Imperial Brands Plc Stock Market Value
| IMBBF Stock | USD 40.76 0.13 0.32% |
| Symbol | Imperial |
Imperial Brands '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 Imperial Brands' otc 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 Imperial Brands.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Imperial Brands on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Imperial Brands PLC or generate 0.0% return on investment in Imperial Brands over 90 days. Imperial Brands is related to or competes with Henkel AG, Henkel Ag, Henkel AG, Henkel AG, Seven I, Seven I, and Chocoladefabriken. Imperial Brands PLC, together with its subsidiaries, manufactures, imports, markets, and sells tobacco and tobacco-relat... More
Imperial Brands 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 Imperial Brands' otc 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 Imperial Brands PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | 0.0063 | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 4.63 |
Imperial Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imperial Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imperial Brands' standard deviation. In reality, there are many statistical measures that can use Imperial Brands historical prices to predict the future Imperial Brands' volatility.| Risk Adjusted Performance | 0.0345 | |||
| Jensen Alpha | 0.0499 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0061 | |||
| Treynor Ratio | 0.1675 |
Imperial Brands January 24, 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 | 0.0345 | |||
| Market Risk Adjusted Performance | 0.1775 | |||
| Mean Deviation | 1.9 | |||
| Semi Deviation | 2.35 | |||
| Downside Deviation | 2.61 | |||
| Coefficient Of Variation | 2673.87 | |||
| Standard Deviation | 2.52 | |||
| Variance | 6.35 | |||
| Information Ratio | 0.0063 | |||
| Jensen Alpha | 0.0499 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0061 | |||
| Treynor Ratio | 0.1675 | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 4.63 | |||
| Downside Variance | 6.82 | |||
| Semi Variance | 5.52 | |||
| Expected Short fall | (1.99) | |||
| Skewness | 0.0688 | |||
| Kurtosis | (0.01) |
Imperial Brands PLC Backtested Returns
At this point, Imperial Brands is very steady. Imperial Brands PLC holds Efficiency (Sharpe) Ratio of 0.032, which attests that the entity had a 0.032 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Imperial Brands PLC, which you can use to evaluate the volatility of the firm. Please check out Imperial Brands' Downside Deviation of 2.61, market risk adjusted performance of 0.1775, and Risk Adjusted Performance of 0.0345 to validate if the risk estimate we provide is consistent with the expected return of 0.0791%. Imperial Brands has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Imperial Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Imperial Brands is expected to be smaller as well. Imperial Brands PLC right now retains a risk of 2.47%. Please check out Imperial Brands semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Imperial Brands will be following its current trending patterns.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Imperial Brands PLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Imperial Brands time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 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 Imperial Brands PLC price movement. The serial correlation of -0.77 indicates that around 77.0% of current Imperial Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
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Other Information on Investing in Imperial OTC Stock
Imperial Brands financial ratios help investors to determine whether Imperial OTC 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 Imperial with respect to the benefits of owning Imperial Brands security.