Inspecs Group (UK) Market Value
| SPEC Stock | 70.00 1.00 1.45% |
| Symbol | Inspecs |
Inspecs Group '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 Inspecs Group'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 Inspecs Group.
| 08/11/2025 |
| 11/09/2025 |
If you would invest 0.00 in Inspecs Group on August 11, 2025 and sell it all today you would earn a total of 0.00 from holding Inspecs Group plc or generate 0.0% return on investment in Inspecs Group over 90 days. Inspecs Group is related to or competes with Zegona Communications, Charter Communications, X FAB, British American, Endeavour Mining, Coeur Mining, and Hochschild Mining. Inspecs Group is entity of United Kingdom More
Inspecs Group 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 Inspecs Group'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 Inspecs Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.71 | |||
| Information Ratio | 0.144 | |||
| Maximum Drawdown | 22.11 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 11.39 |
Inspecs Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inspecs Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inspecs Group's standard deviation. In reality, there are many statistical measures that can use Inspecs Group historical prices to predict the future Inspecs Group's volatility.| Risk Adjusted Performance | 0.1098 | |||
| Jensen Alpha | 0.6828 | |||
| Total Risk Alpha | 0.0542 | |||
| Sortino Ratio | 0.1744 | |||
| Treynor Ratio | 1.22 |
Inspecs Group plc Backtested Returns
Inspecs Group appears to be out of control, given 3 months investment horizon. Inspecs Group plc holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. By evaluating Inspecs Group's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please utilize Inspecs Group's Downside Deviation of 3.71, market risk adjusted performance of 1.23, and Risk Adjusted Performance of 0.1098 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inspecs Group holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Inspecs Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inspecs Group is expected to be smaller as well. Please check Inspecs Group's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Inspecs Group's current trending patterns will revert.
Auto-correlation | -0.81 |
Excellent reverse predictability
Inspecs Group plc has excellent reverse predictability. Overlapping area represents the amount of predictability between Inspecs Group time series from 11th of August 2025 to 25th of September 2025 and 25th of September 2025 to 9th of November 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 Inspecs Group plc price movement. The serial correlation of -0.81 indicates that around 81.0% of current Inspecs Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 91.48 |
Inspecs Group plc lagged returns against current returns
Autocorrelation, which is Inspecs Group 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 Inspecs Group's stock expected returns. We can calculate the autocorrelation of Inspecs Group returns to help us make a trade decision. For example, suppose you find that Inspecs Group 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 |
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Inspecs Group 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 Inspecs Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inspecs Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inspecs Group stock over time.
Current vs Lagged Prices |
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Inspecs Group Lagged Returns
When evaluating Inspecs Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inspecs Group stock have on its future price. Inspecs Group 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, Inspecs Group autocorrelation shows the relationship between Inspecs Group stock current value and its past values and can show if there is a momentum factor associated with investing in Inspecs Group plc.
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.Additional Tools for Inspecs Stock Analysis
When running Inspecs Group's price analysis, check to measure Inspecs Group'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 Inspecs Group is operating at the current time. Most of Inspecs Group's value examination focuses on studying past and present price action to predict the probability of Inspecs Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inspecs Group's price. Additionally, you may evaluate how the addition of Inspecs Group to your portfolios can decrease your overall portfolio volatility.