Intrepid Capital Stock Market Value
| ITPC Stock | USD 125.00 0.00 0.00% |
| Symbol | Intrepid |
Intrepid Capital '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 Intrepid Capital'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 Intrepid Capital.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Intrepid Capital on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Intrepid Capital or generate 0.0% return on investment in Intrepid Capital over 30 days. Intrepid Capital is related to or competes with Armada Mercantile. Intrepid Capital Corporation operates as an investment advisor and broker-dealer through its wholly owned subsidiaries, ... More
Intrepid Capital 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 Intrepid Capital'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 Intrepid Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1476 | |||
| Maximum Drawdown | 19.05 |
Intrepid Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intrepid Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intrepid Capital's standard deviation. In reality, there are many statistical measures that can use Intrepid Capital historical prices to predict the future Intrepid Capital's volatility.| Risk Adjusted Performance | 0.1304 | |||
| Jensen Alpha | 0.4554 | |||
| Total Risk Alpha | 0.2131 | |||
| Treynor Ratio | 0.6384 |
Intrepid Capital Backtested Returns
Intrepid Capital appears to be very steady, given 3 months investment horizon. Intrepid Capital holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. By evaluating Intrepid Capital's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize Intrepid Capital's Risk Adjusted Performance of 0.1304, market risk adjusted performance of 0.6484, and Standard Deviation of 2.99 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intrepid Capital holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intrepid Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intrepid Capital is expected to be smaller as well. Please check Intrepid Capital's standard deviation, as well as the relationship between the maximum drawdown and day median price , to make a quick decision on whether Intrepid Capital's current trending patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Intrepid Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Intrepid Capital time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Intrepid Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Intrepid Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intrepid Capital lagged returns against current returns
Autocorrelation, which is Intrepid Capital 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 Intrepid Capital's pink sheet expected returns. We can calculate the autocorrelation of Intrepid Capital returns to help us make a trade decision. For example, suppose you find that Intrepid Capital 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 |
Intrepid Capital 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 Intrepid Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intrepid Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intrepid Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Intrepid Capital Lagged Returns
When evaluating Intrepid Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intrepid Capital pink sheet have on its future price. Intrepid Capital 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, Intrepid Capital autocorrelation shows the relationship between Intrepid Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Intrepid Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Intrepid Pink Sheet
Intrepid Capital financial ratios help investors to determine whether Intrepid 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 Intrepid with respect to the benefits of owning Intrepid Capital security.