Imaginear Stock Market Value
| IPNFF Stock | USD 0.07 0.01 9.62% |
| Symbol | ImagineAR |
ImagineAR '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 ImagineAR's 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 ImagineAR.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in ImagineAR on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding ImagineAR or generate 0.0% return on investment in ImagineAR over 30 days. ImagineAR is related to or competes with Arax Holdings, AppTech Payments, NowVertical, Paysign, Informatica, Glimpse, and Teradata Corp. ImagineAR Inc. provides an augmented reality platform that enables businesses, sports teams, and organizations to create... More
ImagineAR 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 ImagineAR's 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 ImagineAR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.25 | |||
| Information Ratio | 0.2114 | |||
| Maximum Drawdown | 69.27 | |||
| Value At Risk | (17.42) | |||
| Potential Upside | 21.67 |
ImagineAR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ImagineAR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ImagineAR's standard deviation. In reality, there are many statistical measures that can use ImagineAR historical prices to predict the future ImagineAR's volatility.| Risk Adjusted Performance | 0.1792 | |||
| Jensen Alpha | 2.96 | |||
| Total Risk Alpha | 0.7854 | |||
| Sortino Ratio | 0.2448 | |||
| Treynor Ratio | (0.95) |
ImagineAR Backtested Returns
ImagineAR is out of control given 3 months investment horizon. ImagineAR holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.31% are justified by taking the suggested risk. Use ImagineAR Market Risk Adjusted Performance of (0.94), risk adjusted performance of 0.1792, and Downside Deviation of 10.25 to evaluate company specific risk that cannot be diversified away. ImagineAR holds a performance score of 15 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -2.78, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ImagineAR are expected to decrease by larger amounts. On the other hand, during market turmoil, ImagineAR is expected to outperform it. Use ImagineAR treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to analyze future returns on ImagineAR.
Auto-correlation | 0.24 |
Weak predictability
ImagineAR has weak predictability. Overlapping area represents the amount of predictability between ImagineAR time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 ImagineAR price movement. The serial correlation of 0.24 indicates that over 24.0% of current ImagineAR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ImagineAR lagged returns against current returns
Autocorrelation, which is ImagineAR 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 ImagineAR's otc stock expected returns. We can calculate the autocorrelation of ImagineAR returns to help us make a trade decision. For example, suppose you find that ImagineAR 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 |
ImagineAR 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 ImagineAR otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ImagineAR otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ImagineAR otc stock over time.
Current vs Lagged Prices |
| Timeline |
ImagineAR Lagged Returns
When evaluating ImagineAR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ImagineAR otc stock have on its future price. ImagineAR 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, ImagineAR autocorrelation shows the relationship between ImagineAR otc stock current value and its past values and can show if there is a momentum factor associated with investing in ImagineAR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ImagineAR OTC Stock
ImagineAR financial ratios help investors to determine whether ImagineAR OTC Stock 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 ImagineAR with respect to the benefits of owning ImagineAR security.