Il2m International Corp Stock Market Value
| ILIM Stock | USD 0.0003 0.00 0.00% |
| Symbol | Il2m |
Il2m International '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 Il2m International'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 Il2m International.
| 09/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Il2m International on September 23, 2024 and sell it all today you would earn a total of 0.00 from holding Il2m International Corp or generate 0.0% return on investment in Il2m International over 60 days. Il2m International is related to or competes with HUMANA, SCOR PK, Barloworld, Morningstar Unconstrained, High-yield Municipal, Thrivent High, and SPACE. il2m International Corp. operates as a music entertainment and social media company More
Il2m International 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 Il2m International'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 Il2m International Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0192 | |||
| Maximum Drawdown | 50.0 |
Il2m International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Il2m International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Il2m International's standard deviation. In reality, there are many statistical measures that can use Il2m International historical prices to predict the future Il2m International's volatility.| Risk Adjusted Performance | 0.0348 | |||
| Jensen Alpha | 0.3328 | |||
| Total Risk Alpha | (0.73) | |||
| Treynor Ratio | (0.27) |
Il2m International Corp Backtested Returns
Il2m International appears to be out of control, given 3 months investment horizon. Il2m International Corp retains Efficiency (Sharpe Ratio) of 0.0344, which attests that the entity had a 0.0344% return per unit of price deviation over the last 3 months. We have found nineteen technical indicators for Il2m International, which you can use to evaluate the volatility of the firm. Please utilize Il2m International's Coefficient Of Variation of 2949.89, market risk adjusted performance of (0.26), and Information Ratio of 0.0192 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Il2m International holds a performance score of 2. The company owns a Beta (Systematic Risk) of -0.91, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Il2m International are expected to decrease slowly. On the other hand, during market turmoil, Il2m International is expected to outperform it slightly. Please check Il2m International's information ratio, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Il2m International's current price history will revert.
Auto-correlation | 1.00 |
Perfect predictability
Il2m International Corp has perfect predictability. Overlapping area represents the amount of predictability between Il2m International time series from 23rd of September 2024 to 23rd of October 2024 and 23rd of October 2024 to 22nd 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 Il2m International Corp price movement. The serial correlation of 1.0 indicates that 100.0% of current Il2m International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Il2m International Corp lagged returns against current returns
Autocorrelation, which is Il2m International 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 Il2m International's pink sheet expected returns. We can calculate the autocorrelation of Il2m International returns to help us make a trade decision. For example, suppose you find that Il2m International 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 |
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Il2m International 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 Il2m International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Il2m International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Il2m International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Il2m International Lagged Returns
When evaluating Il2m International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Il2m International pink sheet have on its future price. Il2m International 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, Il2m International autocorrelation shows the relationship between Il2m International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Il2m International Corp.
Regressed Prices |
| Timeline |
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Il2m International financial ratios help investors to determine whether Il2m 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 Il2m with respect to the benefits of owning Il2m International security.