Inpoint Commercial Real Preferred Stock Market Value
| ICR-PA Preferred Stock | 19.90 0.10 0.51% |
| Symbol | Inpoint |
Inpoint Commercial '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 Inpoint Commercial's preferred 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 Inpoint Commercial.
| 11/27/2024 |
| 02/25/2025 |
If you would invest 0.00 in Inpoint Commercial on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding Inpoint Commercial Real or generate 0.0% return on investment in Inpoint Commercial over 90 days. Inpoint Commercial is related to or competes with Invesco Mortgage, ARMOUR Residential, Chimera Investment, and Cherry Hill. More
Inpoint Commercial 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 Inpoint Commercial's preferred 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 Inpoint Commercial Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 2.21 |
Inpoint Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inpoint Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inpoint Commercial's standard deviation. In reality, there are many statistical measures that can use Inpoint Commercial historical prices to predict the future Inpoint Commercial's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 3.39 |
Inpoint Commercial Real Backtested Returns
Inpoint Commercial Real holds Efficiency (Sharpe) Ratio of -0.0228, which attests that the entity had a -0.0228 % return per unit of risk over the last 3 months. Inpoint Commercial Real exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inpoint Commercial's Risk Adjusted Performance of (0.04), market risk adjusted performance of 3.4, and Standard Deviation of 1.61 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0298, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inpoint Commercial are expected to decrease at a much lower rate. During the bear market, Inpoint Commercial is likely to outperform the market. At this point, Inpoint Commercial Real has a negative expected return of -0.0378%. Please make sure to check out Inpoint Commercial's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Inpoint Commercial Real performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Inpoint Commercial Real has very weak reverse predictability. Overlapping area represents the amount of predictability between Inpoint Commercial time series from 27th of November 2024 to 11th of January 2025 and 11th of January 2025 to 25th of February 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 Inpoint Commercial Real price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Inpoint Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Inpoint Commercial Real lagged returns against current returns
Autocorrelation, which is Inpoint Commercial preferred 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 Inpoint Commercial's preferred stock expected returns. We can calculate the autocorrelation of Inpoint Commercial returns to help us make a trade decision. For example, suppose you find that Inpoint Commercial has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Inpoint Commercial 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 Inpoint Commercial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inpoint Commercial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inpoint Commercial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Inpoint Commercial Lagged Returns
When evaluating Inpoint Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inpoint Commercial preferred stock have on its future price. Inpoint Commercial 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, Inpoint Commercial autocorrelation shows the relationship between Inpoint Commercial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Inpoint Commercial Real.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Inpoint Preferred Stock
Inpoint Commercial financial ratios help investors to determine whether Inpoint Preferred 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 Inpoint with respect to the benefits of owning Inpoint Commercial security.