Investec PLC (UK) Market Value
| INVP Stock | 546.50 2.00 0.36% |
| Symbol | Investec |
Investec PLC '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 Investec PLC'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 Investec PLC.
| 10/30/2025 |
| 11/29/2025 |
If you would invest 0.00 in Investec PLC on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Investec PLC or generate 0.0% return on investment in Investec PLC over 30 days. Investec PLC is related to or competes with Young Cos, Fevertree Drinks, Foresight Environmental, Ruffer Investment, Mineral Financial, and BlackRock Frontiers. Investec PLC is entity of United Kingdom More
Investec PLC 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 Investec PLC'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 Investec PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 13.39 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 1.88 |
Investec PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investec PLC's standard deviation. In reality, there are many statistical measures that can use Investec PLC historical prices to predict the future Investec PLC's volatility.| Risk Adjusted Performance | 0.0178 | |||
| Jensen Alpha | 0.0123 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1763 |
Investec PLC Backtested Returns
Currently, Investec PLC is very steady. Investec PLC holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Investec PLC, which you can use to evaluate the volatility of the firm. Please check out Investec PLC's Market Risk Adjusted Performance of 0.1863, downside deviation of 1.91, and Risk Adjusted Performance of 0.0178 to validate if the risk estimate we provide is consistent with the expected return of 0.011%. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investec PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investec PLC is expected to be smaller as well. Investec PLC right now retains a risk of 1.67%. Please check out Investec PLC sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Investec PLC will be following its current trending patterns.
Auto-correlation | -0.4 |
Poor reverse predictability
Investec PLC has poor reverse predictability. Overlapping area represents the amount of predictability between Investec PLC time series from 30th of October 2025 to 14th of November 2025 and 14th of November 2025 to 29th 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 Investec PLC price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Investec PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 410.06 |
Investec PLC lagged returns against current returns
Autocorrelation, which is Investec PLC 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 Investec PLC's stock expected returns. We can calculate the autocorrelation of Investec PLC returns to help us make a trade decision. For example, suppose you find that Investec PLC 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 |
Investec PLC 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 Investec PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investec PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investec PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Investec PLC Lagged Returns
When evaluating Investec PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investec PLC stock have on its future price. Investec PLC 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, Investec PLC autocorrelation shows the relationship between Investec PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Investec PLC.
Regressed Prices |
| Timeline |
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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 Investec Stock Analysis
When running Investec PLC's price analysis, check to measure Investec PLC'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 Investec PLC is operating at the current time. Most of Investec PLC's value examination focuses on studying past and present price action to predict the probability of Investec PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investec PLC's price. Additionally, you may evaluate how the addition of Investec PLC to your portfolios can decrease your overall portfolio volatility.