Infosys Stock Market Value

INFY
 Stock
  

USD 20.21  0.30  1.46%   

Infosys' market value is the price at which a share of Infosys stock trades on a public exchange. It measures the collective expectations of Infosys Ltd ADR investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Infosys Ltd ADR and determine expected loss or profit from investing in Infosys over a given investment horizon. Please see Infosys Correlation, Infosys Volatility and Infosys Alpha and Beta module to complement your research on Infosys.
Symbol


Is Infosys' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Infosys. If investors know Infosys will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Infosys listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Infosys Ltd ADR is measured differently than its book value, which is the value of Infosys that is recorded on the company's balance sheet. Investors also form their own opinion of Infosys' value that differs from its market value or its book value, called intrinsic value, which is Infosys' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Infosys' market value can be influenced by many factors that don't directly affect Infosys' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Infosys' value and its price as these two are different measures arrived at by different means. Investors typically determine Infosys value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Infosys' 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.

Infosys '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 Infosys' 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 Infosys.
0.00
12/12/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/02/2022
0.00
If you would invest  0.00  in Infosys on December 12, 2020 and sell it all today you would earn a total of 0.00 from holding Infosys Ltd ADR or generate 0.0% return on investment in Infosys over 720 days. Infosys is related to or competes with PT Bank, Bank Central, GROWTH FUND, Etsy, and RETAILING PORTFOLIO. Infosys Limited, together with its subsidiaries, provides consulting, technology, outsourcing, and next-generation digit... More

Infosys 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 Infosys' 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 Infosys Ltd ADR upside and downside potential and time the market with a certain degree of confidence.

Infosys Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Infosys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infosys' standard deviation. In reality, there are many statistical measures that can use Infosys historical prices to predict the future Infosys' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Infosys' 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 Infosys in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
18.7420.5322.32
Details
Intrinsic
Valuation
LowReal ValueHigh
18.4625.1026.89
Details
Naive
Forecast
LowNext ValueHigh
18.8020.5922.38
Details
9 Analysts
Consensus
LowTarget PriceHigh
18.0026.4030.70
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Infosys. Your research has to be compared to or analyzed against Infosys' peers to derive any actionable benefits. When done correctly, Infosys' 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 Infosys Ltd ADR.

Infosys Ltd ADR Backtested Returns

Infosys appears to be very steady, given 3 months investment horizon. Infosys Ltd ADR holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had 0.11% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Infosys Ltd ADR, which you can use to evaluate the future volatility of the firm. Please utilize Infosys' Risk Adjusted Performance of 0.1668, downside deviation of 1.62, and Market Risk Adjusted Performance of 0.2097 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Infosys holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 0.9217, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Infosys's beta means in this case. Infosys returns are very sensitive to returns on the market. As the market goes up or down, Infosys is expected to follow. Although it is important to respect Infosys Ltd ADR current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Infosys Ltd ADR technical indicators, you can presently evaluate if the expected return of 0.2% will be sustainable into the future. Please utilizes Infosys total risk alpha, as well as the relationship between the downside variance and daily balance of power to make a quick decision on whether Infosys Ltd ADR current trending patterns will revert.

Auto-correlation

    
  -0.72  

Almost perfect reverse predictability

Infosys Ltd ADR has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Infosys time series from 12th of December 2020 to 7th of December 2021 and 7th of December 2021 to 2nd of December 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 Infosys Ltd ADR price movement. The serial correlation of -0.72 indicates that around 72.0% of current Infosys price fluctuation can be explain by its past prices.
Correlation Coefficient-0.72
Spearman Rank Test-0.73
Residual Average0.0
Price Variance5.9

Infosys Ltd ADR lagged returns against current returns

Autocorrelation, which is Infosys 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 Infosys' stock expected returns. We can calculate the autocorrelation of Infosys returns to help us make a trade decision. For example, suppose you find that Infosys stock 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   
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       Timeline  

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

Infosys Lagged Returns

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

Infosys Investors Sentiment

The influence of Infosys' 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 Infosys. 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.
Investor biases related to Infosys' public news can be used to forecast risks associated with investment in Infosys. The trend in average sentiment can be used to explain how an investor holding Infosys can time the market purely based on public headlines and social activities around Infosys Ltd ADR. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Infosys' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Infosys' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Infosys' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Infosys.
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 Infosys 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, Infosys' short interest history, or implied volatility extrapolated from Infosys options trading.

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Please see Infosys Correlation, Infosys Volatility and Infosys Alpha and Beta module to complement your research on Infosys. Note that the Infosys Ltd ADR information on this page should be used as a complementary analysis to other Infosys' 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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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When running Infosys Ltd ADR price analysis, check to measure Infosys' 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 Infosys is operating at the current time. Most of Infosys' value examination focuses on studying past and present price action to predict the probability of Infosys' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Infosys' price. Additionally, you may evaluate how the addition of Infosys to your portfolios can decrease your overall portfolio volatility.
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Infosys technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Infosys technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Infosys trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...