ISEQ (Ireland) Market Value

ISEQ
 Index
  

 6,318  40.46  0.64%   

ISEQ's market value is the price at which a share of ISEQ stock trades on a public exchange. It measures the collective expectations of ISEQ investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of ISEQ and determine expected loss or profit from investing in ISEQ over a given investment horizon. Check out ISEQ Hype Analysis, ISEQ Correlation, Portfolio Optimization, ISEQ Volatility, as well as analyze ISEQ Alpha and Beta and ISEQ Performance.
Symbol
Backtest

Please note, there is a significant difference between ISEQ's value and its price as these two are different measures arrived at by different means. Investors typically determine ISEQ value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ISEQ's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

ISEQ '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 ISEQ's index 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 ISEQ.
0.00
04/03/2022
No Change 0.00  0.0 
In 3 months and 1 day
07/02/2022
0.00
If you would invest  0.00  in ISEQ on April 3, 2022 and sell it all today you would earn a total of 0.00 from holding ISEQ or generate 0.0% return on investment in ISEQ over 90 days. More

ISEQ 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 ISEQ's index 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 ISEQ upside and downside potential and time the market with a certain degree of confidence.

ISEQ Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ISEQ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISEQ's standard deviation. In reality, there are many statistical measures that can use ISEQ historical prices to predict the future ISEQ's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ISEQ'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. Please use the tools below to analyze the current value of ISEQ in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
6,3176,3186,320
Details
Intrinsic
Valuation
LowReal ValueHigh
4,9274,9286,950
Details
Naive
Forecast
LowNext ValueHigh
6,6046,6056,607
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
6,2326,3376,442
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ISEQ. Your research has to be compared to or analyzed against ISEQ's peers to derive any actionable benefits. When done correctly, ISEQ's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in ISEQ.

ISEQ Backtested Returns

ISEQ holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had -0.15% of return per unit of return volatility over the last 3 months. Macroaxis viewpoint regarding determining the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. ISEQ exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
The index retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. Let's try to break down what ISEQ's beta means in this case. the returns on MARKET and ISEQ are completely uncorrelated. Even though it is essential to pay attention to ISEQ current price history, it is always good to be careful when utilizing equity current price movements. Our way of determining any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. ISEQ exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.46  

Average predictability

ISEQ has average predictability. Overlapping area represents the amount of predictability between ISEQ time series from 3rd of April 2022 to 18th of May 2022 and 18th of May 2022 to 2nd of July 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ISEQ price movement. The serial correlation of 0.46 indicates that about 46.0% of current ISEQ price fluctuation can be explain by its past prices.
Correlation Coefficient0.46
Spearman Rank Test0.17
Residual Average0.0
Price Variance120995.94

ISEQ lagged returns against current returns

Autocorrelation, which is ISEQ index'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 ISEQ's index expected returns. We can calculate the autocorrelation of ISEQ returns to help us make a trade decision. For example, suppose you find that ISEQ index 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 stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

ISEQ 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 ISEQ index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISEQ index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISEQ index over time.
 Current vs Lagged Prices 
Share
      Timeline 

ISEQ Lagged Returns

When evaluating ISEQ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISEQ index have on its future price. ISEQ 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, ISEQ autocorrelation shows the relationship between ISEQ index current value and its past values and can show if there is a momentum factor associated with investing in ISEQ.
 Regressed Prices 
Share
      Timeline 

ISEQ Investors Sentiment

The influence of ISEQ's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in ISEQ. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ISEQ in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, ISEQ's short interest history, or implied volatility extrapolated from ISEQ options trading.

Current Sentiment - ISEQ

ISEQ Investor Sentiment

Most of Macroaxis investors are at this time bullish on ISEQ. What is your judgment towards investing in Ireland companies? Are you bullish or bearish on ISEQ?
Bullish
Bearish
98% Bullish
2% Bearish

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.
Check out ISEQ Hype Analysis, ISEQ Correlation, Portfolio Optimization, ISEQ Volatility, as well as analyze ISEQ Alpha and Beta and ISEQ Performance. Note that the ISEQ information on this page should be used as a complementary analysis to other ISEQ's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Other Tools for ISEQ Index

When running ISEQ price analysis, check to measure ISEQ'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 ISEQ is operating at the current time. Most of ISEQ's value examination focuses on studying past and present price action to predict the probability of ISEQ's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ISEQ's price. Additionally, you may evaluate how the addition of ISEQ to your portfolios can decrease your overall portfolio volatility.
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go