Invesque Stock Market Value
| IVQ Stock | CAD 0.11 0.01 8.33% |
| Symbol | Invesque |
Invesque Price To Book Ratio
Invesque '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 Invesque's 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 Invesque.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Invesque on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Invesque or generate 0.0% return on investment in Invesque over 30 days. Invesque is related to or competes with Parkit Enterprise, Bridgemarq Real, Canadian Net, European Residential, True North, Halmont Properties, and Mongolia Growth. Invesque Inc. operates as a real estate investment company in Canada and the United States More
Invesque 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 Invesque's 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 Invesque upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 17.42 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 8.33 |
Invesque Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesque's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesque's standard deviation. In reality, there are many statistical measures that can use Invesque historical prices to predict the future Invesque's volatility.| Risk Adjusted Performance | 0.0065 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (0.41) |
Invesque Backtested Returns
Invesque holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Invesque exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesque's Standard Deviation of 4.89, risk adjusted performance of 0.0065, and Market Risk Adjusted Performance of (0.40) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0586, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesque's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesque is expected to be smaller as well. At this point, Invesque has a negative expected return of -0.0148%. Please make sure to check out Invesque's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Invesque performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Invesque has insignificant reverse predictability. Overlapping area represents the amount of predictability between Invesque time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Invesque price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Invesque price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invesque lagged returns against current returns
Autocorrelation, which is Invesque 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 Invesque's stock expected returns. We can calculate the autocorrelation of Invesque returns to help us make a trade decision. For example, suppose you find that Invesque has exhibited high autocorrelation historically, and you observe that the 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 |
Invesque 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 Invesque stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesque stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesque stock over time.
Current vs Lagged Prices |
| Timeline |
Invesque Lagged Returns
When evaluating Invesque's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesque stock have on its future price. Invesque 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, Invesque autocorrelation shows the relationship between Invesque stock current value and its past values and can show if there is a momentum factor associated with investing in Invesque.
Regressed Prices |
| Timeline |
Pair Trading with Invesque
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Invesque position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Invesque will appreciate offsetting losses from the drop in the long position's value.Moving against Invesque Stock
| 0.47 | BNE | Bonterra Energy Corp | PairCorr |
| 0.46 | PD | Precision Drilling | PairCorr |
| 0.43 | PJX | PJX Resources | PairCorr |
| 0.4 | FTU-PB | US Financial 15 | PairCorr |
| 0.4 | FFN | North American Financial | PairCorr |
The ability to find closely correlated positions to Invesque could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invesque when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Invesque - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Invesque to buy it.
The correlation of Invesque is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesque moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesque moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Invesque can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Invesque Stock
Invesque financial ratios help investors to determine whether Invesque 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 Invesque with respect to the benefits of owning Invesque security.