Imcd Nv Stock Market Value

IMCDY Stock  USD 75.55  1.20  1.56%   
IMCD NV's market value is the price at which a share of IMCD NV trades on a public exchange. It measures the collective expectations of IMCD NV investors about its performance. IMCD NV is trading at 75.55 as of the 18th of December 2024; that is 1.56 percent down since the beginning of the trading day. The stock's open price was 76.75.
With this module, you can estimate the performance of a buy and hold strategy of IMCD NV and determine expected loss or profit from investing in IMCD NV over a given investment horizon. Check out IMCD NV Correlation, IMCD NV Volatility and IMCD NV Alpha and Beta module to complement your research on IMCD NV.
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Please note, there is a significant difference between IMCD NV's value and its price as these two are different measures arrived at by different means. Investors typically determine if IMCD NV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IMCD NV's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

IMCD NV '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 IMCD NV's 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 IMCD NV.
0.00
01/28/2023
No Change 0.00  0.0 
In 1 year 10 months and 21 days
12/18/2024
0.00
If you would invest  0.00  in IMCD NV on January 28, 2023 and sell it all today you would earn a total of 0.00 from holding IMCD NV or generate 0.0% return on investment in IMCD NV over 690 days. IMCD NV is related to or competes with Teleperformance, Bureau Veritas, Legrand SA, Nomura Research, and BANDAI NAMCO. IMCD N.V. distributes, markets, and sells specialty chemicals and ingredients in the Netherlands, rest of Europe, the Mi... More

IMCD NV 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 IMCD NV's 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 IMCD NV upside and downside potential and time the market with a certain degree of confidence.

IMCD NV Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IMCD NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMCD NV's standard deviation. In reality, there are many statistical measures that can use IMCD NV historical prices to predict the future IMCD NV's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IMCD NV'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.
Hype
Prediction
LowEstimatedHigh
73.8375.5577.27
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Intrinsic
Valuation
LowRealHigh
70.8172.5383.11
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IMCD NV Backtested Returns

IMCD NV 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. IMCD NV exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IMCD NV's Standard Deviation of 1.7, market risk adjusted performance of (7.81), and Coefficient Of Variation of (993.22) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.0232, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IMCD NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMCD NV is expected to be smaller as well. At this point, IMCD NV has a negative expected return of -0.22%. Please make sure to check out IMCD NV's jensen alpha, as well as the relationship between the skewness and day median price , to decide if IMCD NV performance from the past will be repeated in the future.

Auto-correlation

    
  -0.32  

Poor reverse predictability

IMCD NV has poor reverse predictability. Overlapping area represents the amount of predictability between IMCD NV time series from 28th of January 2023 to 8th of January 2024 and 8th of January 2024 to 18th of December 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 IMCD NV price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current IMCD NV price fluctuation can be explain by its past prices.
Correlation Coefficient-0.32
Spearman Rank Test-0.08
Residual Average0.0
Price Variance24.7

IMCD NV lagged returns against current returns

Autocorrelation, which is IMCD NV otc stock'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 IMCD NV's otc stock expected returns. We can calculate the autocorrelation of IMCD NV returns to help us make a trade decision. For example, suppose you find that IMCD NV has exhibited high autocorrelation historically, and you observe that the otc stock 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   
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IMCD NV 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 IMCD NV otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IMCD NV otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IMCD NV otc stock over time.
   Current vs Lagged Prices   
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IMCD NV Lagged Returns

When evaluating IMCD NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IMCD NV otc stock have on its future price. IMCD NV 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, IMCD NV autocorrelation shows the relationship between IMCD NV otc stock current value and its past values and can show if there is a momentum factor associated with investing in IMCD NV.
   Regressed Prices   
       Timeline  

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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Tools for IMCD OTC Stock Analysis

When running IMCD NV's price analysis, check to measure IMCD NV'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 IMCD NV is operating at the current time. Most of IMCD NV's value examination focuses on studying past and present price action to predict the probability of IMCD NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IMCD NV's price. Additionally, you may evaluate how the addition of IMCD NV to your portfolios can decrease your overall portfolio volatility.