Image Protect Stock Market Value
IMTL Stock | USD 0.0002 0.0001 100.00% |
Symbol | Image |
Image Protect '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 Image Protect's pink sheet 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 Image Protect.
03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Image Protect on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Image Protect or generate 0.0% return on investment in Image Protect over 30 days. Image Protect is related to or competes with Salesforce, S A P, Intuit, ServiceNow, Uber Technologies, Shopify, and Cadence Design. Image Protect, Inc., a tech and media company, focuses on microcap news, information, and disclosures More
Image Protect 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 Image Protect's pink sheet 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 Image Protect upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 47.87 | |||
Information Ratio | 0.1781 | |||
Maximum Drawdown | 150.0 | |||
Value At Risk | (50.00) | |||
Potential Upside | 100.0 |
Image Protect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Image Protect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Image Protect's standard deviation. In reality, there are many statistical measures that can use Image Protect historical prices to predict the future Image Protect's volatility.Risk Adjusted Performance | 0.121 | |||
Jensen Alpha | 7.56 | |||
Total Risk Alpha | 1.95 | |||
Sortino Ratio | 0.1406 | |||
Treynor Ratio | (0.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Image Protect'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.
Image Protect Backtested Returns
Image Protect is out of control given 3 months investment horizon. Image Protect holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 7.14% are justified by taking the suggested risk. Use Image Protect Downside Deviation of 47.87, risk adjusted performance of 0.121, and Market Risk Adjusted Performance of (0.70) to evaluate company specific risk that cannot be diversified away. Image Protect holds a performance score of 14 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -9.55, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Image Protect are expected to decrease by larger amounts. On the other hand, during market turmoil, Image Protect is expected to outperform it. Use Image Protect standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Image Protect.
Auto-correlation | 0.00 |
No correlation between past and present
Image Protect has no correlation between past and present. Overlapping area represents the amount of predictability between Image Protect time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd 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 Image Protect price movement. The serial correlation of 0.0 indicates that just 0.0% of current Image Protect price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.0 | |
Spearman Rank Test | 0.93 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Image Protect lagged returns against current returns
Autocorrelation, which is Image Protect pink sheet'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 Image Protect's pink sheet expected returns. We can calculate the autocorrelation of Image Protect returns to help us make a trade decision. For example, suppose you find that Image Protect has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Image Protect 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 Image Protect pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Image Protect pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Image Protect pink sheet over time.
Current vs Lagged Prices |
Timeline |
Image Protect Lagged Returns
When evaluating Image Protect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Image Protect pink sheet have on its future price. Image Protect 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, Image Protect autocorrelation shows the relationship between Image Protect pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Image Protect.
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 Image Protect 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, Image Protect's short interest history, or implied volatility extrapolated from Image Protect options trading.
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Try AI Portfolio ArchitectCheck out Image Protect Correlation, Image Protect Volatility and Image Protect Alpha and Beta module to complement your research on Image Protect. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Complementary Tools for Image Pink Sheet analysis
When running Image Protect's price analysis, check to measure Image Protect'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 Image Protect is operating at the current time. Most of Image Protect's value examination focuses on studying past and present price action to predict the probability of Image Protect's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Image Protect's price. Additionally, you may evaluate how the addition of Image Protect to your portfolios can decrease your overall portfolio volatility.
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Image Protect technical pink sheet 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, pink sheet market cycles, or different charting patterns.