Innate Pharma Stock Market Value
| IPHYF Stock | USD 1.28 0.00 0.00% |
| Symbol | Innate |
Innate Pharma '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 Innate Pharma'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 Innate Pharma.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Innate Pharma on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Innate Pharma or generate 0.0% return on investment in Innate Pharma over 30 days. Innate Pharma S.A., a biotechnology company, discovers, develops, and commercializes therapeutic antibodies for the trea... More
Innate Pharma 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 Innate Pharma'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 Innate Pharma upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 45.38 |
Innate Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innate Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innate Pharma's standard deviation. In reality, there are many statistical measures that can use Innate Pharma historical prices to predict the future Innate Pharma's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (1.54) | |||
| Treynor Ratio | 0.8582 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Innate Pharma'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.
Innate Pharma Backtested Returns
Innate Pharma holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of risk over the last 3 months. Innate Pharma exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Innate Pharma's Risk Adjusted Performance of (0.09), standard deviation of 5.34, and Market Risk Adjusted Performance of 0.8682 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Innate Pharma are expected to decrease at a much lower rate. During the bear market, Innate Pharma is likely to outperform the market. At this point, Innate Pharma has a negative expected return of -0.71%. Please make sure to check out Innate Pharma's variance and kurtosis , to decide if Innate Pharma performance from the past will be repeated at some point in the near future.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Innate Pharma lagged returns against current returns
Autocorrelation, which is Innate Pharma 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 Innate Pharma's pink sheet expected returns. We can calculate the autocorrelation of Innate Pharma returns to help us make a trade decision. For example, suppose you find that Innate Pharma 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 |
Innate Pharma 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 Innate Pharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Innate Pharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Innate Pharma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Innate Pharma Lagged Returns
When evaluating Innate Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Innate Pharma pink sheet have on its future price. Innate Pharma 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, Innate Pharma autocorrelation shows the relationship between Innate Pharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Innate Pharma.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Innate Pink Sheet
When determining whether Innate Pharma offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Innate Pharma's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Innate Pharma Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Innate Pharma Stock:Check out Innate Pharma Correlation, Innate Pharma Volatility and Innate Pharma Alpha and Beta module to complement your research on Innate Pharma. For more detail on how to invest in Innate Pink Sheet please use our How to Invest in Innate Pharma guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Innate Pharma technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.