Omni Bridgeway Limited Stock Market Value
| IMMFF Stock | USD 1.18 0.00 0.00% |
| Symbol | Omni |
Omni Bridgeway '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 Omni Bridgeway'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 Omni Bridgeway.
| 06/25/2024 |
| 01/16/2026 |
If you would invest 0.00 in Omni Bridgeway on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Omni Bridgeway Limited or generate 0.0% return on investment in Omni Bridgeway over 570 days. Omni Bridgeway is related to or competes with Trkiye Sinai, Chinese Estates, Funding Circle, Zenkoku Hosho, North American, ABG Sundal, and SPARX Group. Omni Bridgeway Limited engages in investing in litigation and dispute resolution matters in Australia, the United States... More
Omni Bridgeway 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 Omni Bridgeway'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 Omni Bridgeway Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0916 | |||
| Maximum Drawdown | 28.26 |
Omni Bridgeway Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Omni Bridgeway's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Omni Bridgeway's standard deviation. In reality, there are many statistical measures that can use Omni Bridgeway historical prices to predict the future Omni Bridgeway's volatility.| Risk Adjusted Performance | 0.0934 | |||
| Jensen Alpha | 0.4922 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.56) |
Omni Bridgeway Backtested Returns
Omni Bridgeway appears to be dangerous, given 3 months investment horizon. Omni Bridgeway maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Omni Bridgeway, which you can use to evaluate the volatility of the company. Please evaluate Omni Bridgeway's Variance of 12.1, coefficient of variation of 812.4, and Risk Adjusted Performance of 0.0934 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Omni Bridgeway holds a performance score of 10. The company holds a Beta of -0.74, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Omni Bridgeway are expected to decrease at a much lower rate. During the bear market, Omni Bridgeway is likely to outperform the market. Please check Omni Bridgeway's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to make a quick decision on whether Omni Bridgeway's historical price patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Omni Bridgeway Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Omni Bridgeway time series from 25th of June 2024 to 6th of April 2025 and 6th of April 2025 to 16th 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 Omni Bridgeway price movement. The serial correlation of -0.46 indicates that about 46.0% of current Omni Bridgeway price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Omni Bridgeway lagged returns against current returns
Autocorrelation, which is Omni Bridgeway 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 Omni Bridgeway's pink sheet expected returns. We can calculate the autocorrelation of Omni Bridgeway returns to help us make a trade decision. For example, suppose you find that Omni Bridgeway 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 |
Omni Bridgeway 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 Omni Bridgeway pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Omni Bridgeway pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Omni Bridgeway pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Omni Bridgeway Lagged Returns
When evaluating Omni Bridgeway's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Omni Bridgeway pink sheet have on its future price. Omni Bridgeway 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, Omni Bridgeway autocorrelation shows the relationship between Omni Bridgeway pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Omni Bridgeway Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Omni Pink Sheet
Omni Bridgeway financial ratios help investors to determine whether Omni 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 Omni with respect to the benefits of owning Omni Bridgeway security.