Impact Develop (Romania) Market Value
| IMP Stock | 4.55 0.15 3.41% |
| Symbol | Impact |
Please note, there is a significant difference between Impact Develop's value and its price as these two are different measures arrived at by different means. Investors typically determine if Impact Develop is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Impact Develop'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.
Impact Develop '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 Impact Develop's 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 Impact Develop.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Impact Develop on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Impact Develop or generate 0.0% return on investment in Impact Develop over 30 days. More
Impact Develop 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 Impact Develop's 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 Impact Develop upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.08 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 3.22 |
Impact Develop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Impact Develop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Impact Develop's standard deviation. In reality, there are many statistical measures that can use Impact Develop historical prices to predict the future Impact Develop's volatility.| Risk Adjusted Performance | 0.025 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.7522 |
Impact Develop Backtested Returns
As of now, Impact Stock is slightly risky. Impact Develop holds Efficiency (Sharpe) Ratio of 0.0641, which attests that the entity had a 0.0641 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Impact Develop, which you can use to evaluate the volatility of the firm. Please check out Impact Develop's Market Risk Adjusted Performance of 0.7622, risk adjusted performance of 0.025, and Downside Deviation of 1.63 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Impact Develop has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0464, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Impact Develop's returns are expected to increase less than the market. However, during the bear market, the loss of holding Impact Develop is expected to be smaller as well. Impact Develop right now retains a risk of 1.83%. Please check out Impact Develop semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Impact Develop will be following its current trending patterns.
Auto-correlation | 0.34 |
Below average predictability
Impact Develop has below average predictability. Overlapping area represents the amount of predictability between Impact Develop time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Impact Develop price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Impact Develop price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Impact Develop lagged returns against current returns
Autocorrelation, which is Impact Develop 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 Impact Develop's stock expected returns. We can calculate the autocorrelation of Impact Develop returns to help us make a trade decision. For example, suppose you find that Impact Develop has exhibited high autocorrelation historically, and you observe that the 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 |
Impact Develop 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 Impact Develop stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Impact Develop stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Impact Develop stock over time.
Current vs Lagged Prices |
| Timeline |
Impact Develop Lagged Returns
When evaluating Impact Develop's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Impact Develop stock have on its future price. Impact Develop 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, Impact Develop autocorrelation shows the relationship between Impact Develop stock current value and its past values and can show if there is a momentum factor associated with investing in Impact Develop.
Regressed Prices |
| Timeline |
Pair Trading with Impact Develop
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Impact Develop position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Impact Develop will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Impact Develop could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Impact Develop when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Impact Develop - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Impact Develop to buy it.
The correlation of Impact Develop is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Impact Develop moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Impact Develop moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Impact Develop can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Impact Stock
Impact Develop financial ratios help investors to determine whether Impact 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 Impact with respect to the benefits of owning Impact Develop security.