Intl Star Stock Market Value
| ILST Stock | USD 0.0007 0.0001 12.50% |
| Symbol | Intl |
Intl Star '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 Intl Star'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 Intl Star.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Intl Star on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Intl Star or generate 0.0% return on investment in Intl Star over 540 days. Intl Star is related to or competes with Embrace Change. International Star, Inc. engages in the acquisition and exploration of precious and base metal mineral properties in the... More
Intl Star 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 Intl Star'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 Intl Star upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.16 | |||
| Information Ratio | 0.0374 | |||
| Maximum Drawdown | 62.5 | |||
| Value At Risk | (22.22) | |||
| Potential Upside | 25.0 |
Intl Star Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intl Star's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intl Star's standard deviation. In reality, there are many statistical measures that can use Intl Star historical prices to predict the future Intl Star's volatility.| Risk Adjusted Performance | 0.0455 | |||
| Jensen Alpha | 0.7565 | |||
| Total Risk Alpha | (1.34) | |||
| Sortino Ratio | 0.0341 | |||
| Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intl Star'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.
Intl Star Backtested Returns
Intl Star appears to be out of control, given 3 months investment horizon. Intl Star holds Efficiency (Sharpe) Ratio of 0.0472, which attests that the entity had a 0.0472% return per unit of risk over the last 3 months. By evaluating Intl Star's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize Intl Star's Risk Adjusted Performance of 0.0455, market risk adjusted performance of (0.43), and Downside Deviation of 14.16 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intl Star holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of -1.37, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Intl Star are expected to decrease by larger amounts. On the other hand, during market turmoil, Intl Star is expected to outperform it. Please check Intl Star's total risk alpha, downside variance, as well as the relationship between the Downside Variance and daily balance of power , to make a quick decision on whether Intl Star's current trending patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Intl Star has weak reverse predictability. Overlapping area represents the amount of predictability between Intl Star time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Intl Star price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Intl Star price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intl Star lagged returns against current returns
Autocorrelation, which is Intl Star 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 Intl Star's pink sheet expected returns. We can calculate the autocorrelation of Intl Star returns to help us make a trade decision. For example, suppose you find that Intl Star 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 |
Intl Star 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 Intl Star pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intl Star pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intl Star pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Intl Star Lagged Returns
When evaluating Intl Star's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intl Star pink sheet have on its future price. Intl Star 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, Intl Star autocorrelation shows the relationship between Intl Star pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Intl Star.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Intl Pink Sheet Analysis
When running Intl Star's price analysis, check to measure Intl Star'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 Intl Star is operating at the current time. Most of Intl Star's value examination focuses on studying past and present price action to predict the probability of Intl Star's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intl Star's price. Additionally, you may evaluate how the addition of Intl Star to your portfolios can decrease your overall portfolio volatility.