IMD International (Germany) Market Value
| X74 Stock | 1.28 0.08 5.88% |
| Symbol | IMD |
IMD International '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 IMD International'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 IMD International.
| 11/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in IMD International on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding IMD International Medical or generate 0.0% return on investment in IMD International over 60 days.
IMD International 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 IMD International'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 IMD International Medical upside and downside potential and time the market with a certain degree of confidence.
IMD International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMD International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMD International's standard deviation. In reality, there are many statistical measures that can use IMD International historical prices to predict the future IMD International's volatility.IMD International Medical Backtested Returns
IMD International Medical holds Efficiency (Sharpe) Ratio of -0.2, which attests that the entity had a -0.2 % return per unit of return volatility over the last 3 months. IMD International Medical exposes six different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IMD International's Daily Balance Of Power of (9,223,372,036,855), day typical price of 1.28, and Rate Of Daily Change of 0.94 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and IMD International are completely uncorrelated. At this point, IMD International Medical has a negative expected return of -0.23%. Please make sure to check out IMD International's rate of daily change, as well as the relationship between the price action indicator and period momentum indicator , to decide if IMD International Medical performance from the past will be repeated in the future.
Auto-correlation | 1.00 |
Perfect predictability
IMD International Medical has perfect predictability. Overlapping area represents the amount of predictability between IMD International time series from 14th of November 2025 to 14th of December 2025 and 14th of December 2025 to 13th 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 IMD International Medical price movement. The serial correlation of 1.0 indicates that 100.0% of current IMD International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IMD International Medical lagged returns against current returns
Autocorrelation, which is IMD International 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 IMD International's stock expected returns. We can calculate the autocorrelation of IMD International returns to help us make a trade decision. For example, suppose you find that IMD International 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 |
IMD International 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 IMD International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IMD International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IMD International stock over time.
Current vs Lagged Prices |
| Timeline |
IMD International Lagged Returns
When evaluating IMD International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IMD International stock have on its future price. IMD International 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, IMD International autocorrelation shows the relationship between IMD International stock current value and its past values and can show if there is a momentum factor associated with investing in IMD International Medical.
Regressed Prices |
| Timeline |