Idw Media Holdings Stock Market Value
| IDWM Stock | USD 32.00 2.50 7.25% |
| Symbol | IDW |
IDW Media '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 IDW Media'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 IDW Media.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in IDW Media on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding IDW Media Holdings or generate 0.0% return on investment in IDW Media over 30 days. IDW Media is related to or competes with Relx PLC, Nippon Telegraph, Nippon Telegraph, SoftBank Corp, SoftBank Corp, Glacier Media, and KDDI Corp. IDW Media Holdings, Inc., a diversified media company, engages in the publishing, television entertainment, and media di... More
IDW Media 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 IDW Media'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 IDW Media Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 13.37 | |||
| Value At Risk | (0.71) |
IDW Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IDW Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IDW Media's standard deviation. In reality, there are many statistical measures that can use IDW Media historical prices to predict the future IDW Media's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (1.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IDW Media'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.
IDW Media Holdings Backtested Returns
IDW Media Holdings holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of standard deviation over the last 3 months. IDW Media Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IDW Media's risk adjusted performance of (0.08), and Market Risk Adjusted Performance of (1.11) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IDW Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding IDW Media is expected to be smaller as well. At this point, IDW Media Holdings has a negative expected return of -0.23%. Please make sure to check out IDW Media's value at risk, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to decide if IDW Media Holdings performance from the past will be repeated at future time.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
IDW Media Holdings lagged returns against current returns
Autocorrelation, which is IDW Media 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 IDW Media's pink sheet expected returns. We can calculate the autocorrelation of IDW Media returns to help us make a trade decision. For example, suppose you find that IDW Media 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 |
IDW Media 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 IDW Media pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IDW Media pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IDW Media pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IDW Media Lagged Returns
When evaluating IDW Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IDW Media pink sheet have on its future price. IDW Media 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, IDW Media autocorrelation shows the relationship between IDW Media pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IDW Media Holdings.
Regressed Prices |
| Timeline |
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IDW Media financial ratios help investors to determine whether IDW 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 IDW with respect to the benefits of owning IDW Media security.