The company retains a Market Volatility (i.e., Beta) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Impac Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Impac Mortgage is expected to be smaller as well. At this point, Impac Mortgage Holdings has a negative expected return of -0.7%. Please make sure to check out Impac Mortgage's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Impac Mortgage Holdings performance from the past will be repeated at some point in the near future.
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Over the last 90 days Impac Mortgage Holdings has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in February 2026. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
Impac
Impac Mortgage Relative Risk vs. Return Landscape
If you would invest 14.00 in Impac Mortgage Holdings on October 14, 2025 and sell it today you would lose (8.00) from holding Impac Mortgage Holdings or give up 57.14% of portfolio value over 90 days. Impac Mortgage Holdings is currently does not generate positive expected returns and assumes 11.4413% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than Impac, and most traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
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Given the investment horizon of 90 days Impac Mortgage is expected to under-perform the market. In addition to that, the company is 16.3 times more volatile than its market benchmark. It trades about -0.06 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.16 per unit of volatility.
Impac Mortgage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Impac Mortgage's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Impac Mortgage Holdings, and traders can use it to determine the average amount a Impac Mortgage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0614
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Based on monthly moving average Impac Mortgage is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Impac Mortgage by adding Impac Mortgage to a well-diversified portfolio.
Things to note about Impac Mortgage Holdings performance evaluation
Checking the ongoing alerts about Impac Mortgage for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Impac Mortgage Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Impac Mortgage generated a negative expected return over the last 90 days
Impac Mortgage has some characteristics of a very speculative penny stock
Evaluating Impac Mortgage's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Impac Mortgage's pink sheet performance include:
Analyzing Impac Mortgage's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Impac Mortgage's stock is overvalued or undervalued compared to its peers.
Examining Impac Mortgage's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
Evaluating Impac Mortgage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Impac Mortgage's management team can help you assess the Company's leadership.
Pay attention to analyst opinions and ratings of Impac Mortgage's pink sheet. These opinions can provide insight into Impac Mortgage's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Impac Mortgage's pink sheet performance is not an exact science, and many factors can impact Impac Mortgage's pink sheet market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.