Intercare Dx Stock Market Value
| ICCO Stock | USD 0.0001 0.00 0.00% |
| Symbol | InterCare |
InterCare '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 InterCare'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 InterCare.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in InterCare on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding InterCare DX or generate 0.0% return on investment in InterCare over 180 days. InterCare is related to or competes with Strainsforpains, and Kelyniam Global. InterCare DX, Inc. operates as a biomedical and other software products development and services company More
InterCare 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 InterCare'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 InterCare DX upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 98.0 |
InterCare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for InterCare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as InterCare's standard deviation. In reality, there are many statistical measures that can use InterCare historical prices to predict the future InterCare's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (1.62) | |||
| Total Risk Alpha | (2.70) | |||
| Treynor Ratio | (0.81) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of InterCare's 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.
InterCare DX Backtested Returns
InterCare DX holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. InterCare DX exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out InterCare's Standard Deviation of 12.06, market risk adjusted performance of (0.80), and Risk Adjusted Performance of (0.08) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.83, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, InterCare will likely underperform. At this point, InterCare DX has a negative expected return of -1.56%. Please make sure to check out InterCare's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if InterCare DX performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.10 |
Insignificant predictability
InterCare DX has insignificant predictability. Overlapping area represents the amount of predictability between InterCare time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of InterCare DX price movement. The serial correlation of 0.1 indicates that less than 10.0% of current InterCare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
InterCare DX lagged returns against current returns
Autocorrelation, which is InterCare 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 InterCare's pink sheet expected returns. We can calculate the autocorrelation of InterCare returns to help us make a trade decision. For example, suppose you find that InterCare 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 |
InterCare 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 InterCare pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if InterCare pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in InterCare pink sheet over time.
Current vs Lagged Prices |
| Timeline |
InterCare Lagged Returns
When evaluating InterCare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of InterCare pink sheet have on its future price. InterCare 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, InterCare autocorrelation shows the relationship between InterCare pink sheet current value and its past values and can show if there is a momentum factor associated with investing in InterCare DX.
Regressed Prices |
| Timeline |
Pair Trading with InterCare
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 InterCare 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 InterCare will appreciate offsetting losses from the drop in the long position's value.Moving against InterCare Pink Sheet
| 0.57 | JNJ | Johnson Johnson | PairCorr |
| 0.51 | AAPL | Apple Inc | PairCorr |
| 0.45 | HQY | HealthEquity | PairCorr |
| 0.41 | TFIN | Triumph Financial, | PairCorr |
| 0.39 | DGWR | Critic Clothing | PairCorr |
The ability to find closely correlated positions to InterCare could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace InterCare 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 InterCare - 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 InterCare DX to buy it.
The correlation of InterCare 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 InterCare moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if InterCare DX 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 InterCare 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 InterCare Pink Sheet
InterCare financial ratios help investors to determine whether InterCare 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 InterCare with respect to the benefits of owning InterCare security.