Inovalis Real Estate Stock Market Value
| IVREF Stock | USD 0.70 0.03 4.11% |
| Symbol | Inovalis |
Inovalis Real '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 Inovalis Real'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 Inovalis Real.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Inovalis Real on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Inovalis Real Estate or generate 0.0% return on investment in Inovalis Real over 360 days. Inovalis Real is related to or competes with American Hotel, Slate Office, Guangzhou, Ambase Corp, International Land, Bimini Capital, and Mongolia Growth. Inovalis Real Estate Investment Trust is an unincorporated, open-ended real estate investment trust established pursuant... More
Inovalis Real 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 Inovalis Real'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 Inovalis Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0919 | |||
| Maximum Drawdown | 14.61 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 6.06 |
Inovalis Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inovalis Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inovalis Real's standard deviation. In reality, there are many statistical measures that can use Inovalis Real historical prices to predict the future Inovalis Real's volatility.| Risk Adjusted Performance | 0.0938 | |||
| Jensen Alpha | 0.3348 | |||
| Total Risk Alpha | 0.0497 | |||
| Treynor Ratio | (0.77) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inovalis Real'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.
Inovalis Real Estate Backtested Returns
Inovalis Real appears to be extremely dangerous, given 3 months investment horizon. Inovalis Real Estate holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Inovalis Real Estate, which you can use to evaluate the volatility of the firm. Please utilize Inovalis Real's Standard Deviation of 2.57, market risk adjusted performance of (0.76), and Risk Adjusted Performance of 0.0938 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Inovalis Real holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Inovalis Real are expected to decrease at a much lower rate. During the bear market, Inovalis Real is likely to outperform the market. Please check Inovalis Real's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to make a quick decision on whether Inovalis Real's current trending patterns will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
Inovalis Real Estate has weak reverse predictability. Overlapping area represents the amount of predictability between Inovalis Real time series from 31st of December 2024 to 29th of June 2025 and 29th of June 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 Inovalis Real Estate price movement. The serial correlation of -0.23 indicates that over 23.0% of current Inovalis Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Inovalis Real Estate lagged returns against current returns
Autocorrelation, which is Inovalis Real 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 Inovalis Real's pink sheet expected returns. We can calculate the autocorrelation of Inovalis Real returns to help us make a trade decision. For example, suppose you find that Inovalis Real 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 |
Inovalis Real 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 Inovalis Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inovalis Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inovalis Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Inovalis Real Lagged Returns
When evaluating Inovalis Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inovalis Real pink sheet have on its future price. Inovalis Real 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, Inovalis Real autocorrelation shows the relationship between Inovalis Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Inovalis Real Estate.
Regressed Prices |
| Timeline |
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Other Information on Investing in Inovalis Pink Sheet
Inovalis Real financial ratios help investors to determine whether Inovalis 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 Inovalis with respect to the benefits of owning Inovalis Real security.