Ifabric Corp Stock Market Value
| IFABF Stock | USD 1.29 0.07 5.15% |
| Symbol | IFabric |
IFabric 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 IFabric 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 IFabric Corp.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in IFabric Corp on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding iFabric Corp or generate 0.0% return on investment in IFabric Corp over 360 days. IFabric Corp is related to or competes with First Hydrogen, Boss Holdings, Unisync Corp, Parks America, and Margo Caribe. iFabric Corp. designs and distributes womens intimate apparel and accessories in Canada, the United States, the United K... More
IFabric 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 IFabric 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 iFabric Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.34 | |||
| Information Ratio | 0.11 | |||
| Maximum Drawdown | 22.04 | |||
| Value At Risk | (5.62) | |||
| Potential Upside | 11.63 |
IFabric Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IFabric Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IFabric Corp's standard deviation. In reality, there are many statistical measures that can use IFabric Corp historical prices to predict the future IFabric Corp's volatility.| Risk Adjusted Performance | 0.1022 | |||
| Jensen Alpha | 0.6789 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0895 | |||
| Treynor Ratio | (0.57) |
iFabric Corp Backtested Returns
IFabric Corp appears to be extremely dangerous, given 3 months investment horizon. iFabric Corp 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 examining IFabric Corp's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize IFabric Corp's Downside Deviation of 5.34, market risk adjusted performance of (0.56), and Risk Adjusted Performance of 0.1022 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IFabric Corp holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -1.02, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning IFabric Corp are expected to decrease slowly. On the other hand, during market turmoil, IFabric Corp is expected to outperform it slightly. Please check IFabric Corp's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether IFabric Corp's current trending patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
iFabric Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between IFabric Corp time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of iFabric Corp price movement. The serial correlation of -0.09 indicates that less than 9.0% of current IFabric Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
iFabric Corp lagged returns against current returns
Autocorrelation, which is IFabric 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 IFabric Corp's otc stock expected returns. We can calculate the autocorrelation of IFabric Corp returns to help us make a trade decision. For example, suppose you find that IFabric 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 |
IFabric 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 IFabric Corp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IFabric 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 IFabric Corp otc stock over time.
Current vs Lagged Prices |
| Timeline |
IFabric Corp Lagged Returns
When evaluating IFabric Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IFabric Corp otc stock have on its future price. IFabric 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, IFabric Corp autocorrelation shows the relationship between IFabric Corp otc stock current value and its past values and can show if there is a momentum factor associated with investing in iFabric Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IFabric OTC Stock
IFabric Corp financial ratios help investors to determine whether IFabric 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 IFabric with respect to the benefits of owning IFabric Corp security.