Imperial Brands (Germany) Price on October 2, 2024
| ITB Stock | 31.05 0.06 0.19% |
If you're considering investing in Imperial Stock, it is important to understand the factors that can impact its price. As of today, the current price of Imperial Brands stands at 31.05, as last reported on the 23rd of December, with the highest price reaching 31.13 and the lowest price hitting 30.68 during the day. Imperial Brands appears to be very steady, given 3 months investment horizon. Imperial Brands PLC holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Imperial Brands PLC, which you can use to evaluate the volatility of the firm. Please utilize Imperial Brands' Downside Deviation of 0.8255, risk adjusted performance of 0.2295, and Market Risk Adjusted Performance of (1.58) to validate if our risk estimates are consistent with your expectations.
Imperial Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Imperial |
Sharpe Ratio = 0.2696
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ITB | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.08 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average Imperial Brands is performing at about 21% 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 Imperial Brands by adding it to a well-diversified portfolio.
Imperial Brands Valuation on October 2, 2024
It is possible to determine the worth of Imperial Brands on a given historical date. On October 2, 2024 Imperial was worth 25.52 at the beginning of the trading date compared to the closed value of 25.33. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Imperial Brands stock. Still, in general, we apply an absolute valuation method to find Imperial Brands' value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Imperial Brands where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Imperial Brands' related companies.
| Open | High | Low | Close | Volume | |
| 25.63 | 25.63 | 25.45 | 25.46 | 23,868 | |
10/02/2024 | 25.52 | 25.52 | 25.26 | 25.33 | 16,217 |
| 25.29 | 25.29 | 25.01 | 25.01 | 8,178 |
| Backtest Imperial Brands | | | Imperial Brands History | | | Imperial Brands Valuation | Previous | Next |
Imperial Brands Trading Date Momentum on October 2, 2024
| On October 03 2024 Imperial Brands PLC was traded for 25.01 at the closing time. The highest price during the trading period was 25.29 and the lowest recorded bid was listed for 25.01 . The volume for the day was 8.2 K. This history from October 3, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 1.26% . The trading delta at closing time to the current price is 5.29% . |
Imperial Brands PLC Fundamentals Correlations and Trends
By evaluating Imperial Brands' financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Imperial Brands' main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Imperial financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Imperial Brands Stock history
Imperial Brands investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Imperial is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Imperial Brands PLC will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Imperial Brands stock prices may prove useful in developing a viable investing in Imperial Brands
Imperial Brands Stock Technical Analysis
Imperial Brands technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Imperial Brands Period Price Range
Low | December 23, 2024
| High |
0.00 | 0.00 |
Imperial Brands PLC cannot be verified against its exchange. Please verify the symbol is currently traded on XETRA Stock Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Imperial Brands December 23, 2024 Market Strength
Market strength indicators help investors to evaluate how Imperial Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Imperial Brands shares will generate the highest return on investment. By undertsting and applying Imperial Brands stock market strength indicators, traders can identify Imperial Brands PLC entry and exit signals to maximize returns
Imperial Brands Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Imperial Brands' price direction in advance. Along with the technical and fundamental analysis of Imperial Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Imperial to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.2295 | |||
| Jensen Alpha | 0.3092 | |||
| Total Risk Alpha | 0.2741 | |||
| Sortino Ratio | 0.3425 | |||
| Treynor Ratio | (1.59) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Additional Tools for Imperial Stock Analysis
When running Imperial Brands' price analysis, check to measure Imperial Brands' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Imperial Brands is operating at the current time. Most of Imperial Brands' value examination focuses on studying past and present price action to predict the probability of Imperial Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Imperial Brands' price. Additionally, you may evaluate how the addition of Imperial Brands to your portfolios can decrease your overall portfolio volatility.