Industria (Spain) Market Value
| ITX Stock | EUR 41.13 0.78 1.86% |
| Symbol | Industria |
Industria '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 Industria'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 Industria.
| 05/04/2025 |
| 08/02/2025 |
If you would invest 0.00 in Industria on May 4, 2025 and sell it all today you would earn a total of 0.00 from holding Industria de Diseno or generate 0.0% return on investment in Industria over 90 days. Industria is related to or competes with Iberdrola, Repsol, Banco Santander, ACS Actividades, and Enags SA. Industria de Diseo Textil, S.A. engages in the retail and online distribution of clothing, footwear, accessories, and ho... More
Industria 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 Industria'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 Industria de Diseno upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.85 |
Industria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Industria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Industria's standard deviation. In reality, there are many statistical measures that can use Industria historical prices to predict the future Industria's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.54) |
Industria de Diseno Backtested Returns
Industria de Diseno holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17 % return per unit of risk over the last 3 months. Industria de Diseno exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Industria's Risk Adjusted Performance of (0.13), market risk adjusted performance of (0.53), and Standard Deviation of 1.31 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Industria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Industria is expected to be smaller as well. At this point, Industria de Diseno has a negative expected return of -0.22%. Please make sure to check out Industria's skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Industria de Diseno performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Industria de Diseno has below average predictability. Overlapping area represents the amount of predictability between Industria time series from 4th of May 2025 to 18th of June 2025 and 18th of June 2025 to 2nd of August 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 Industria de Diseno price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Industria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
Industria de Diseno lagged returns against current returns
Autocorrelation, which is Industria 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 Industria's stock expected returns. We can calculate the autocorrelation of Industria returns to help us make a trade decision. For example, suppose you find that Industria 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 |
Industria 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 Industria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Industria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Industria stock over time.
Current vs Lagged Prices |
| Timeline |
Industria Lagged Returns
When evaluating Industria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Industria stock have on its future price. Industria 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, Industria autocorrelation shows the relationship between Industria stock current value and its past values and can show if there is a momentum factor associated with investing in Industria de Diseno.
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 Industria Stock
Industria financial ratios help investors to determine whether Industria 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 Industria with respect to the benefits of owning Industria security.