Ifan Financial Stock Market Value
| IFAN Stock | USD 0.0003 0.0001 50.00% |
| Symbol | IFAN |
IFAN Financial '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 IFAN Financial'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 IFAN Financial.
| 11/06/2023 |
| 11/30/2024 |
If you would invest 0.00 in IFAN Financial on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding IFAN Financial or generate 0.0% return on investment in IFAN Financial over 390 days. IFAN Financial is related to or competes with Embrace Change. IFAN Financial, Inc., together with its subsidiaries, designs, develops, and distributes software to enable mobile payme... More
IFAN Financial 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 IFAN Financial'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 IFAN Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1724 | |||
| Maximum Drawdown | 583.33 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
IFAN Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IFAN Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IFAN Financial's standard deviation. In reality, there are many statistical measures that can use IFAN Financial historical prices to predict the future IFAN Financial's volatility.| Risk Adjusted Performance | 0.1432 | |||
| Jensen Alpha | 12.75 | |||
| Total Risk Alpha | 0.5054 | |||
| Treynor Ratio | (2.42) |
IFAN Financial Backtested Returns
IFAN Financial is out of control given 3 months investment horizon. IFAN Financial retains Efficiency (Sharpe Ratio) of 0.18, which attests that the entity had a 0.18% return per unit of return volatility over the last 3 months. We were able to analyze twenty-two different technical indicators, which can help you to evaluate if expected returns of 12.7% are justified by taking the suggested risk. Use IFAN Financial Coefficient Of Variation of 573.58, market risk adjusted performance of (2.41), and Standard Deviation of 69.52 to evaluate company specific risk that cannot be diversified away. IFAN Financial holds a performance score of 14 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -5.01, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning IFAN Financial are expected to decrease by larger amounts. On the other hand, during market turmoil, IFAN Financial is expected to outperform it. Use IFAN Financial information ratio and the relationship between the maximum drawdown and price action indicator , to analyze future returns on IFAN Financial.
Auto-correlation | -0.17 |
Insignificant reverse predictability
IFAN Financial has insignificant reverse predictability. Overlapping area represents the amount of predictability between IFAN Financial time series from 6th of November 2023 to 19th of May 2024 and 19th of May 2024 to 30th 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 IFAN Financial price movement. The serial correlation of -0.17 indicates that over 17.0% of current IFAN Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IFAN Financial lagged returns against current returns
Autocorrelation, which is IFAN Financial 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 IFAN Financial's pink sheet expected returns. We can calculate the autocorrelation of IFAN Financial returns to help us make a trade decision. For example, suppose you find that IFAN Financial 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 |
IFAN Financial 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 IFAN Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IFAN Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IFAN Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IFAN Financial Lagged Returns
When evaluating IFAN Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IFAN Financial pink sheet have on its future price. IFAN Financial 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, IFAN Financial autocorrelation shows the relationship between IFAN Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IFAN Financial.
Regressed Prices |
| Timeline |
Pair Trading with IFAN Financial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IFAN Financial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IFAN Financial will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to IFAN Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IFAN Financial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IFAN Financial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling IFAN Financial to buy it.
The correlation of IFAN Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IFAN Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if IFAN Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IFAN Financial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in IFAN Pink Sheet
IFAN Financial financial ratios help investors to determine whether IFAN 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 IFAN with respect to the benefits of owning IFAN Financial security.