InRetail Peru (Peru) Market Value
| INRETC1 Stock | 26.95 0.05 0.19% |
| Symbol | InRetail |
Please note, there is a significant difference between InRetail Peru's value and its price as these two are different measures arrived at by different means. Investors typically determine if InRetail Peru is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, InRetail Peru'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.
InRetail Peru '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 InRetail Peru'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 InRetail Peru.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in InRetail Peru on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding InRetail Peru Corp or generate 0.0% return on investment in InRetail Peru over 90 days. More
InRetail Peru 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 InRetail Peru'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 InRetail Peru Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 0.8592 |
InRetail Peru Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for InRetail Peru's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as InRetail Peru's standard deviation. In reality, there are many statistical measures that can use InRetail Peru historical prices to predict the future InRetail Peru's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | 0.5175 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of InRetail Peru'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.
InRetail Peru Corp Backtested Returns
InRetail Peru Corp holds Efficiency (Sharpe) Ratio of -0.0874, which attests that the entity had a -0.0874 % return per unit of volatility over the last 3 months. InRetail Peru Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out InRetail Peru's market risk adjusted performance of 0.5275, and Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning InRetail Peru are expected to decrease at a much lower rate. During the bear market, InRetail Peru is likely to outperform the market. At this point, InRetail Peru Corp has a negative expected return of -0.0689%. Please make sure to check out InRetail Peru's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if InRetail Peru Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
InRetail Peru Corp has average predictability. Overlapping area represents the amount of predictability between InRetail Peru time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 InRetail Peru Corp price movement. The serial correlation of 0.48 indicates that about 48.0% of current InRetail Peru price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
InRetail Peru Corp lagged returns against current returns
Autocorrelation, which is InRetail Peru 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 InRetail Peru's stock expected returns. We can calculate the autocorrelation of InRetail Peru returns to help us make a trade decision. For example, suppose you find that InRetail Peru 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 |
InRetail Peru 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 InRetail Peru stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if InRetail Peru stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in InRetail Peru stock over time.
Current vs Lagged Prices |
| Timeline |
InRetail Peru Lagged Returns
When evaluating InRetail Peru's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of InRetail Peru stock have on its future price. InRetail Peru 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, InRetail Peru autocorrelation shows the relationship between InRetail Peru stock current value and its past values and can show if there is a momentum factor associated with investing in InRetail Peru Corp.
Regressed Prices |
| Timeline |
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InRetail Peru financial ratios help investors to determine whether InRetail 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 InRetail with respect to the benefits of owning InRetail Peru security.