Iochpe Maxion Sa Stock Market Value
| IOCJY Stock | USD 0.60 0.00 0.00% |
| Symbol | Iochpe |
Iochpe Maxion '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 Iochpe Maxion'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 Iochpe Maxion.
| 05/08/2024 |
| 12/29/2025 |
If you would invest 0.00 in Iochpe Maxion on May 8, 2024 and sell it all today you would earn a total of 0.00 from holding Iochpe Maxion SA or generate 0.0% return on investment in Iochpe Maxion over 600 days. Iochpe Maxion is related to or competes with ElringKlinger, ElringKlinger, Goodbaby International, Akebono Brake, AMA Group, Exco Technologies, and Nemak S. Iochpe-Maxion S.A. produces and sells automotive wheels and structural components for light and commercial vehicles in N... More
Iochpe Maxion 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 Iochpe Maxion'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 Iochpe Maxion SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 25.1 | |||
| Value At Risk | (1.35) |
Iochpe Maxion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iochpe Maxion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Iochpe Maxion's standard deviation. In reality, there are many statistical measures that can use Iochpe Maxion historical prices to predict the future Iochpe Maxion's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (1.05) | |||
| Treynor Ratio | 0.7777 |
Iochpe Maxion SA Backtested Returns
Iochpe Maxion SA holds Efficiency (Sharpe) Ratio of -0.0796, which attests that the entity had a -0.0796 % return per unit of risk over the last 3 months. Iochpe Maxion SA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Iochpe Maxion's Standard Deviation of 4.14, market risk adjusted performance of 0.7877, and Risk Adjusted Performance of (0.09) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Iochpe Maxion are expected to decrease at a much lower rate. During the bear market, Iochpe Maxion is likely to outperform the market. At this point, Iochpe Maxion SA has a negative expected return of -0.26%. Please make sure to check out Iochpe Maxion's market risk adjusted performance, jensen alpha, as well as the relationship between the Jensen Alpha and day median price , to decide if Iochpe Maxion SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Iochpe Maxion SA has modest predictability. Overlapping area represents the amount of predictability between Iochpe Maxion time series from 8th of May 2024 to 4th of March 2025 and 4th of March 2025 to 29th 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 Iochpe Maxion SA price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Iochpe Maxion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Iochpe Maxion SA lagged returns against current returns
Autocorrelation, which is Iochpe Maxion 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 Iochpe Maxion's pink sheet expected returns. We can calculate the autocorrelation of Iochpe Maxion returns to help us make a trade decision. For example, suppose you find that Iochpe Maxion 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 |
Iochpe Maxion 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 Iochpe Maxion pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Iochpe Maxion pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Iochpe Maxion pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Iochpe Maxion Lagged Returns
When evaluating Iochpe Maxion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Iochpe Maxion pink sheet have on its future price. Iochpe Maxion 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, Iochpe Maxion autocorrelation shows the relationship between Iochpe Maxion pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Iochpe Maxion SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Iochpe Pink Sheet Analysis
When running Iochpe Maxion's price analysis, check to measure Iochpe Maxion's 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 Iochpe Maxion is operating at the current time. Most of Iochpe Maxion's value examination focuses on studying past and present price action to predict the probability of Iochpe Maxion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iochpe Maxion's price. Additionally, you may evaluate how the addition of Iochpe Maxion to your portfolios can decrease your overall portfolio volatility.