Innovativ Media Group Stock Market Value
| DMAN Stock | USD 0.0004 0.00 0.00% |
| Symbol | Innovativ |
Innovativ 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 Innovativ Media'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 Innovativ Media.
| 12/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Innovativ Media on December 9, 2025 and sell it all today you would earn a total of 0.00 from holding Innovativ Media Group or generate 0.0% return on investment in Innovativ Media over 30 days. Innovativ Media is related to or competes with AJ1G. Demand Brands, Inc. focuses on developing electroseismic applications and drone programs technologies for the energy ind... More
Innovativ 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 Innovativ Media'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 Innovativ Media Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.07 | |||
| Information Ratio | 0.0402 | |||
| Maximum Drawdown | 125.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Innovativ Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovativ Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovativ Media's standard deviation. In reality, there are many statistical measures that can use Innovativ Media historical prices to predict the future Innovativ Media's volatility.| Risk Adjusted Performance | 0.0424 | |||
| Jensen Alpha | 0.867 | |||
| Total Risk Alpha | (0.78) | |||
| Sortino Ratio | 0.0296 | |||
| Treynor Ratio | (0.83) |
Innovativ Media Group Backtested Returns
Innovativ Media is out of control given 3 months investment horizon. Innovativ Media Group holds Efficiency (Sharpe) Ratio of 0.0765, which attests that the entity had a 0.0765 % return per unit of risk over the last 3 months. We were able to analyze twenty-four different technical indicators, which can help you to evaluate if expected returns of 1.43% are justified by taking the suggested risk. Use Innovativ Media Group Downside Deviation of 25.07, market risk adjusted performance of (0.82), and Risk Adjusted Performance of 0.0424 to evaluate company specific risk that cannot be diversified away. Innovativ Media holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.97, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Innovativ Media are expected to decrease slowly. On the other hand, during market turmoil, Innovativ Media is expected to outperform it slightly. Use Innovativ Media Group sortino ratio and the relationship between the potential upside and day typical price , to analyze future returns on Innovativ Media Group.
Auto-correlation | 0.40 |
Average predictability
Innovativ Media Group has average predictability. Overlapping area represents the amount of predictability between Innovativ Media time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 Innovativ Media Group price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Innovativ Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Innovativ Media Group lagged returns against current returns
Autocorrelation, which is Innovativ Media 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 Innovativ Media's pink sheet expected returns. We can calculate the autocorrelation of Innovativ Media returns to help us make a trade decision. For example, suppose you find that Innovativ Media 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 |
Innovativ 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 Innovativ Media pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Innovativ Media pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Innovativ Media pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Innovativ Media Lagged Returns
When evaluating Innovativ Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Innovativ Media pink sheet have on its future price. Innovativ 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, Innovativ Media autocorrelation shows the relationship between Innovativ Media pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Innovativ Media Group.
Regressed Prices |
| Timeline |
Pair Trading with Innovativ Media
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Innovativ Media position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Innovativ Media will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Innovativ Media could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Innovativ Media when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Innovativ Media - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Innovativ Media Group to buy it.
The correlation of Innovativ Media is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Innovativ Media moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Innovativ Media Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Innovativ Media can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Innovativ Pink Sheet
Innovativ Media financial ratios help investors to determine whether Innovativ Pink Sheet 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 Innovativ with respect to the benefits of owning Innovativ Media security.