Imperial Equities Stock Market Value
| IEI Stock | CAD 4.03 0.45 10.04% |
| Symbol | Imperial |
Imperial Equities Price To Book Ratio
Imperial Equities '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 Imperial Equities' 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 Imperial Equities.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Imperial Equities on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Imperial Equities or generate 0.0% return on investment in Imperial Equities over 720 days. Imperial Equities is related to or competes with Urbanfund Corp, Gulf Pacific, Mongolia Growth, and Inventronics. Imperial Equities Inc. engages in the acquisition, development, redevelopment, leasing, and sale of commercial and indus... More
Imperial Equities 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 Imperial Equities' 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 Imperial Equities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 12.94 | |||
| Value At Risk | (0.44) |
Imperial Equities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imperial Equities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imperial Equities' standard deviation. In reality, there are many statistical measures that can use Imperial Equities historical prices to predict the future Imperial Equities' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 0.2514 |
Imperial Equities Backtested Returns
At this stage we consider Imperial Stock to be slightly risky. Imperial Equities holds Efficiency (Sharpe) Ratio of 0.0175, which attests that the entity had a 0.0175% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Imperial Equities, which you can use to evaluate the volatility of the firm. Please check out Imperial Equities' Risk Adjusted Performance of (0.03), standard deviation of 2.28, and Market Risk Adjusted Performance of 0.2614 to validate if the risk estimate we provide is consistent with the expected return of 0.0354%. Imperial Equities has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Imperial Equities are expected to decrease at a much lower rate. During the bear market, Imperial Equities is likely to outperform the market. Imperial Equities right now retains a risk of 2.02%. Please check out Imperial Equities skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Imperial Equities will be following its current trending patterns.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Imperial Equities has insignificant reverse predictability. Overlapping area represents the amount of predictability between Imperial Equities time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Imperial Equities price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Imperial Equities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Imperial Equities lagged returns against current returns
Autocorrelation, which is Imperial Equities 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 Imperial Equities' stock expected returns. We can calculate the autocorrelation of Imperial Equities returns to help us make a trade decision. For example, suppose you find that Imperial Equities has exhibited high autocorrelation historically, and you observe that the 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 |
Imperial Equities 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 Imperial Equities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imperial Equities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imperial Equities stock over time.
Current vs Lagged Prices |
| Timeline |
Imperial Equities Lagged Returns
When evaluating Imperial Equities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imperial Equities stock have on its future price. Imperial Equities 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, Imperial Equities autocorrelation shows the relationship between Imperial Equities stock current value and its past values and can show if there is a momentum factor associated with investing in Imperial Equities.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Imperial Stock Analysis
When running Imperial Equities' price analysis, check to measure Imperial Equities' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Imperial Equities is operating at the current time. Most of Imperial Equities' value examination focuses on studying past and present price action to predict the probability of Imperial Equities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Imperial Equities' price. Additionally, you may evaluate how the addition of Imperial Equities to your portfolios can decrease your overall portfolio volatility.