Investor Ab Stock Market Value
| IVSXF Stock | USD 31.16 0.68 2.23% |
| Symbol | Investor |
Investor '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 Investor's pink sheet 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 Investor.
| 04/14/2025 |
| 10/11/2025 |
If you would invest 0.00 in Investor on April 14, 2025 and sell it all today you would earn a total of 0.00 from holding Investor AB or generate 0.0% return on investment in Investor over 180 days. Investor is related to or competes with Blackstone, BlackRock, Brookfield Asset, Apollo Global, Bank of New York, Investor, and Ares Management. Investor AB is a venture capital firm specializing in mature, middle market, buyouts and growth capital investments More
Investor 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 Investor's pink sheet 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 Investor AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.7 | |||
| Information Ratio | 0.0251 | |||
| Maximum Drawdown | 15.98 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 3.26 |
Investor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investor's standard deviation. In reality, there are many statistical measures that can use Investor historical prices to predict the future Investor's volatility.| Risk Adjusted Performance | 0.0401 | |||
| Jensen Alpha | 0.1176 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0139 | |||
| Treynor Ratio | (0.54) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investor'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.
Investor AB Backtested Returns
At this point, Investor is very steady. Investor AB holds Efficiency (Sharpe) Ratio of 0.0641, which attests that the entity had a 0.0641 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Investor AB, which you can use to evaluate the volatility of the firm. Please check out Investor's Market Risk Adjusted Performance of (0.53), risk adjusted performance of 0.0401, and Downside Deviation of 3.7 to validate if the risk estimate we provide is consistent with the expected return of 0.0976%. Investor has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investor are expected to decrease at a much lower rate. During the bear market, Investor is likely to outperform the market. Investor AB right now retains a risk of 1.52%. Please check out Investor potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Investor will be following its current trending patterns.
Auto-correlation | 0.18 |
Very weak predictability
Investor AB has very weak predictability. Overlapping area represents the amount of predictability between Investor time series from 14th of April 2025 to 13th of July 2025 and 13th of July 2025 to 11th of October 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 Investor AB price movement. The serial correlation of 0.18 indicates that over 18.0% of current Investor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Investor AB lagged returns against current returns
Autocorrelation, which is Investor pink sheet'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 Investor's pink sheet expected returns. We can calculate the autocorrelation of Investor returns to help us make a trade decision. For example, suppose you find that Investor has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Investor 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 Investor pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investor pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Investor Lagged Returns
When evaluating Investor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investor pink sheet have on its future price. Investor 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, Investor autocorrelation shows the relationship between Investor pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Investor AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Investor Pink Sheet
Investor financial ratios help investors to determine whether Investor Pink Sheet 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 Investor with respect to the benefits of owning Investor security.