Ilustrato Pictures Stock Market Value
| ILUS Stock | USD 0 0.0004 20.00% |
| Symbol | Ilustrato |
Ilustrato Pictures '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 Ilustrato Pictures' 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 Ilustrato Pictures.
| 11/06/2024 |
| 02/04/2025 |
If you would invest 0.00 in Ilustrato Pictures on November 6, 2024 and sell it all today you would earn a total of 0.00 from holding Ilustrato Pictures or generate 0.0% return on investment in Ilustrato Pictures over 90 days. Ilustrato Pictures is related to or competes with Carlyle Secured, Cornerstone Strategic, OFS Credit, Angel Oak, BlackRock ESG, Stepstone, and Flow Capital. Ilustrato Pictures International Inc., also known as ILUS International, Inc., operates in the public safety, industrial... More
Ilustrato Pictures 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 Ilustrato Pictures' 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 Ilustrato Pictures upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0085 | |||
| Maximum Drawdown | 120.0 | |||
| Value At Risk | (33.33) |
Ilustrato Pictures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ilustrato Pictures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ilustrato Pictures' standard deviation. In reality, there are many statistical measures that can use Ilustrato Pictures historical prices to predict the future Ilustrato Pictures' volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.0899 | |||
| Total Risk Alpha | (1.21) | |||
| Treynor Ratio | 0.1177 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ilustrato Pictures' 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.
Ilustrato Pictures Backtested Returns
Ilustrato Pictures appears to be out of control, given 3 months investment horizon. Ilustrato Pictures holds Efficiency (Sharpe) Ratio of 0.013, which attests that the entity had a 0.013 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Ilustrato Pictures, which you can use to evaluate the volatility of the firm. Please utilize Ilustrato Pictures' Market Risk Adjusted Performance of 0.1277, risk adjusted performance of 0.0204, and Standard Deviation of 17.43 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ilustrato Pictures holds a performance score of 1. The company retains a Market Volatility (i.e., Beta) of 1.84, 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, Ilustrato Pictures will likely underperform. Please check Ilustrato Pictures' total risk alpha and day median price , to make a quick decision on whether Ilustrato Pictures' current trending patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Ilustrato Pictures has poor reverse predictability. Overlapping area represents the amount of predictability between Ilustrato Pictures time series from 6th of November 2024 to 21st of December 2024 and 21st of December 2024 to 4th of February 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 Ilustrato Pictures price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Ilustrato Pictures price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ilustrato Pictures lagged returns against current returns
Autocorrelation, which is Ilustrato Pictures 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 Ilustrato Pictures' pink sheet expected returns. We can calculate the autocorrelation of Ilustrato Pictures returns to help us make a trade decision. For example, suppose you find that Ilustrato Pictures 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 |
Ilustrato Pictures 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 Ilustrato Pictures pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ilustrato Pictures pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ilustrato Pictures pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ilustrato Pictures Lagged Returns
When evaluating Ilustrato Pictures' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ilustrato Pictures pink sheet have on its future price. Ilustrato Pictures 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, Ilustrato Pictures autocorrelation shows the relationship between Ilustrato Pictures pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ilustrato Pictures.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ilustrato Pink Sheet Analysis
When running Ilustrato Pictures' price analysis, check to measure Ilustrato Pictures' 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 Ilustrato Pictures is operating at the current time. Most of Ilustrato Pictures' value examination focuses on studying past and present price action to predict the probability of Ilustrato Pictures' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ilustrato Pictures' price. Additionally, you may evaluate how the addition of Ilustrato Pictures to your portfolios can decrease your overall portfolio volatility.