Imagion Biosystems Limited Stock Market Value

Symbol

Imagion

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 Imagion Biosystems' 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 Imagion Biosystems.

Imagion Biosystems Upside/Downside Indicators

Imagion Biosystems Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Imagion Biosystems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imagion Biosystems' standard deviation. In reality, there are many statistical measures that can use Imagion Biosystems historical prices to predict the future Imagion Biosystems' volatility.

Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Imagion Biosystems' 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.

Autocorrelation, which is Imagion Biosystems 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 Imagion Biosystems' pink sheet expected returns. We can calculate the autocorrelation of Imagion Biosystems returns to help us make a trade decision. For example, suppose you find that Imagion Biosystems 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Imagion Biosystems pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imagion Biosystems pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imagion Biosystems pink sheet over time.

When evaluating Imagion Biosystems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imagion Biosystems pink sheet have on its future price. Imagion Biosystems 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, Imagion Biosystems autocorrelation shows the relationship between Imagion Biosystems pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Imagion Biosystems Limited.

Imagion Biosystems financial ratios help investors to determine whether Imagion 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 Imagion with respect to the benefits of owning Imagion Biosystems security.