Ip Group Plc Stock Market Value
| IPZYF Stock | USD 0.79 0.00 0.00% |
| Symbol | IPZYF |
IP Group '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 IP Group'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 IP Group.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in IP Group on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding IP Group Plc or generate 0.0% return on investment in IP Group over 180 days. IP Group is related to or competes with GAM Holding, GAMCO Investors, G Resources, Westaim, Cryptology Asset, Financial, and Fiera Capital. IP Group Plc is a private equity and venture capital firm specializing in seed, early stage, start-up, incubation, growt... More
IP Group 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 IP Group'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 IP Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0923 | |||
| Maximum Drawdown | 14.23 |
IP Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IP Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IP Group's standard deviation. In reality, there are many statistical measures that can use IP Group historical prices to predict the future IP Group's volatility.| Risk Adjusted Performance | 0.1061 | |||
| Jensen Alpha | 0.2066 | |||
| Total Risk Alpha | 0.0501 | |||
| Treynor Ratio | 0.7247 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IP Group'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.
IP Group Plc Backtested Returns
IP Group appears to be dangerous, given 3 months investment horizon. IP Group Plc retains Efficiency (Sharpe Ratio) of 0.14, which attests that the entity had a 0.14 % return per unit of price deviation over the last 3 months. We have found seventeen technical indicators for IP Group, which you can use to evaluate the volatility of the firm. Please utilize IP Group's Coefficient Of Variation of 699.45, market risk adjusted performance of 0.7347, and Information Ratio of 0.0923 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IP Group holds a performance score of 11. The company owns a Beta (Systematic Risk) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IP Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding IP Group is expected to be smaller as well. Please check IP Group's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to make a quick decision on whether IP Group's current price history will revert.
Auto-correlation | 0.10 |
Insignificant predictability
IP Group Plc has insignificant predictability. Overlapping area represents the amount of predictability between IP Group time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 IP Group Plc price movement. The serial correlation of 0.1 indicates that less than 10.0% of current IP Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IP Group Plc lagged returns against current returns
Autocorrelation, which is IP Group 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 IP Group's pink sheet expected returns. We can calculate the autocorrelation of IP Group returns to help us make a trade decision. For example, suppose you find that IP Group 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 |
IP Group 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 IP Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IP Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IP Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IP Group Lagged Returns
When evaluating IP Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IP Group pink sheet have on its future price. IP Group 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, IP Group autocorrelation shows the relationship between IP Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IP Group Plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in IPZYF Pink Sheet
IP Group financial ratios help investors to determine whether IPZYF 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 IPZYF with respect to the benefits of owning IP Group security.