Impac Mortgage Holdings Stock Performance
| IMPM Stock | 0.04 0.01 20.00% |
Impac Mortgage holds a performance score of 8 on a scale of zero to a hundred. 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 Impac Mortgage are expected to decrease slowly. On the other hand, during market turmoil, Impac Mortgage is expected to outperform it slightly. Use Impac Mortgage Holdings maximum drawdown and the relationship between the expected short fall and period momentum indicator , to analyze future returns on Impac Mortgage Holdings.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Impac Mortgage Holdings are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of very fragile basic indicators, Impac Mortgage displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
Impac |
Impac Mortgage Relative Risk vs. Return Landscape
If you would invest 3.00 in Impac Mortgage Holdings on September 3, 2024 and sell it today you would earn a total of 1.00 from holding Impac Mortgage Holdings or generate 33.33% return on investment over 90 days. Impac Mortgage Holdings is currently generating 2.1889% in daily expected returns and assumes 19.7576% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than Impac, and most traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Impac Mortgage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Impac Mortgage's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Impac Mortgage Holdings, and traders can use it to determine the average amount a Impac Mortgage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1108
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 19.76 actual daily | 96 96% of assets are less volatile |
Expected Return
| 2.19 actual daily | 43 57% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Impac Mortgage is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Impac Mortgage by adding it to a well-diversified portfolio.
Things to note about Impac Mortgage Holdings performance evaluation
Checking the ongoing alerts about Impac Mortgage for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Impac Mortgage Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Impac Mortgage is way too risky over 90 days horizon | |
| Impac Mortgage has some characteristics of a very speculative penny stock | |
| Impac Mortgage appears to be risky and price may revert if volatility continues |
- Analyzing Impac Mortgage's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Impac Mortgage's stock is overvalued or undervalued compared to its peers.
- Examining Impac Mortgage's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Impac Mortgage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Impac Mortgage's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Impac Mortgage's pink sheet. These opinions can provide insight into Impac Mortgage's potential for growth and whether the stock is currently undervalued or overvalued.