Imdex Limited Stock Market Value
| IMDXF Stock | USD 2.33 0.08 3.56% |
| Symbol | Imdex |
Imdex '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 Imdex's 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 Imdex.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in Imdex on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Imdex Limited or generate 0.0% return on investment in Imdex over 60 days. Imdex is related to or competes with Bodycote Plc, Ushio, Fuji, DEUTZ Aktiengesellscha, Chervon Holdings, Lonking Holdings, and Savaria. Imdex Limited, together with its subsidiaries, provides drilling optimization products and sensors for the minerals indu... More
Imdex 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 Imdex's 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 Imdex Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0124 | |||
| Maximum Drawdown | 17.84 | |||
| Potential Upside | 3.56 |
Imdex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imdex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imdex's standard deviation. In reality, there are many statistical measures that can use Imdex historical prices to predict the future Imdex's volatility.| Risk Adjusted Performance | 0.0384 | |||
| Jensen Alpha | 0.146 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Imdex'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.
Imdex Limited Backtested Returns
At this point, Imdex is risky. Imdex Limited holds Efficiency (Sharpe) Ratio of 0.0538, which attests that the entity had a 0.0538 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Imdex Limited, which you can use to evaluate the volatility of the firm. Please check out Imdex's Market Risk Adjusted Performance of (0.15), risk adjusted performance of 0.0384, and Standard Deviation of 2.51 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Imdex has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Imdex are expected to decrease at a much lower rate. During the bear market, Imdex is likely to outperform the market. Imdex Limited right now retains a risk of 2.57%. Please check out Imdex information ratio, as well as the relationship between the skewness and day median price , to decide if Imdex will be following its current trending patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Imdex Limited has weak reverse predictability. Overlapping area represents the amount of predictability between Imdex time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th of December 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 Imdex Limited price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Imdex price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Imdex Limited lagged returns against current returns
Autocorrelation, which is Imdex 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 Imdex's pink sheet expected returns. We can calculate the autocorrelation of Imdex returns to help us make a trade decision. For example, suppose you find that Imdex 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 |
Imdex 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 Imdex pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imdex pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imdex pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Imdex Lagged Returns
When evaluating Imdex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imdex pink sheet have on its future price. Imdex 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, Imdex autocorrelation shows the relationship between Imdex pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Imdex Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Imdex Pink Sheet
Imdex financial ratios help investors to determine whether Imdex Pink Sheet 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 Imdex with respect to the benefits of owning Imdex security.