ImagineAR (Germany) Market Value
| GMS1 Stock | EUR 0.03 0 11.48% |
| Symbol | ImagineAR |
ImagineAR '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 ImagineAR'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 ImagineAR.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in ImagineAR on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding ImagineAR or generate 0.0% return on investment in ImagineAR over 90 days. ImagineAR is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
ImagineAR 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 ImagineAR'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 ImagineAR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.08 | |||
| Information Ratio | 0.0146 | |||
| Maximum Drawdown | 94.0 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 20.79 |
ImagineAR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ImagineAR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ImagineAR's standard deviation. In reality, there are many statistical measures that can use ImagineAR historical prices to predict the future ImagineAR's volatility.| Risk Adjusted Performance | 0.0136 | |||
| Jensen Alpha | 0.1982 | |||
| Total Risk Alpha | 1.92 | |||
| Sortino Ratio | 0.0149 | |||
| Treynor Ratio | 0.0464 |
ImagineAR Backtested Returns
At this point, ImagineAR is out of control. ImagineAR 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. We have found twenty-nine technical indicators for ImagineAR, which you can use to evaluate the volatility of the firm. Please check out ImagineAR's Downside Deviation of 12.08, market risk adjusted performance of 0.0564, and Risk Adjusted Performance of 0.0136 to validate if the risk estimate we provide is consistent with the expected return of 0.0527%. The company retains a Market Volatility (i.e., Beta) of 1.14, which attests to a somewhat significant risk relative to the market. ImagineAR returns are very sensitive to returns on the market. As the market goes up or down, ImagineAR is expected to follow. ImagineAR right now retains a risk of 12.71%. Please check out ImagineAR semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if ImagineAR will be following its current trending patterns.
Auto-correlation | 0.14 |
Insignificant predictability
ImagineAR has insignificant predictability. Overlapping area represents the amount of predictability between ImagineAR time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 ImagineAR price movement. The serial correlation of 0.14 indicates that less than 14.0% of current ImagineAR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ImagineAR lagged returns against current returns
Autocorrelation, which is ImagineAR 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 ImagineAR's stock expected returns. We can calculate the autocorrelation of ImagineAR returns to help us make a trade decision. For example, suppose you find that ImagineAR 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 |
ImagineAR 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 ImagineAR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ImagineAR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ImagineAR stock over time.
Current vs Lagged Prices |
| Timeline |
ImagineAR Lagged Returns
When evaluating ImagineAR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ImagineAR stock have on its future price. ImagineAR 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, ImagineAR autocorrelation shows the relationship between ImagineAR stock current value and its past values and can show if there is a momentum factor associated with investing in ImagineAR.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in ImagineAR Stock
ImagineAR financial ratios help investors to determine whether ImagineAR 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 ImagineAR with respect to the benefits of owning ImagineAR security.