Infratil Limited Stock Market Value
| IFUUF Stock | USD 7.25 0.00 0.00% |
| Symbol | Infratil |
Infratil '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 Infratil'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 Infratil.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Infratil on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Infratil Limited or generate 0.0% return on investment in Infratil over 30 days. Infratil is related to or competes with Mercury NZ, Brookfield Renewable, and Hera SpA. Infratil Limited owns and operates infrastructure businesses and investments primarily in New Zealand, Australia, the Un... More
Infratil 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 Infratil'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 Infratil Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1099 | |||
| Maximum Drawdown | 37.15 | |||
| Potential Upside | 0.4243 |
Infratil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infratil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infratil's standard deviation. In reality, there are many statistical measures that can use Infratil historical prices to predict the future Infratil's volatility.| Risk Adjusted Performance | 0.1071 | |||
| Jensen Alpha | 0.4754 | |||
| Total Risk Alpha | 0.0802 | |||
| Treynor Ratio | 0.7 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Infratil'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.
Infratil Limited Backtested Returns
Infratil appears to be slightly risky, given 3 months investment horizon. Infratil Limited 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 evaluating Infratil's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize Infratil's Market Risk Adjusted Performance of 0.71, standard deviation of 4.15, and Risk Adjusted Performance of 0.1071 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Infratil holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Infratil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Infratil is expected to be smaller as well. Please check Infratil's mean deviation, jensen alpha, as well as the relationship between the Jensen Alpha and rate of daily change , to make a quick decision on whether Infratil's current trending patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Infratil Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Infratil time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Infratil Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Infratil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Infratil Limited lagged returns against current returns
Autocorrelation, which is Infratil 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 Infratil's pink sheet expected returns. We can calculate the autocorrelation of Infratil returns to help us make a trade decision. For example, suppose you find that Infratil 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 |
Infratil 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 Infratil pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infratil pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infratil pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Infratil Lagged Returns
When evaluating Infratil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infratil pink sheet have on its future price. Infratil 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, Infratil autocorrelation shows the relationship between Infratil pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Infratil Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Infratil Pink Sheet
Infratil financial ratios help investors to determine whether Infratil 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 Infratil with respect to the benefits of owning Infratil security.