Ingenia Communities Group Stock Market Value
| INGEF Stock | USD 3.55 0.46 14.89% |
| Symbol | Ingenia |
Ingenia Communities '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 Ingenia Communities' 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 Ingenia Communities.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Ingenia Communities on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Ingenia Communities Group or generate 0.0% return on investment in Ingenia Communities over 30 days. Ingenia Communities is related to or competes with Xior Student, Killam Apartment, Primary Health, Shopping Centres, Savills Plc, Boardwalk Real, and Parkway Life. Ingenia Communities is a leading Australian property group that owns, operates and develops a growing portfolio of lifes... More
Ingenia Communities 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 Ingenia Communities' 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 Ingenia Communities Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.04 | |||
| Information Ratio | 0.0292 | |||
| Maximum Drawdown | 59.64 | |||
| Value At Risk | (8.85) | |||
| Potential Upside | 7.62 |
Ingenia Communities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ingenia Communities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ingenia Communities' standard deviation. In reality, there are many statistical measures that can use Ingenia Communities historical prices to predict the future Ingenia Communities' volatility.| Risk Adjusted Performance | 0.0373 | |||
| Jensen Alpha | 0.2703 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | 0.0178 | |||
| Treynor Ratio | 1.41 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ingenia Communities' 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.
Ingenia Communities Backtested Returns
At this point, Ingenia Communities is dangerous. Ingenia Communities holds Efficiency (Sharpe) Ratio of 0.025, which attests that the entity had a 0.025 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ingenia Communities, which you can use to evaluate the volatility of the firm. Please check out Ingenia Communities' Downside Deviation of 12.04, risk adjusted performance of 0.0373, and Market Risk Adjusted Performance of 1.42 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Ingenia Communities has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ingenia Communities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ingenia Communities is expected to be smaller as well. Ingenia Communities right now retains a risk of 7.38%. Please check out Ingenia Communities information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Ingenia Communities will be following its current trending patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Ingenia Communities Group has modest reverse predictability. Overlapping area represents the amount of predictability between Ingenia Communities time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Ingenia Communities price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Ingenia Communities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Ingenia Communities lagged returns against current returns
Autocorrelation, which is Ingenia Communities 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 Ingenia Communities' pink sheet expected returns. We can calculate the autocorrelation of Ingenia Communities returns to help us make a trade decision. For example, suppose you find that Ingenia Communities 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 |
Ingenia Communities 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 Ingenia Communities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ingenia Communities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ingenia Communities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ingenia Communities Lagged Returns
When evaluating Ingenia Communities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ingenia Communities pink sheet have on its future price. Ingenia Communities 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, Ingenia Communities autocorrelation shows the relationship between Ingenia Communities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ingenia Communities Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in Ingenia Pink Sheet
Ingenia Communities financial ratios help investors to determine whether Ingenia 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 Ingenia with respect to the benefits of owning Ingenia Communities security.