Ihi Corporation Stock Market Value
| IHICF Stock | USD 18.39 1.86 9.19% |
| Symbol | IHI |
IHI '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 IHI'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 IHI.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in IHI on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding IHI Corporation or generate 0.0% return on investment in IHI over 30 days. IHI is related to or competes with SMC Corp, SMC Corp, Vestas Wind, Nidec, Vestas Wind, Alfa Laval, and Alfa Laval. IHI Corporation operates in resources, energy, and environment social infrastructure and offshore facilities industrial ... More
IHI 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 IHI'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 IHI Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 82.85 | |||
| Value At Risk | (1.15) |
IHI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IHI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IHI's standard deviation. In reality, there are many statistical measures that can use IHI historical prices to predict the future IHI's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (1.22) | |||
| Total Risk Alpha | (2.27) | |||
| Treynor Ratio | 7.88 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IHI'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.
IHI Corporation Backtested Returns
At this point, IHI is not too volatile. IHI Corporation holds Efficiency (Sharpe) Ratio of 0.0154, which attests that the entity had a 0.0154 % return per unit of risk over the last 3 months. We have found twenty technical indicators for IHI Corporation, which you can use to evaluate the volatility of the firm. Please check out IHI's Market Risk Adjusted Performance of 7.89, coefficient of variation of (850.48), and Risk Adjusted Performance of (0.07) to validate if the risk estimate we provide is consistent with the expected return of 0.0327%. IHI has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IHI are expected to decrease at a much lower rate. During the bear market, IHI is likely to outperform the market. IHI Corporation now retains a risk of 2.13%. Please check out IHI skewness, and the relationship between the jensen alpha and rate of daily change , to decide if IHI will be following its current trending patterns.
Auto-correlation | Huge |
Perfect predictability
IHI Corporation has perfect predictability. Overlapping area represents the amount of predictability between IHI time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IHI Corporation price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current IHI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.83 |
IHI Corporation lagged returns against current returns
Autocorrelation, which is IHI 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 IHI's pink sheet expected returns. We can calculate the autocorrelation of IHI returns to help us make a trade decision. For example, suppose you find that IHI 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 |
IHI 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 IHI pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IHI pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IHI pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IHI Lagged Returns
When evaluating IHI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IHI pink sheet have on its future price. IHI 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, IHI autocorrelation shows the relationship between IHI pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IHI Corporation.
Regressed Prices |
| Timeline |
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Other Information on Investing in IHI Pink Sheet
IHI financial ratios help investors to determine whether IHI 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 IHI with respect to the benefits of owning IHI security.