Imax China Holding Stock Market Value
| IMXCF Stock | USD 1.00 0.00 0.00% |
| Symbol | IMAX |
IMAX China '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 IMAX China'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 IMAX China.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in IMAX China on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding IMAX China Holding or generate 0.0% return on investment in IMAX China over 30 days. IMAX China Holding, Inc., an investment holding company, provides digital and film-based motion picture technologies in ... More
IMAX China 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 IMAX China'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 IMAX China Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 8.64 |
IMAX China Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMAX China's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMAX China's standard deviation. In reality, there are many statistical measures that can use IMAX China historical prices to predict the future IMAX China's volatility.| Risk Adjusted Performance | 0.0042 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IMAX China'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.
IMAX China Holding Backtested Returns
At this point, IMAX China is moderately volatile. IMAX China Holding retains Efficiency (Sharpe Ratio) of close to zero, which attests that the entity had a close to zero % return per unit of return volatility over the last 3 months. We have found sixteen technical indicators for IMAX China, which you can use to evaluate the volatility of the firm. Please check out IMAX China's Market Risk Adjusted Performance of (0.06), standard deviation of 0.8096, and Coefficient Of Variation of 24913.16 to validate if the risk estimate we provide is consistent with the expected return of 0.0033%. The company owns a Beta (Systematic Risk) of 0.0941, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IMAX China's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMAX China is expected to be smaller as well. IMAX China Holding at this time owns a risk of 0.82%. Please check out IMAX China Holding variance, as well as the relationship between the skewness and day typical price , to decide if IMAX China Holding will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
IMAX China Holding has no correlation between past and present. Overlapping area represents the amount of predictability between IMAX China time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IMAX China Holding price movement. The serial correlation of 0.0 indicates that just 0.0% of current IMAX China price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IMAX China Holding lagged returns against current returns
Autocorrelation, which is IMAX China 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 IMAX China's pink sheet expected returns. We can calculate the autocorrelation of IMAX China returns to help us make a trade decision. For example, suppose you find that IMAX China 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 |
IMAX China 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 IMAX China pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IMAX China pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IMAX China pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IMAX China Lagged Returns
When evaluating IMAX China's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IMAX China pink sheet have on its future price. IMAX China 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, IMAX China autocorrelation shows the relationship between IMAX China pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IMAX China Holding.
Regressed Prices |
| Timeline |
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Other Information on Investing in IMAX Pink Sheet
IMAX China financial ratios help investors to determine whether IMAX 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 IMAX with respect to the benefits of owning IMAX China security.