Interloop (Pakistan) Market Value
| ILP Stock | 90.21 1.28 1.40% |
| Symbol | Interloop |
Interloop '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 Interloop's stock 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 Interloop.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Interloop on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Interloop or generate 0.0% return on investment in Interloop over 90 days.
Interloop 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 Interloop's stock 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 Interloop upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.1033 | |||
| Maximum Drawdown | 13.48 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.32 |
Interloop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interloop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interloop's standard deviation. In reality, there are many statistical measures that can use Interloop historical prices to predict the future Interloop's volatility.| Risk Adjusted Performance | 0.1163 | |||
| Jensen Alpha | 0.2386 | |||
| Total Risk Alpha | 0.1212 | |||
| Sortino Ratio | 0.1394 | |||
| Treynor Ratio | 0.4236 |
Interloop February 15, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1163 | |||
| Market Risk Adjusted Performance | 0.4336 | |||
| Mean Deviation | 1.39 | |||
| Semi Deviation | 1.35 | |||
| Downside Deviation | 1.56 | |||
| Coefficient Of Variation | 732.88 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.45 | |||
| Information Ratio | 0.1033 | |||
| Jensen Alpha | 0.2386 | |||
| Total Risk Alpha | 0.1212 | |||
| Sortino Ratio | 0.1394 | |||
| Treynor Ratio | 0.4236 | |||
| Maximum Drawdown | 13.48 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.32 | |||
| Downside Variance | 2.44 | |||
| Semi Variance | 1.82 | |||
| Expected Short fall | (1.70) | |||
| Skewness | 1.62 | |||
| Kurtosis | 7.15 |
Interloop Backtested Returns
Interloop appears to be very steady, given 3 months investment horizon. Interloop 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. We have found twenty-nine technical indicators for Interloop, which you can use to evaluate the volatility of the firm. Please utilize Interloop's Market Risk Adjusted Performance of 0.4336, downside deviation of 1.56, and Risk Adjusted Performance of 0.1163 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Interloop holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Interloop's returns are expected to increase less than the market. However, during the bear market, the loss of holding Interloop is expected to be smaller as well. Please check Interloop's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Interloop's current trending patterns will revert.
Auto-correlation | 0.03 |
Virtually no predictability
Interloop has virtually no predictability. Overlapping area represents the amount of predictability between Interloop time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Interloop price movement. The serial correlation of 0.03 indicates that only 3.0% of current Interloop price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 18.71 |
Pair Trading with Interloop
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 Interloop 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 Interloop will appreciate offsetting losses from the drop in the long position's value.Moving together with Interloop Stock
Moving against Interloop Stock
The ability to find closely correlated positions to Interloop could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Interloop 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 Interloop - 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 Interloop to buy it.
The correlation of Interloop 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 Interloop moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Interloop 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 Interloop 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.Additional Tools for Interloop Stock Analysis
When running Interloop's price analysis, check to measure Interloop's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Interloop is operating at the current time. Most of Interloop's value examination focuses on studying past and present price action to predict the probability of Interloop's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Interloop's price. Additionally, you may evaluate how the addition of Interloop to your portfolios can decrease your overall portfolio volatility.