Integrated Media Technology Stock Market Value
| IMTE Stock | USD 1.90 0.25 11.63% |
| Symbol | Integrated |
Integrated Media Tec Price To Book Ratio
Is Integrated Media's 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 Integrated Media. If investors know Integrated 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 Integrated Media listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (4.30) | Revenue Per Share (0.50) | Quarterly Revenue Growth (0.82) | Return On Assets (0.17) | Return On Equity (0.25) |
The market value of Integrated Media Tec is measured differently than its book value, which is the value of Integrated that is recorded on the company's balance sheet. Investors also form their own opinion of Integrated Media's value that differs from its market value or its book value, called intrinsic value, which is Integrated Media's 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 Integrated Media's market value can be influenced by many factors that don't directly affect Integrated Media's 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 Integrated Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Integrated Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Integrated Media'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.
Integrated Media '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 Integrated Media'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 Integrated Media.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Integrated Media on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Integrated Media Technology or generate 0.0% return on investment in Integrated Media over 30 days. Integrated Media is related to or competes with Maximus, Network 1, First Advantage, BrightView Holdings, Civeo Corp, AZZ Incorporated, and Cass Information. Integrated Media Technology Limited offers laminated switchable glass, nano-coated plate filter, air filter, and Interne... More
Integrated Media 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 Integrated Media'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 Integrated Media Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 20.73 | |||
| Value At Risk | (5.21) | |||
| Potential Upside | 5.05 |
Integrated Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Integrated Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Integrated Media's standard deviation. In reality, there are many statistical measures that can use Integrated Media historical prices to predict the future Integrated Media's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | 0.9595 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Integrated Media'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.
Integrated Media Tec Backtested Returns
Integrated Media Tec holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of risk over the last 3 months. Integrated Media Tec exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Integrated Media's Risk Adjusted Performance of (0.08), market risk adjusted performance of 0.9695, and Standard Deviation of 3.64 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Integrated Media are expected to decrease at a much lower rate. During the bear market, Integrated Media is likely to outperform the market. Integrated Media Tec has an expected return of -0.47%. Please make sure to check out Integrated Media kurtosis, as well as the relationship between the day median price and relative strength index , to decide if Integrated Media Tec performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.54 |
Modest predictability
Integrated Media Technology has modest predictability. Overlapping area represents the amount of predictability between Integrated Media time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Integrated Media Tec price movement. The serial correlation of 0.54 indicates that about 54.0% of current Integrated Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Integrated Media Tec lagged returns against current returns
Autocorrelation, which is Integrated Media 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 Integrated Media's stock expected returns. We can calculate the autocorrelation of Integrated Media returns to help us make a trade decision. For example, suppose you find that Integrated Media 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 |
Integrated Media 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 Integrated Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Integrated Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Integrated Media stock over time.
Current vs Lagged Prices |
| Timeline |
Integrated Media Lagged Returns
When evaluating Integrated Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Integrated Media stock have on its future price. Integrated Media 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, Integrated Media autocorrelation shows the relationship between Integrated Media stock current value and its past values and can show if there is a momentum factor associated with investing in Integrated Media Technology.
Regressed Prices |
| Timeline |
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 Integrated Media 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, Integrated Media's short interest history, or implied volatility extrapolated from Integrated Media options trading.
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Try AI Portfolio ArchitectCheck out Integrated Media Correlation, Integrated Media Volatility and Integrated Media Alpha and Beta module to complement your research on Integrated Media. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Integrated Stock analysis
When running Integrated Media's price analysis, check to measure Integrated Media'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 Integrated Media is operating at the current time. Most of Integrated Media's value examination focuses on studying past and present price action to predict the probability of Integrated Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Integrated Media's price. Additionally, you may evaluate how the addition of Integrated Media to your portfolios can decrease your overall portfolio volatility.
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Integrated Media 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.