INFOMEDIA FPO (Australia) Market Value

IFM -  Australia Stock  

AUD 1.40  0.04  2.78%

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

Please note, there is a significant difference between INFOMEDIA FPO's value and its price as these two are different measures arrived at by different means. Investors typically determine INFOMEDIA FPO value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, INFOMEDIA FPO'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.

INFOMEDIA FPO '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 INFOMEDIA FPO'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 INFOMEDIA FPO.
0.00
03/30/2021
No Change 0.00  0.0 
In 4 months and 2 days
07/29/2021
0.00
If you would invest  0.00  in INFOMEDIA FPO on March 1, 2021 and sell it all today you would earn a total of 0.00 from holding INFOMEDIA FPO or generate 0.0% return on investment in INFOMEDIA FPO over 150 days. INFOMEDIA FPO is related to or competes with SEEK FPO, NEWS CORP, GTNETWORK FPO, HTE, IVEGROUP FPO, CARSALES FPO, and INFOMEDIA FPO. Infomedia Ltd, a technology company, develops and supplies electronic parts catalogues and service quoting software syst...

INFOMEDIA FPO 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 INFOMEDIA FPO'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 INFOMEDIA FPO upside and downside potential and time the market with a certain degree of confidence.

INFOMEDIA FPO Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for INFOMEDIA FPO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as INFOMEDIA FPO's standard deviation. In reality, there are many statistical measures that can use INFOMEDIA FPO historical prices to predict the future INFOMEDIA FPO's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of INFOMEDIA FPO'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 INFOMEDIA FPO in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.071.404.11
Details
Intrinsic
Valuation
LowReal ValueHigh
0.061.223.93
Details
Naive
Forecast
LowNext ValueHigh
0.0288291.444.15
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1.371.461.56
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as INFOMEDIA FPO. Your research has to be compared to or analyzed against INFOMEDIA FPO's peers to derive any actionable benefits. When done correctly, INFOMEDIA FPO'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 INFOMEDIA FPO.

INFOMEDIA FPO Backtested Returns

INFOMEDIA FPO holds Efficiency (Sharpe) Ratio of -0.0947, which attests that the entity had -0.0947% of return per unit of return volatility over the last 3 months. Macroaxis approach to determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. INFOMEDIA FPO exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out INFOMEDIA FPO market risk adjusted performance of 0.2838, and Risk Adjusted Performance of (0.043628) to validate the risk estimate we provide.
The company retains a Market Volatility (i.e., Beta) of -0.6898, which attests to possible diversification benefits within a given portfolio. Let's try to break down what INFOMEDIA's beta means in this case. As returns on the market increase, returns on owning INFOMEDIA FPO are expected to decrease at a much lower rate. During the bear market, INFOMEDIA FPO is likely to outperform the market. Even though it is essential to pay attention to INFOMEDIA FPO current price history, it is always good to be careful when utilizing equity current price movements. Our approach to determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. INFOMEDIA FPO exposes twenty-one different technical indicators, which can help you to evaluate its performance. INFOMEDIA FPO has an expected return of -0.26%. Please be advised to check out INFOMEDIA FPO coefficient of variation, variance, and the relationship between the downside deviation and standard deviation to decide if INFOMEDIA FPO performance from the past will be repeated in the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.04   

Virtually no predictability

INFOMEDIA FPO has virtually no predictability. Overlapping area represents the amount of predictability between INFOMEDIA FPO time series from 1st of March 2021 to 15th of May 2021 and 30th of May 2021 to 29th of July 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of INFOMEDIA FPO price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current INFOMEDIA FPO price fluctuation can be explain by its past prices.
Correlation Coefficient0.04
Spearman Rank Test-0.07
Residual Average0.0
Price Variance0.0

INFOMEDIA FPO lagged returns against current returns

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

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

INFOMEDIA FPO Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in INFOMEDIA FPO without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as INFOMEDIA FPO using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please see INFOMEDIA FPO Hype Analysis, INFOMEDIA FPO Correlation, INFOMEDIA FPO Valuation, INFOMEDIA FPO Volatility, as well as analyze INFOMEDIA FPO Alpha and Beta and INFOMEDIA FPO Performance. Note that the INFOMEDIA FPO information on this page should be used as a complementary analysis to other INFOMEDIA FPO'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for INFOMEDIA Stock analysis

When running INFOMEDIA FPO price analysis, check to measure INFOMEDIA FPO'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 INFOMEDIA FPO is operating at the current time. Most of INFOMEDIA FPO's value examination focuses on studying past and present price action to predict the probability of INFOMEDIA FPO's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move INFOMEDIA FPO's price. Additionally, you may evaluate how the addition of INFOMEDIA FPO to your portfolios can decrease your overall portfolio volatility.
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INFOMEDIA FPO 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 INFOMEDIA FPO technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of INFOMEDIA FPO 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...