Imcd Nv Stock Market Value
| IMCDY Stock | USD 77.95 1.01 1.28% |
| Symbol | IMCD |
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.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in IMCD NV on January 2, 2025 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 30 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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 2.92 |
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.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.1) |
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.
IMCD NV Backtested Returns
IMCD NV retains Efficiency (Sharpe Ratio) of close to zero, which attests that the entity had a close to zero % return per unit of return volatility over the last 3 months. IMCD NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IMCD NV's Market Risk Adjusted Performance of (0.09), coefficient of variation of (8,829), and Standard Deviation of 1.75 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.3, which attests to possible diversification benefits within a given portfolio. 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 -0.0025%. Please make sure to check out IMCD NV's total risk 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 | -0.74 |
Almost perfect reverse predictability
IMCD NV has almost perfect reverse predictability. Overlapping area represents the amount of predictability between IMCD NV time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st 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 IMCD NV price movement. The serial correlation of -0.74 indicates that around 74.0% of current IMCD NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1.8 |
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 |
| Timeline |
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 |
| Timeline |
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.