4Imprint Group (UK) Market Value
| FOUR Stock | 5,050 50.00 0.98% |
| Symbol | 4Imprint |
4Imprint Group '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 4Imprint Group'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 4Imprint Group.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in 4Imprint Group on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding 4Imprint Group Plc or generate 0.0% return on investment in 4Imprint Group over 30 days. 4Imprint Group is related to or competes with Cizzle Biotechnology, GoldMining, Silvercorp Metals, Scandinavian Tobacco, Blackrock World, and Beowulf Mining. 4Imprint Group is entity of United Kingdom More
4Imprint Group 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 4Imprint Group'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 4Imprint Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 13.09 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 3.45 |
4Imprint Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 4Imprint Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 4Imprint Group's standard deviation. In reality, there are many statistical measures that can use 4Imprint Group historical prices to predict the future 4Imprint Group's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | 1.73 |
4Imprint Group Plc Backtested Returns
4Imprint Group Plc secures Sharpe Ratio (or Efficiency) of -0.0237, which signifies that the company had a -0.0237% return per unit of standard deviation over the last 3 months. 4Imprint Group Plc exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 4Imprint Group's mean deviation of 1.66, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0274, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 4Imprint Group are expected to decrease at a much lower rate. During the bear market, 4Imprint Group is likely to outperform the market. At this point, 4Imprint Group Plc has a negative expected return of -0.0556%. Please make sure to confirm 4Imprint Group's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if 4Imprint Group Plc performance from the past will be repeated at future time.
Auto-correlation | -0.07 |
Very weak reverse predictability
4Imprint Group Plc has very weak reverse predictability. Overlapping area represents the amount of predictability between 4Imprint Group time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 4Imprint Group Plc price movement. The serial correlation of -0.07 indicates that barely 7.0% of current 4Imprint Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 2337.6 |
4Imprint Group Plc lagged returns against current returns
Autocorrelation, which is 4Imprint Group 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 4Imprint Group's stock expected returns. We can calculate the autocorrelation of 4Imprint Group returns to help us make a trade decision. For example, suppose you find that 4Imprint Group 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 |
4Imprint Group 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 4Imprint Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 4Imprint Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 4Imprint Group stock over time.
Current vs Lagged Prices |
| Timeline |
4Imprint Group Lagged Returns
When evaluating 4Imprint Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 4Imprint Group stock have on its future price. 4Imprint Group 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, 4Imprint Group autocorrelation shows the relationship between 4Imprint Group stock current value and its past values and can show if there is a momentum factor associated with investing in 4Imprint Group Plc.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for 4Imprint Stock Analysis
When running 4Imprint Group's price analysis, check to measure 4Imprint Group'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 4Imprint Group is operating at the current time. Most of 4Imprint Group's value examination focuses on studying past and present price action to predict the probability of 4Imprint Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 4Imprint Group's price. Additionally, you may evaluate how the addition of 4Imprint Group to your portfolios can decrease your overall portfolio volatility.