Imugene Limited Stock Market Value
| IUGNF Stock | USD 0.24 0.06 33.33% |
| Symbol | Imugene |
Imugene '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 Imugene'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 Imugene.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Imugene on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Imugene Limited or generate 0.0% return on investment in Imugene over 30 days. Imugene is related to or competes with Starpharma Holdings, Satellos Bioscience, Biostem Technologies, VitaSpring Biomedical, and Kintor Pharmaceutical. Imugene Limited, a clinical stage immuno-oncology company, develops a range of immunotherapies to activate the immune sy... More
Imugene 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 Imugene'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 Imugene Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.25 | |||
| Information Ratio | 0.0244 | |||
| Maximum Drawdown | 47.15 | |||
| Value At Risk | (13.04) | |||
| Potential Upside | 25.0 |
Imugene Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imugene's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imugene's standard deviation. In reality, there are many statistical measures that can use Imugene historical prices to predict the future Imugene's volatility.| Risk Adjusted Performance | 0.0327 | |||
| Jensen Alpha | 0.3549 | |||
| Total Risk Alpha | (0.55) | |||
| Sortino Ratio | 0.0254 | |||
| Treynor Ratio | (0.35) |
Imugene Limited Backtested Returns
Imugene appears to be out of control, given 3 months investment horizon. Imugene Limited holds Efficiency (Sharpe) Ratio of 0.0535, which attests that the entity had a 0.0535 % return per unit of risk over the last 3 months. By evaluating Imugene's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please utilize Imugene's Market Risk Adjusted Performance of (0.34), risk adjusted performance of 0.0327, and Downside Deviation of 9.25 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Imugene holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -0.87, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Imugene are expected to decrease slowly. On the other hand, during market turmoil, Imugene is expected to outperform it slightly. Please check Imugene's value at risk and the relationship between the expected short fall and period momentum indicator , to make a quick decision on whether Imugene's current trending patterns will revert.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Imugene Limited has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Imugene time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Imugene Limited price movement. The serial correlation of -0.8 indicates that around 80.0% of current Imugene price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Imugene Limited lagged returns against current returns
Autocorrelation, which is Imugene 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 Imugene's pink sheet expected returns. We can calculate the autocorrelation of Imugene returns to help us make a trade decision. For example, suppose you find that Imugene 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 |
Imugene 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 Imugene pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imugene pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imugene pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Imugene Lagged Returns
When evaluating Imugene's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imugene pink sheet have on its future price. Imugene 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, Imugene autocorrelation shows the relationship between Imugene pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Imugene Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Imugene Pink Sheet
Imugene financial ratios help investors to determine whether Imugene 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 Imugene with respect to the benefits of owning Imugene security.