Intercontinental Exchange Stock Market Value
| ICE Stock | USD 132.33 0.68 0.52% |
| Symbol | Intercontinental |
Intercontinental Exchange Price To Book Ratio
Is Intercontinental'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 Intercontinental. If investors know Intercontinental 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 Intercontinental 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 1.68 | Earnings Share 4.19 | Revenue Per Share 14.163 | Quarterly Revenue Growth 0.245 |
The market value of Intercontinental Exchange is measured differently than its book value, which is the value of Intercontinental that is recorded on the company's balance sheet. Investors also form their own opinion of Intercontinental's value that differs from its market value or its book value, called intrinsic value, which is Intercontinental'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 Intercontinental's market value can be influenced by many factors that don't directly affect Intercontinental'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 Intercontinental's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intercontinental is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intercontinental'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.
Intercontinental '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 Intercontinental'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 Intercontinental.
| 02/24/2024 |
| 04/24/2024 |
If you would invest 0.00 in Intercontinental on February 24, 2024 and sell it all today you would earn a total of 0.00 from holding Intercontinental Exchange or generate 0.0% return on investment in Intercontinental over 60 days. Intercontinental is related to or competes with CME, SP Global, Moodys, MSCI, and FactSet Research. Intercontinental Exchange, Inc., together with its subsidiaries, operates regulated exchanges, clearing houses, and list... More
Intercontinental 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 Intercontinental'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 Intercontinental Exchange upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.859 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.97 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.67 |
Intercontinental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intercontinental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intercontinental's standard deviation. In reality, there are many statistical measures that can use Intercontinental historical prices to predict the future Intercontinental's volatility.| Risk Adjusted Performance | 0.0526 | |||
| Jensen Alpha | 0.0015 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0872 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intercontinental'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.
Intercontinental Exchange Backtested Returns
We consider Intercontinental very steady. Intercontinental Exchange holds Efficiency (Sharpe) Ratio of 0.0702, which attests that the entity had a 0.0702% return per unit of risk over the last 3 months. We have found thirty technical indicators for Intercontinental Exchange, which you can use to evaluate the volatility of the firm. Please check out Intercontinental's Market Risk Adjusted Performance of 0.0972, risk adjusted performance of 0.0526, and Downside Deviation of 0.859 to validate if the risk estimate we provide is consistent with the expected return of 0.072%. Intercontinental has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intercontinental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intercontinental is expected to be smaller as well. Intercontinental Exchange right now retains a risk of 1.03%. Please check out Intercontinental skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Intercontinental will be following its current trending patterns.
Auto-correlation | 0.83 |
Very good predictability
Intercontinental Exchange has very good predictability. Overlapping area represents the amount of predictability between Intercontinental time series from 24th of February 2024 to 25th of March 2024 and 25th of March 2024 to 24th of April 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 Intercontinental Exchange price movement. The serial correlation of 0.83 indicates that around 83.0% of current Intercontinental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 7.65 |
Intercontinental Exchange lagged returns against current returns
Autocorrelation, which is Intercontinental 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 Intercontinental's stock expected returns. We can calculate the autocorrelation of Intercontinental returns to help us make a trade decision. For example, suppose you find that Intercontinental 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 |
Intercontinental 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 Intercontinental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intercontinental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intercontinental stock over time.
Current vs Lagged Prices |
| Timeline |
Intercontinental Lagged Returns
When evaluating Intercontinental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intercontinental stock have on its future price. Intercontinental 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, Intercontinental autocorrelation shows the relationship between Intercontinental stock current value and its past values and can show if there is a momentum factor associated with investing in Intercontinental Exchange.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Intercontinental Correlation, Intercontinental Volatility and Intercontinental Alpha and Beta module to complement your research on Intercontinental. Note that the Intercontinental Exchange information on this page should be used as a complementary analysis to other Intercontinental's 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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Complementary Tools for Intercontinental Stock analysis
When running Intercontinental's price analysis, check to measure Intercontinental'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 Intercontinental is operating at the current time. Most of Intercontinental's value examination focuses on studying past and present price action to predict the probability of Intercontinental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intercontinental's price. Additionally, you may evaluate how the addition of Intercontinental to your portfolios can decrease your overall portfolio volatility.
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Intercontinental 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.