Image Protect Stock Market Value
| IMTL Stock | USD 0.0002 0.0001 100.00% |
| Symbol | Image |
Image Protect '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 Image Protect'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 Image Protect.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Image Protect on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Image Protect or generate 0.0% return on investment in Image Protect over 510 days. Image Protect is related to or competes with Salesforce, S A P, ServiceNow, Intuit, Uber Technologies, Shopify, and Applovin Corp. Image Protect, Inc., a tech and media company, focuses on microcap news, information, and disclosures More
Image Protect 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 Image Protect'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 Image Protect upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1367 | |||
| Maximum Drawdown | 150.0 | |||
| Potential Upside | 100.0 |
Image Protect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Image Protect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Image Protect's standard deviation. In reality, there are many statistical measures that can use Image Protect historical prices to predict the future Image Protect's volatility.| Risk Adjusted Performance | 0.1179 | |||
| Jensen Alpha | 3.75 | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 16.19 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Image Protect'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.
Image Protect Backtested Returns
Image Protect is out of control given 3 months investment horizon. Image Protect holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty different technical indicators, which can help you to evaluate if expected returns of 17.97% are justified by taking the suggested risk. Use Image Protect Risk Adjusted Performance of 0.1179, standard deviation of 26.76, and Market Risk Adjusted Performance of 16.2 to evaluate company specific risk that cannot be diversified away. Image Protect holds a performance score of 11 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Image Protect's returns are expected to increase less than the market. However, during the bear market, the loss of holding Image Protect is expected to be smaller as well. Use Image Protect information ratio, as well as the relationship between the kurtosis and price action indicator , to analyze future returns on Image Protect.
Auto-correlation | -0.01 |
Very weak reverse predictability
Image Protect has very weak reverse predictability. Overlapping area represents the amount of predictability between Image Protect time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Image Protect price movement. The serial correlation of -0.01 indicates that just 1.0% of current Image Protect price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Image Protect lagged returns against current returns
Autocorrelation, which is Image Protect 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 Image Protect's pink sheet expected returns. We can calculate the autocorrelation of Image Protect returns to help us make a trade decision. For example, suppose you find that Image Protect 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 |
Image Protect 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 Image Protect pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Image Protect pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Image Protect pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Image Protect Lagged Returns
When evaluating Image Protect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Image Protect pink sheet have on its future price. Image Protect 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, Image Protect autocorrelation shows the relationship between Image Protect pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Image Protect.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Image Pink Sheet
Image Protect financial ratios help investors to determine whether Image 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 Image with respect to the benefits of owning Image Protect security.