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0754 |
Intermediate Capital Backtested Returns
At this point, Intermediate Capital is very steady. Intermediate Capital holds Efficiency (Sharpe) Ratio of 0.0256, which attests that the entity had a 0.0256% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intermediate Capital, which you can use to evaluate the volatility of the firm. Please check out Intermediate Capital's Market Risk Adjusted Performance of 0.0854, risk adjusted performance of 0.0111, and Downside Deviation of 2.2 to validate if the risk estimate we provide is consistent with the expected return of 0.0492%. Intermediate Capital has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0355, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intermediate Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intermediate Capital is expected to be smaller as well. Intermediate Capital right now retains a risk of 1.92%. Please check out Intermediate Capital treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Intermediate Capital will be following its current trending patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
Intermediate Capital Group has weak reverse predictability. Overlapping area represents the amount of predictability between Intermediate Capital time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 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 Intermediate Capital price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Intermediate Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 912.26 |
Intermediate Capital lagged returns against current returns
Autocorrelation, which is Intermediate Capital 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 Intermediate Capital's stock expected returns. We can calculate the autocorrelation of Intermediate Capital returns to help us make a trade decision. For example, suppose you find that Intermediate Capital 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 |
Intermediate Capital 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 Intermediate Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermediate Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermediate Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Intermediate Capital Lagged Returns
When evaluating Intermediate Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intermediate Capital stock have on its future price. Intermediate Capital 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, Intermediate Capital autocorrelation shows the relationship between Intermediate Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Intermediate Capital Group.
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 Intermediate Stock
Intermediate Capital financial ratios help investors to determine whether Intermediate 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 Intermediate with respect to the benefits of owning Intermediate Capital security.