IMC SA (Germany) Market Value
| IM4 Stock | EUR 7.68 0.02 0.26% |
| Symbol | IMC |
IMC SA '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 IMC SA'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 IMC SA.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in IMC SA on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding IMC SA or generate 0.0% return on investment in IMC SA over 90 days. IMC SA is related to or competes with Xenia Hotels, PLAYTIKA HOLDING, Wyndham Hotels, JD SPORTS, Canlan Ice, and COLUMBIA SPORTSWEAR. IMC S.A., together with its subsidiaries, operates as an integrated agricultural company in Ukraine and internationally More
IMC SA 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 IMC SA'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 IMC SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.18 | |||
| Information Ratio | 0.1016 | |||
| Maximum Drawdown | 30.87 | |||
| Value At Risk | (6.35) | |||
| Potential Upside | 10.76 |
IMC SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMC SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMC SA's standard deviation. In reality, there are many statistical measures that can use IMC SA historical prices to predict the future IMC SA's volatility.| Risk Adjusted Performance | 0.0922 | |||
| Jensen Alpha | 0.5433 | |||
| Total Risk Alpha | 0.2007 | |||
| Sortino Ratio | 0.1294 | |||
| Treynor Ratio | 0.6243 |
IMC SA February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0922 | |||
| Market Risk Adjusted Performance | 0.6343 | |||
| Mean Deviation | 3.51 | |||
| Semi Deviation | 3.47 | |||
| Downside Deviation | 4.18 | |||
| Coefficient Of Variation | 879.64 | |||
| Standard Deviation | 5.32 | |||
| Variance | 28.35 | |||
| Information Ratio | 0.1016 | |||
| Jensen Alpha | 0.5433 | |||
| Total Risk Alpha | 0.2007 | |||
| Sortino Ratio | 0.1294 | |||
| Treynor Ratio | 0.6243 | |||
| Maximum Drawdown | 30.87 | |||
| Value At Risk | (6.35) | |||
| Potential Upside | 10.76 | |||
| Downside Variance | 17.46 | |||
| Semi Variance | 12.05 | |||
| Expected Short fall | (4.57) | |||
| Skewness | 1.26 | |||
| Kurtosis | 3.07 |
IMC SA Backtested Returns
IMC SA appears to be relatively risky, given 3 months investment horizon. IMC SA retains Efficiency (Sharpe Ratio) of 0.13, which attests that the entity had a 0.13 % return per unit of return volatility over the last 3 months. By reviewing IMC SA's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please utilize IMC SA's Semi Deviation of 3.47, market risk adjusted performance of 0.6343, and Downside Deviation of 4.18 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IMC SA holds a performance score of 10. The company owns a Beta (Systematic Risk) of 0.95, which attests to possible diversification benefits within a given portfolio. IMC SA returns are very sensitive to returns on the market. As the market goes up or down, IMC SA is expected to follow. Please check IMC SA's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether IMC SA's current price history will revert.
Auto-correlation | 0.50 |
Modest predictability
IMC SA has modest predictability. Overlapping area represents the amount of predictability between IMC SA time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 IMC SA price movement. The serial correlation of 0.5 indicates that about 50.0% of current IMC SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
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Other Information on Investing in IMC Stock
IMC SA financial ratios help investors to determine whether IMC Stock 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 IMC with respect to the benefits of owning IMC SA security.