IMPERIAL OIL (Germany) Market Value
| IMP Stock | 84.12 0.18 0.21% |
| Symbol | IMPERIAL |
IMPERIAL OIL '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 IMPERIAL OIL'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 IMPERIAL OIL.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in IMPERIAL OIL on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding IMPERIAL OIL or generate 0.0% return on investment in IMPERIAL OIL over 30 days. IMPERIAL OIL is related to or competes with Trainers House, Konoike Transport, KAUFMAN ET, Broadcom, Transport International, Kaufman Broad, and Goodyear Tire. More
IMPERIAL OIL 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 IMPERIAL OIL'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 IMPERIAL OIL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 3.69 |
IMPERIAL OIL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMPERIAL OIL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMPERIAL OIL's standard deviation. In reality, there are many statistical measures that can use IMPERIAL OIL historical prices to predict the future IMPERIAL OIL's volatility.| Risk Adjusted Performance | 0.0728 | |||
| Jensen Alpha | 0.1603 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0464 | |||
| Treynor Ratio | 6.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IMPERIAL OIL'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.
IMPERIAL OIL Backtested Returns
IMPERIAL OIL appears to be very steady, given 3 months investment horizon. IMPERIAL OIL holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for IMPERIAL OIL, which you can use to evaluate the volatility of the firm. Please utilize IMPERIAL OIL's risk adjusted performance of 0.0728, and Market Risk Adjusted Performance of 6.17 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IMPERIAL OIL holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.0264, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IMPERIAL OIL's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMPERIAL OIL is expected to be smaller as well. Please check IMPERIAL OIL's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether IMPERIAL OIL's current trending patterns will revert.
Auto-correlation | 0.75 |
Good predictability
IMPERIAL OIL has good predictability. Overlapping area represents the amount of predictability between IMPERIAL OIL time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 IMPERIAL OIL price movement. The serial correlation of 0.75 indicates that around 75.0% of current IMPERIAL OIL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 3.13 |
IMPERIAL OIL lagged returns against current returns
Autocorrelation, which is IMPERIAL OIL 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 IMPERIAL OIL's stock expected returns. We can calculate the autocorrelation of IMPERIAL OIL returns to help us make a trade decision. For example, suppose you find that IMPERIAL OIL 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 |
IMPERIAL OIL 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 IMPERIAL OIL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IMPERIAL OIL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IMPERIAL OIL stock over time.
Current vs Lagged Prices |
| Timeline |
IMPERIAL OIL Lagged Returns
When evaluating IMPERIAL OIL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IMPERIAL OIL stock have on its future price. IMPERIAL OIL 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, IMPERIAL OIL autocorrelation shows the relationship between IMPERIAL OIL stock current value and its past values and can show if there is a momentum factor associated with investing in IMPERIAL OIL.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for IMPERIAL Stock Analysis
When running IMPERIAL OIL's price analysis, check to measure IMPERIAL OIL'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 IMPERIAL OIL is operating at the current time. Most of IMPERIAL OIL's value examination focuses on studying past and present price action to predict the probability of IMPERIAL OIL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IMPERIAL OIL's price. Additionally, you may evaluate how the addition of IMPERIAL OIL to your portfolios can decrease your overall portfolio volatility.