Imerys Sa Stock Market Value
| IMYSF Stock | USD 27.00 0.00 0.00% |
| Symbol | Imerys |
Imerys SA '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 Imerys SA's otc 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 Imerys SA.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Imerys SA on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Imerys SA or generate 0.0% return on investment in Imerys SA over 30 days. Imerys SA is related to or competes with Taiheiyo Cement, Fletcher Building, IGO, KS AG, Grupo Cementos, IGO, and Nickel Mines. Imerys S.A. provides mineral-based specialty solutions for various industries worldwide More
Imerys SA 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 Imerys SA's otc 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 Imerys SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 22.23 |
Imerys SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imerys SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imerys SA's standard deviation. In reality, there are many statistical measures that can use Imerys SA historical prices to predict the future Imerys SA's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (0.51) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Imerys SA'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.
Imerys SA Backtested Returns
Imerys SA holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Imerys SA exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Imerys SA's Risk Adjusted Performance of (0.07), standard deviation of 2.87, and Market Risk Adjusted Performance of (0.50) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.62, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Imerys SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imerys SA is expected to be smaller as well. At this point, Imerys SA has a negative expected return of -0.31%. Please make sure to check out Imerys SA's mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to decide if Imerys SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Imerys SA has modest reverse predictability. Overlapping area represents the amount of predictability between Imerys SA time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Imerys SA price movement. The serial correlation of -0.5 indicates that about 50.0% of current Imerys SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Imerys SA lagged returns against current returns
Autocorrelation, which is Imerys SA otc 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 Imerys SA's otc stock expected returns. We can calculate the autocorrelation of Imerys SA returns to help us make a trade decision. For example, suppose you find that Imerys SA has exhibited high autocorrelation historically, and you observe that the otc 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 |
Imerys SA 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 Imerys SA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imerys SA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imerys SA otc stock over time.
Current vs Lagged Prices |
| Timeline |
Imerys SA Lagged Returns
When evaluating Imerys SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imerys SA otc stock have on its future price. Imerys SA 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, Imerys SA autocorrelation shows the relationship between Imerys SA otc stock current value and its past values and can show if there is a momentum factor associated with investing in Imerys SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Imerys OTC Stock
Imerys SA financial ratios help investors to determine whether Imerys OTC 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 Imerys with respect to the benefits of owning Imerys SA security.