Impac Mortgage Holdings Stock Market Value
| IMPM Stock | 0.07 0.01 12.50% |
| Symbol | Impac |
Impac Mortgage '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 Impac Mortgage'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 Impac Mortgage.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Impac Mortgage on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Impac Mortgage Holdings or generate 0.0% return on investment in Impac Mortgage over 90 days.
Impac Mortgage 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 Impac Mortgage'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 Impac Mortgage Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 20.0 |
Impac Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Impac Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Impac Mortgage's standard deviation. In reality, there are many statistical measures that can use Impac Mortgage historical prices to predict the future Impac Mortgage's volatility.| Risk Adjusted Performance | 0.0093 | |||
| Jensen Alpha | 0.1205 | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | 0.0046 |
Impac Mortgage February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0093 | |||
| Market Risk Adjusted Performance | 0.0146 | |||
| Mean Deviation | 7.12 | |||
| Standard Deviation | 11.64 | |||
| Variance | 135.5 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.1205 | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | 0.0046 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 20.0 | |||
| Skewness | (0) | |||
| Kurtosis | 0.7302 |
Impac Mortgage Holdings Backtested Returns
As of now, Impac Pink Sheet is out of control. Impac Mortgage Holdings holds Efficiency (Sharpe) Ratio of 0.011, which attests that the entity had a 0.011 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Impac Mortgage Holdings, which you can use to evaluate the volatility of the firm. Please check out Impac Mortgage's Risk Adjusted Performance of 0.0093, variance of 135.5, and Market Risk Adjusted Performance of 0.0146 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The company retains a Market Volatility (i.e., Beta) of -2.18, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Impac Mortgage are expected to decrease by larger amounts. On the other hand, during market turmoil, Impac Mortgage is expected to outperform it. Impac Mortgage Holdings right now retains a risk of 11.9%. Please check out Impac Mortgage jensen alpha, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Impac Mortgage will be following its current trending patterns.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Impac Mortgage Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Impac Mortgage time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Impac Mortgage Holdings price movement. The serial correlation of -0.76 indicates that around 76.0% of current Impac Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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