Immsi SpA (Germany) Market Value
| IMY Stock | EUR 0.51 0.01 2.00% |
| Symbol | Immsi |
Immsi SpA '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 Immsi SpA'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 Immsi SpA.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Immsi SpA on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Immsi SpA or generate 0.0% return on investment in Immsi SpA over 90 days. Immsi SpA is related to or competes with BK MANDIRI, PT Bank, PT Bank, Grupo Aval, SHINHAN FINL, KB Financial, and WOORI FIN. Immsi S.p.A. operates in property and holding, industrial, and marine sectors in Italy, rest of Europe, India, the Unite... More
Immsi SpA 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 Immsi SpA'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 Immsi SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.22 | |||
| Information Ratio | 0.0147 | |||
| Maximum Drawdown | 22.29 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 4.0 |
Immsi SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Immsi SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Immsi SpA's standard deviation. In reality, there are many statistical measures that can use Immsi SpA historical prices to predict the future Immsi SpA's volatility.| Risk Adjusted Performance | 0.0355 | |||
| Jensen Alpha | 0.0862 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0124 | |||
| Treynor Ratio | 0.2572 |
Immsi SpA February 15, 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 | 0.0355 | |||
| Market Risk Adjusted Performance | 0.2672 | |||
| Mean Deviation | 2.19 | |||
| Semi Deviation | 2.85 | |||
| Downside Deviation | 4.22 | |||
| Coefficient Of Variation | 2904.77 | |||
| Standard Deviation | 3.55 | |||
| Variance | 12.63 | |||
| Information Ratio | 0.0147 | |||
| Jensen Alpha | 0.0862 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0124 | |||
| Treynor Ratio | 0.2572 | |||
| Maximum Drawdown | 22.29 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 4.0 | |||
| Downside Variance | 17.78 | |||
| Semi Variance | 8.15 | |||
| Expected Short fall | (3.41) | |||
| Skewness | 0.4531 | |||
| Kurtosis | 4.32 |
Immsi SpA Backtested Returns
At this point, Immsi SpA is abnormally volatile. Immsi SpA holds Efficiency (Sharpe) Ratio of 0.045, which attests that the entity had a 0.045 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Immsi SpA, which you can use to evaluate the volatility of the firm. Please check out Immsi SpA's Risk Adjusted Performance of 0.0355, downside deviation of 4.22, and Market Risk Adjusted Performance of 0.2672 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Immsi SpA has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Immsi SpA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Immsi SpA is expected to be smaller as well. Immsi SpA right now retains a risk of 3.67%. Please check out Immsi SpA jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if Immsi SpA will be following its current trending patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Immsi SpA has modest reverse predictability. Overlapping area represents the amount of predictability between Immsi SpA time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Immsi SpA price movement. The serial correlation of -0.46 indicates that about 46.0% of current Immsi SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Other Information on Investing in Immsi Stock
Immsi SpA financial ratios help investors to determine whether Immsi 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 Immsi with respect to the benefits of owning Immsi SpA security.