Integrated Diagnostics Holdings Stock Market Value
| IDGXF Stock | USD 0.68 0.02 2.86% |
| Symbol | Integrated |
Integrated Diagnostics '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 Integrated Diagnostics' 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 Integrated Diagnostics.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Integrated Diagnostics on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Integrated Diagnostics Holdings or generate 0.0% return on investment in Integrated Diagnostics over 30 days. Integrated Diagnostics is related to or competes with ISpecimen, Star Equity, BioAffinity Technologies,, Sera Prognostics, Precipio, MDxHealth, and Star Equity. Integrated Diagnostics Holdings plc, a consumer healthcare company, provides various medical diagnostics services to pat... More
Integrated Diagnostics 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 Integrated Diagnostics' 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 Integrated Diagnostics Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1145 | |||
| Maximum Drawdown | 30.53 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 11.11 |
Integrated Diagnostics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Integrated Diagnostics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Integrated Diagnostics' standard deviation. In reality, there are many statistical measures that can use Integrated Diagnostics historical prices to predict the future Integrated Diagnostics' volatility.| Risk Adjusted Performance | 0.1008 | |||
| Jensen Alpha | 0.6616 | |||
| Total Risk Alpha | 0.1411 | |||
| Treynor Ratio | (1.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Integrated Diagnostics' 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.
Integrated Diagnostics Backtested Returns
Integrated Diagnostics appears to be out of control, given 3 months investment horizon. Integrated Diagnostics 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. By evaluating Integrated Diagnostics' technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please utilize Integrated Diagnostics' Market Risk Adjusted Performance of (1.10), standard deviation of 4.82, and Risk Adjusted Performance of 0.1008 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Integrated Diagnostics holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Integrated Diagnostics are expected to decrease at a much lower rate. During the bear market, Integrated Diagnostics is likely to outperform the market. Please check Integrated Diagnostics' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to make a quick decision on whether Integrated Diagnostics' current trending patterns will revert.
Auto-correlation | -0.81 |
Excellent reverse predictability
Integrated Diagnostics Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between Integrated Diagnostics time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Integrated Diagnostics price movement. The serial correlation of -0.81 indicates that around 81.0% of current Integrated Diagnostics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Integrated Diagnostics lagged returns against current returns
Autocorrelation, which is Integrated Diagnostics 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 Integrated Diagnostics' pink sheet expected returns. We can calculate the autocorrelation of Integrated Diagnostics returns to help us make a trade decision. For example, suppose you find that Integrated Diagnostics 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 |
Integrated Diagnostics 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 Integrated Diagnostics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Integrated Diagnostics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Integrated Diagnostics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Integrated Diagnostics Lagged Returns
When evaluating Integrated Diagnostics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Integrated Diagnostics pink sheet have on its future price. Integrated Diagnostics 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, Integrated Diagnostics autocorrelation shows the relationship between Integrated Diagnostics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Integrated Diagnostics Holdings.
Regressed Prices |
| Timeline |
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Other Information on Investing in Integrated Pink Sheet
Integrated Diagnostics financial ratios help investors to determine whether Integrated 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 Integrated with respect to the benefits of owning Integrated Diagnostics security.