Integrated Cannabis Solutions Stock Market Value
| IGPK Stock | USD 0 0.0001 2.78% |
| Symbol | Integrated |
Integrated Cannabis '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 Integrated Cannabis' 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 Integrated Cannabis.
| 08/25/2024 |
| 11/23/2024 |
If you would invest 0.00 in Integrated Cannabis on August 25, 2024 and sell it all today you would earn a total of 0.00 from holding Integrated Cannabis Solutions or generate 0.0% return on investment in Integrated Cannabis over 90 days. Integrated Cannabis Solutions, Inc. focuses on the growing and processing of hemp or biomass in the United States More
Integrated Cannabis 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 Integrated Cannabis' 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 Integrated Cannabis Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.21 | |||
| Information Ratio | 0.0563 | |||
| Maximum Drawdown | 59.15 | |||
| Value At Risk | (13.21) | |||
| Potential Upside | 15.56 |
Integrated Cannabis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Integrated Cannabis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Integrated Cannabis' standard deviation. In reality, there are many statistical measures that can use Integrated Cannabis historical prices to predict the future Integrated Cannabis' volatility.| Risk Adjusted Performance | 0.063 | |||
| Jensen Alpha | 0.435 | |||
| Total Risk Alpha | (0.84) | |||
| Sortino Ratio | 0.0523 | |||
| Treynor Ratio | 0.3596 |
Integrated Cannabis Backtested Returns
Integrated Cannabis appears to be out of control, given 3 months investment horizon. Integrated Cannabis holds Efficiency (Sharpe) Ratio of 0.066, which attests that the entity had a 0.066% return per unit of risk over the last 3 months. By evaluating Integrated Cannabis' technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please utilize Integrated Cannabis' Downside Deviation of 10.21, market risk adjusted performance of 0.3696, and Risk Adjusted Performance of 0.063 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Integrated Cannabis holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of 1.82, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Integrated Cannabis will likely underperform. Please check Integrated Cannabis' potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Integrated Cannabis' current trending patterns will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Integrated Cannabis Solutions has virtually no predictability. Overlapping area represents the amount of predictability between Integrated Cannabis time series from 25th of August 2024 to 9th of October 2024 and 9th of October 2024 to 23rd 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 Integrated Cannabis price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Integrated Cannabis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Integrated Cannabis lagged returns against current returns
Autocorrelation, which is Integrated Cannabis 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 Integrated Cannabis' pink sheet expected returns. We can calculate the autocorrelation of Integrated Cannabis returns to help us make a trade decision. For example, suppose you find that Integrated Cannabis 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 |
Integrated Cannabis 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 Integrated Cannabis pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Integrated Cannabis pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Integrated Cannabis pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Integrated Cannabis Lagged Returns
When evaluating Integrated Cannabis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Integrated Cannabis pink sheet have on its future price. Integrated Cannabis 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, Integrated Cannabis autocorrelation shows the relationship between Integrated Cannabis pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Integrated Cannabis Solutions.
Regressed Prices |
| Timeline |
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Integrated Cannabis financial ratios help investors to determine whether Integrated 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 Integrated with respect to the benefits of owning Integrated Cannabis security.