Imac Holdings Stock Market Value
| BACK Stock | USD 0.14 0.02 16.67% |
| Symbol | IMAC |
IMAC Holdings '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 IMAC Holdings' otc 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 IMAC Holdings.
| 06/10/2024 |
| 01/01/2026 |
If you would invest 0.00 in IMAC Holdings on June 10, 2024 and sell it all today you would earn a total of 0.00 from holding IMAC Holdings or generate 0.0% return on investment in IMAC Holdings over 570 days. IMAC Holdings is related to or competes with Prenetics Global, Nuwellis, P3 Health, Dermata Therapeutics, Aclarion, and Purple Biotech. IMAC Holdings, Inc. owns, manages, and subleases a chain of innovative medical advancements and care regeneration center... More
IMAC Holdings 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 IMAC Holdings' otc 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 IMAC Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.7 | |||
| Information Ratio | 0.1158 | |||
| Maximum Drawdown | 271.43 | |||
| Value At Risk | (22.27) | |||
| Potential Upside | 37.8 |
IMAC Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMAC Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMAC Holdings' standard deviation. In reality, there are many statistical measures that can use IMAC Holdings historical prices to predict the future IMAC Holdings' volatility.| Risk Adjusted Performance | 0.0924 | |||
| Jensen Alpha | 4.18 | |||
| Total Risk Alpha | 1.02 | |||
| Sortino Ratio | 0.2122 | |||
| Treynor Ratio | (0.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IMAC Holdings' 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.
IMAC Holdings Backtested Returns
IMAC Holdings is out of control given 3 months investment horizon. IMAC Holdings retains Efficiency (Sharpe Ratio) of 0.14, which attests that the entity had a 0.14 % return per unit of return volatility over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 4.69% are justified by taking the suggested risk. Use IMAC Holdings Market Risk Adjusted Performance of (0.62), downside deviation of 17.7, and Semi Deviation of 13.5 to evaluate company specific risk that cannot be diversified away. IMAC Holdings holds a performance score of 10 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -6.02, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning IMAC Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, IMAC Holdings is expected to outperform it. Use IMAC Holdings sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to analyze future returns on IMAC Holdings.
Auto-correlation | -0.33 |
Poor reverse predictability
IMAC Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between IMAC Holdings time series from 10th of June 2024 to 22nd of March 2025 and 22nd of March 2025 to 1st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IMAC Holdings price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current IMAC Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IMAC Holdings lagged returns against current returns
Autocorrelation, which is IMAC Holdings otc 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 IMAC Holdings' otc stock expected returns. We can calculate the autocorrelation of IMAC Holdings returns to help us make a trade decision. For example, suppose you find that IMAC Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
IMAC Holdings 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 IMAC Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IMAC Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IMAC Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
IMAC Holdings Lagged Returns
When evaluating IMAC Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IMAC Holdings otc stock have on its future price. IMAC Holdings 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, IMAC Holdings autocorrelation shows the relationship between IMAC Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in IMAC Holdings.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in IMAC OTC Stock
IMAC Holdings financial ratios help investors to determine whether IMAC OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IMAC with respect to the benefits of owning IMAC Holdings security.