Igo Limited Stock Market Value
| IPGDF Stock | USD 5.64 0.23 3.92% |
| Symbol | IGO |
IGO '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 IGO'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 IGO.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in IGO on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding IGO Limited or generate 0.0% return on investment in IGO over 90 days. IGO is related to or competes with Iluka Resources, Iluka Resources, Vale Indonesia, Minera Frisco, Liontown Resources, Mitsubishi Materials, and Nickel Mines. IGO Limited operates as an exploration and mining company that engages in discovering, developing, and operating assets ... More
IGO 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 IGO'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 IGO Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.84 | |||
| Information Ratio | 0.1767 | |||
| Maximum Drawdown | 26.48 | |||
| Value At Risk | (3.99) | |||
| Potential Upside | 8.43 |
IGO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IGO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IGO's standard deviation. In reality, there are many statistical measures that can use IGO historical prices to predict the future IGO's volatility.| Risk Adjusted Performance | 0.1473 | |||
| Jensen Alpha | 0.7799 | |||
| Total Risk Alpha | 0.4917 | |||
| Sortino Ratio | 0.1515 | |||
| Treynor Ratio | 7.87 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IGO'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.
IGO January 31, 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 | 0.1473 | |||
| Market Risk Adjusted Performance | 7.88 | |||
| Mean Deviation | 2.46 | |||
| Semi Deviation | 1.97 | |||
| Downside Deviation | 4.84 | |||
| Coefficient Of Variation | 522.19 | |||
| Standard Deviation | 4.15 | |||
| Variance | 17.24 | |||
| Information Ratio | 0.1767 | |||
| Jensen Alpha | 0.7799 | |||
| Total Risk Alpha | 0.4917 | |||
| Sortino Ratio | 0.1515 | |||
| Treynor Ratio | 7.87 | |||
| Maximum Drawdown | 26.48 | |||
| Value At Risk | (3.99) | |||
| Potential Upside | 8.43 | |||
| Downside Variance | 23.46 | |||
| Semi Variance | 3.88 | |||
| Expected Short fall | (6.21) | |||
| Skewness | 1.72 | |||
| Kurtosis | 6.54 |
IGO Limited Backtested Returns
IGO appears to be relatively risky, given 3 months investment horizon. IGO Limited holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of volatility over the last 3 months. By examining IGO's technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please utilize IGO's market risk adjusted performance of 7.88, and Risk Adjusted Performance of 0.1473 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IGO holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of 0.0997, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IGO's returns are expected to increase less than the market. However, during the bear market, the loss of holding IGO is expected to be smaller as well. Please check IGO's sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether IGO's current trending patterns will revert.
Auto-correlation | 0.74 |
Good predictability
IGO Limited has good predictability. Overlapping area represents the amount of predictability between IGO time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 IGO Limited price movement. The serial correlation of 0.74 indicates that around 74.0% of current IGO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
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Other Information on Investing in IGO Pink Sheet
IGO financial ratios help investors to determine whether IGO 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 IGO with respect to the benefits of owning IGO security.