Identa Corp Stock Market Value
| IDTA Stock | USD 0.18 0.02 10.00% |
| Symbol | Identa |
Identa Corp '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 Identa Corp's otc 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 Identa Corp.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Identa Corp on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Identa Corp or generate 0.0% return on investment in Identa Corp over 30 days. Identa Corp is related to or competes with Epigenomics, and Vaccinex. IDenta Corp. develops, manufactures, and supplies field detection and home diagnostics testing kits for narcotics and ex... More
Identa Corp 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 Identa Corp's otc 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 Identa Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.58 | |||
| Information Ratio | 0.0371 | |||
| Maximum Drawdown | 76.02 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 25.0 |
Identa Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Identa Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Identa Corp's standard deviation. In reality, there are many statistical measures that can use Identa Corp historical prices to predict the future Identa Corp's volatility.| Risk Adjusted Performance | 0.0404 | |||
| Jensen Alpha | 0.6509 | |||
| Total Risk Alpha | (0.65) | |||
| Sortino Ratio | 0.0272 | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Identa Corp'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.
Identa Corp Backtested Returns
Identa Corp appears to be out of control, given 3 months investment horizon. Identa Corp holds Efficiency (Sharpe) Ratio of 0.0471, which attests that the entity had a 0.0471 % return per unit of risk over the last 3 months. By evaluating Identa Corp's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Identa Corp's Risk Adjusted Performance of 0.0404, market risk adjusted performance of (0.21), and Downside Deviation of 15.58 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Identa Corp holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of -2.23, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Identa Corp are expected to decrease by larger amounts. On the other hand, during market turmoil, Identa Corp is expected to outperform it. Please check Identa Corp's coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether Identa Corp's current trending patterns will revert.
Auto-correlation | -0.52 |
Good reverse predictability
Identa Corp has good reverse predictability. Overlapping area represents the amount of predictability between Identa Corp time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Identa Corp price movement. The serial correlation of -0.52 indicates that about 52.0% of current Identa Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Identa Corp lagged returns against current returns
Autocorrelation, which is Identa Corp otc 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 Identa Corp's otc stock expected returns. We can calculate the autocorrelation of Identa Corp returns to help us make a trade decision. For example, suppose you find that Identa Corp has exhibited high autocorrelation historically, and you observe that the otc 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 |
Identa Corp 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 Identa Corp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Identa Corp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Identa Corp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Identa Corp Lagged Returns
When evaluating Identa Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Identa Corp otc stock have on its future price. Identa Corp 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, Identa Corp autocorrelation shows the relationship between Identa Corp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Identa Corp.
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 Identa OTC Stock
Identa Corp financial ratios help investors to determine whether Identa OTC 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 Identa with respect to the benefits of owning Identa Corp security.