Integrated Ventures Stock Market Value
| INTV Stock | USD 1.55 0.15 8.82% |
| Symbol | Integrated |
Integrated Ventures '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 Integrated Ventures' 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 Integrated Ventures.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Integrated Ventures on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Integrated Ventures or generate 0.0% return on investment in Integrated Ventures over 30 days. Integrated Ventures is related to or competes with Boxlight Corp, Siyata Mobile, ClearOne, HUMANA, Barloworld, Morningstar Unconstrained, and High-yield Municipal. Integrated Ventures, Inc. engages in the digital currency mining operations More
Integrated Ventures 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 Integrated Ventures' 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 Integrated Ventures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.05 | |||
| Information Ratio | 0.1104 | |||
| Maximum Drawdown | 28.29 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 13.21 |
Integrated Ventures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Integrated Ventures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Integrated Ventures' standard deviation. In reality, there are many statistical measures that can use Integrated Ventures historical prices to predict the future Integrated Ventures' volatility.| Risk Adjusted Performance | 0.1073 | |||
| Jensen Alpha | 0.9025 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1272 | |||
| Treynor Ratio | (0.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Integrated Ventures' 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.
Integrated Ventures Backtested Returns
Integrated Ventures appears to be extremely dangerous, given 3 months investment horizon. Integrated Ventures 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. By evaluating Integrated Ventures' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please utilize Integrated Ventures' Risk Adjusted Performance of 0.1073, market risk adjusted performance of (0.45), and Downside Deviation of 5.05 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Integrated Ventures holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -1.61, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Integrated Ventures are expected to decrease by larger amounts. On the other hand, during market turmoil, Integrated Ventures is expected to outperform it. Please check Integrated Ventures' downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Integrated Ventures' current trending patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
Integrated Ventures has good reverse predictability. Overlapping area represents the amount of predictability between Integrated Ventures time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Integrated Ventures price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Integrated Ventures price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Integrated Ventures lagged returns against current returns
Autocorrelation, which is Integrated Ventures 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 Integrated Ventures' otc stock expected returns. We can calculate the autocorrelation of Integrated Ventures returns to help us make a trade decision. For example, suppose you find that Integrated Ventures 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 |
Integrated Ventures 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 Integrated Ventures otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Integrated Ventures otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Integrated Ventures otc stock over time.
Current vs Lagged Prices |
| Timeline |
Integrated Ventures Lagged Returns
When evaluating Integrated Ventures' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Integrated Ventures otc stock have on its future price. Integrated Ventures 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, Integrated Ventures autocorrelation shows the relationship between Integrated Ventures otc stock current value and its past values and can show if there is a momentum factor associated with investing in Integrated Ventures.
Regressed Prices |
| Timeline |
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Additional Tools for Integrated OTC Stock Analysis
When running Integrated Ventures' price analysis, check to measure Integrated Ventures' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Integrated Ventures is operating at the current time. Most of Integrated Ventures' value examination focuses on studying past and present price action to predict the probability of Integrated Ventures' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Integrated Ventures' price. Additionally, you may evaluate how the addition of Integrated Ventures to your portfolios can decrease your overall portfolio volatility.