ISS A/S (Germany) Market Value
| QJQ Stock | EUR 26.08 0.38 1.48% |
| Symbol | ISS |
ISS A/S '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 ISS A/S'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 ISS A/S.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in ISS A/S on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding ISS AS or generate 0.0% return on investment in ISS A/S over 90 days. ISS A/S is related to or competes with Semiconductor Manufacturing, AviChina Industry, Urban Outfitters, and TOREX SEMICONDUCTOR. More
ISS A/S 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 ISS A/S'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 ISS AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7652 | |||
| Information Ratio | 0.1565 | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.99 |
ISS A/S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISS A/S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISS A/S's standard deviation. In reality, there are many statistical measures that can use ISS A/S historical prices to predict the future ISS A/S's volatility.| Risk Adjusted Performance | 0.19 | |||
| Jensen Alpha | 0.2242 | |||
| Total Risk Alpha | 0.1183 | |||
| Sortino Ratio | 0.1922 | |||
| Treynor Ratio | 1.64 |
ISS A/S Backtested Returns
ISS A/S appears to be very steady, given 3 months investment horizon. ISS A/S holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for ISS A/S, which you can use to evaluate the volatility of the firm. Please utilize ISS A/S's market risk adjusted performance of 1.65, and Risk Adjusted Performance of 0.19 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ISS A/S holds a performance score of 20. 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, ISS A/S's returns are expected to increase less than the market. However, during the bear market, the loss of holding ISS A/S is expected to be smaller as well. Please check ISS A/S's maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether ISS A/S's current trending patterns will revert.
Auto-correlation | 0.62 |
Good predictability
ISS AS has good predictability. Overlapping area represents the amount of predictability between ISS A/S time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th 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 ISS A/S price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current ISS A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
ISS A/S lagged returns against current returns
Autocorrelation, which is ISS A/S 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 ISS A/S's stock expected returns. We can calculate the autocorrelation of ISS A/S returns to help us make a trade decision. For example, suppose you find that ISS A/S 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 |
ISS A/S 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 ISS A/S stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISS A/S stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISS A/S stock over time.
Current vs Lagged Prices |
| Timeline |
ISS A/S Lagged Returns
When evaluating ISS A/S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISS A/S stock have on its future price. ISS A/S 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, ISS A/S autocorrelation shows the relationship between ISS A/S stock current value and its past values and can show if there is a momentum factor associated with investing in ISS AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ISS Stock Analysis
When running ISS A/S's price analysis, check to measure ISS A/S'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 ISS A/S is operating at the current time. Most of ISS A/S's value examination focuses on studying past and present price action to predict the probability of ISS A/S's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ISS A/S's price. Additionally, you may evaluate how the addition of ISS A/S to your portfolios can decrease your overall portfolio volatility.